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Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model With Time-Varying Parameters
Jan Koopman, Siem; Mallee, Max I P; Van der Wel, Michel - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 329-344
Persistent link: https://www.econbiz.de/10008434826
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Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions
Locke, Peter R.; Sarkar, Asani; Wu, Lifan - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 57-88
Persistent link: https://www.econbiz.de/10006699717
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Liquidity Supply and Volatility: Futures Market Evidence
Locke, Peter R.; Sarkar, Asani - In: The journal of futures markets 21 (2001) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10006834701
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A model of broker's trading, with applications to order flow internalization
Chakravarty, Sugato; Sarkar, Asani - In: Review of financial economics : RFE 11 (2002) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10006442509
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An Empirical Analysis of Stock and Bond Market Liquidity
Chordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar - In: The review of financial studies 18 (2013) 1, pp. 85-84
Persistent link: https://www.econbiz.de/10010114462
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Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks
Antunovich, Peter; Sarkar, Asani - In: The journal of business : B 79 (2006) 6, pp. 3209
Persistent link: https://www.econbiz.de/10007599508
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Liquidity risk, credit risk, and the federal reserve's responses to the crisis
Sarkar, Asani - In: Financial markets and portfolio management 23 (2009) 4, pp. 335-348
Persistent link: https://www.econbiz.de/10008346892
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CREDIT DEFAULT SWAP AUCTIONS AND PRICE DISCOVERY
Helwege, Jean; Maurer, Samuel; Sarkar, Asani; Wang, Yuan - In: The journal of fixed income 19 (2009) 2, pp. 34-42
Persistent link: https://www.econbiz.de/10008321255