Working Papers

An Empirical Study of Trade Dynamics in the Fed Funds Market
With Ricardo Lagos
Federal Reserve Bank of New York Staff Reports, 550, February 2012

Trade Dynamics in the Market for Federal Funds
With Ricardo Lagos
Federal Reserve Bank of New York Staff Reports, 549, February 2012

How do Banks Scramble for Liquidity? - Evidence from the Asset-Backed Commercial Paper Freeze of 2007
With Viral Acharya and Anna Kovner

The Importance of Trading Relationships in the Fed Funds Market
With Anna Kovner and Antoinette Schoar

Gara Afonso's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.