Prof. Dr. Marti Subrahmanyam
Area:
Financial Markets
Position:
SAFE Fellow
Institution:
Stern School of Business at New York University- Selected SAFE Publications
Author/s Title Area Published Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio Central Bank-Driven Mispricing
forthcoming in Journal of Financial EconomicsFinancial Markets, Macro Finance, Systemic Risk Lab 2024 Loriana Pelizzon, Max Riedel, Zorka Simon, Marti Subrahmanyam Collateral Eligibility of Corporate Debt in the Eurosystem
Journal of Financial EconomicsFinancial Markets, Macro Finance, Systemic Risk Lab 2024 Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Darya Yuferova Market Liquidity and Competition Among Designated Market Makers
forthcoming in Management ScienceFinancial Markets, Systemic Risk Lab 2024 Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam Lighting up the Dark: Liquidity in the German Corporate Bond Market
Journal of Fixed IncomeFinancial Markets, Systemic Risk Lab 2023 Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?
Journal of Financial EconomicsFinancial Markets, Systemic Risk Lab 2016 Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti Subrahmanyam The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy
The Review of Corporate Finance StudiesFinancial Markets 2020
- SAFE Working Papers
No. Author/s Title Area 395 Ruggero Jappelli, Loriana Pelizzon, Marti Subrahmanyam Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates Financial Markets 95 Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina? Financial Markets, Systemic Risk Lab 247 Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Market Liquidity and Competition Among Designated Market Makers Financial Markets, Systemic Risk Lab 230 Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam Lighting up the Dark: Liquidity in the German Corporate Bond Market Financial Markets, Systemic Risk Lab 275 Loriana Pelizzon, Max Riedel, Zorka Simon, Marti Subrahmanyam Collateral Eligibility of Corporate Debt in the Eurosystem Financial Markets, Macro Finance, Systemic Risk Lab 144 Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova High Frequency Traders without Trading: Price Discovery and Liquidity Provision in the Pre-Opening Period Financial Markets, Systemic Risk Lab 285 Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti Subrahmanyam The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy Financial Markets 182 Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Coming Early to the Party Financial Markets, Systemic Risk Lab 226 Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio Central Bank-Driven Mispricing Financial Markets, Macro Finance, Systemic Risk Lab
- SAFE Policy Publications
Author Title Published Arnoud Boot,
Elena Carletti,
Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Marti SubrahmanyamCorona and banking - A financial crisis in slow motion? An evaluation of the policy options
White Paper No. 792021 Arnoud Boot,
Elena Carletti,
Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Marti SubrahmanyamCorona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund
Policy Letter No. 842020 Arnoud Boot,
Elena Carletti,
Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Marti SubrahmanyamCorona and Financial Stability 2.0: Act jointly now, but also think about tomorrow
Policy Letter No. 792020 Arnoud Boot,
Elena Carletti,
Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Marti SubrahmanyamCorona and Financial Stability 3.0: Try equity -risk sharing for companies, large and small
Policy Letter No. 812020 Arnoud Boot,
Elena Carletti,
Rainer Haselmann,
Hans-Helmut Kotz,
Jan Pieter Krahnen,
Loriana Pelizzon,
Stephen Schaefer,
Marti SubrahmanyamThe Coronavirus and Financial Stability
Policy Letter No. 782020
- Completed Projects
Researcher Project Funded by Status Project Duration Publication Count Virginia Gianinazzi, Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio Securities Lending and Quantitative Easing SAFE Completed 2020 1 Marcel Bluhm, Co-Pierre Georg, Jan Pieter Krahnen, Jun E. Li, Xu Liu, Loriana Pelizzon, Mihaela-Simina Puscasu, Christian Schlag, Sascha Steffen, Marti Subrahmanyam, Matthias Thiemann, Jun Uno Quantitative Easing and Financial (In)Stability Volkswagen Stiftung Completed 2016 1 Zhiwu Hong, Linlin Niu, Loriana Pelizzon, Marti Subrahmanyam, Reiko Tobe, Davide Tomio, Jun Uno The Impact of QE Interventions on Sovereign Bond Market Microstructure Volkswagen Stiftung Completed 2016 1 Loriana Pelizzon, Ryan Riordan, Satchit Sagade, Marti Subrahmanyam, Jun Uno, Jan Viebig, Christian Westheide An Examination of the Strategic Behavior of High-Frequency Traders (HFTs) LOEWE Completed 2016 1 Jannic Cutura, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam, Davide Tomio, Jun Uno, Clara Vega The Impact of QE Interventions on Market Liquidity and Limits to Arbitrage LOEWE Completed 2016 1 Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Strategic Behavior of High Frequency Traders During the Market Pre-Opening Period Europlace Completed 2014 1
In this Section:
