Access Statistics for Or Shachar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Trading Systems in the Corporate Bond Market 0 0 0 7 1 1 5 38
Bank-Intermediated Arbitrage 0 0 0 21 0 0 5 51
Bank-Intermediated Arbitrage 0 0 1 6 0 1 4 25
Bank-intermediated arbitrage 0 0 1 40 1 1 7 103
Breaking Down TRACE Volumes Further 0 0 1 4 0 0 2 20
Breaking Down TRACE Volumes Further 0 0 0 8 0 0 0 18
COVID Response: The Municipal Liquidity Facility 0 0 0 3 0 0 0 11
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 0 9 0 1 3 22
Changes in the Returns to Market Making 0 1 3 17 0 1 4 38
Corporate Bond Market Distress 0 0 2 20 1 1 10 68
Corporate Bond Market Distress 0 0 7 7 1 1 9 9
Credit Market Choice 0 0 0 0 0 0 2 18
Credit Market Choice 0 0 0 1 0 0 0 16
Credit Risk and Interdealer Networks 0 0 1 75 0 0 4 109
Credit market choice 0 0 0 4 0 0 1 55
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 5 1 2 8 59
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 22 0 0 2 41
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 1 3 8 24
Dealer balance sheets and bond liquidity provision 0 0 0 55 0 2 5 124
Dealer capacity and US Treasury market functionality 0 0 0 5 0 1 9 16
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 2 12 0 0 2 28
Did liquidity providers become liquidity seekers? 0 0 0 20 0 0 0 80
End‑of‑Month Liquidity in the Treasury Market 0 0 6 6 0 2 8 8
Flighty liquidity 2 3 6 34 3 8 24 172
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 1 3 53
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 1 12 0 0 3 39
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 2 44 0 0 2 57
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 1 4 26
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 1 1 54
Is There a Future for Credit Default Swap Futures? 0 0 1 6 0 2 6 44
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 0 0 30
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 0 2 18
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 1 6 0 0 1 33
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 1 3 0 0 1 15
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 0 98 0 0 4 193
Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers 0 1 2 22 0 1 3 47
Market Liquidity after the Financial Crisis 0 0 0 50 0 1 4 97
Market Liquidity after the Financial Crisis 0 0 0 16 1 2 2 32
Market liquidity after the financial crisis 0 0 1 161 0 0 4 282
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 12 1 3 10 81
Non-Standard Errors 2 2 3 44 5 12 52 438
Non-Standard Errors 0 0 4 27 0 6 76 145
Nonstandard Errors 0 0 2 2 5 5 19 19
Nonstandard errors 0 0 11 11 0 5 44 44
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 2 19 0 0 3 55
The 2022 Spike in Corporate Security Settlement Fails 0 0 5 12 0 3 11 21
The Effects of Entering and Exiting a Credit Default Swap Index 0 0 0 13 0 0 2 56
The Evolving Market for U.S. Sovereign Credit Risk 0 0 2 29 0 0 5 55
The Impact of the Corporate Credit Facilities 0 0 1 15 0 2 4 56
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 0 2 3 32
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 0 1 45
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 0 0 7 0 1 6 25
The Primary and Secondary Market Corporate Credit Facilities 1 1 1 28 2 3 5 110
Treasury Market When-Issued Trading Activity 1 6 38 107 17 62 268 535
Unlocking the Treasury Market through TRACE 0 0 0 18 0 0 0 58
Unlocking the Treasury Market through TRACE 0 0 0 8 0 0 1 36
What Is Corporate Bond Market Distress? 0 0 0 14 0 1 1 33
What’s New with Corporate Leverage? 0 0 1 16 0 0 2 16
What’s in A(AA) Credit Rating? 0 0 0 60 0 0 0 90
Total Working Papers 6 14 112 1,354 40 139 675 4,123
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealer balance sheets and bond liquidity provision 0 2 8 60 0 5 27 260
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 1 18 0 3 9 54
Liquidity regulations, bank lending and fire-sale risk 0 0 1 5 0 4 14 26
Market Liquidity After the Financial Crisis 0 0 2 12 0 2 6 85
Nonstandard Errors 5 7 36 36 8 20 118 118
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 1 1 10 0 2 5 38
The Municipal Liquidity Facility 0 0 0 1 0 1 7 17
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 1 3 13
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 0 0 33 0 0 1 73
Total Journal Articles 5 10 49 175 8 38 190 684

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Statistics updated 2025-05-12