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 3 4 6 42
Bank-Intermediated Arbitrage 0 0 1 6 0 1 4 26
Bank-Intermediated Arbitrage 0 0 0 21 0 0 3 51
Bank-intermediated arbitrage 0 0 0 40 1 1 7 104
Breaking Down TRACE Volumes Further 0 0 0 4 0 0 1 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 1 1 12
COVID Response: The Primary and Secondary Corporate Credit Facilities 1 1 1 10 1 1 3 23
Changes in the Returns to Market Making 0 0 3 17 1 1 5 39
Corporate Bond Market Distress 0 0 7 7 0 0 9 9
Corporate Bond Market Distress 1 1 3 21 2 4 11 72
Credit Market Choice 0 0 0 0 0 0 2 18
Credit Market Choice 0 0 0 1 0 1 1 17
Credit Risk and Interdealer Networks 0 0 0 75 0 1 3 110
Credit market choice 0 0 0 4 0 0 1 55
Dealer Balance Sheets and Bond Liquidity Provision 1 1 2 6 1 1 7 60
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 0 0 7 24
Dealer balance sheets and bond liquidity provision 0 0 0 55 0 0 4 124
Dealer capacity and US Treasury market functionality 0 0 0 5 1 3 11 19
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 1 12 0 0 1 28
Did liquidity providers become liquidity seekers? 0 0 0 20 0 1 1 81
End‑of‑Month Liquidity in the Treasury Market 0 0 6 6 0 0 8 8
Flighty liquidity 0 1 5 35 1 5 23 177
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 0 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 0 44 0 0 0 57
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 0 0 4 26
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 0 1 54
Is There a Future for Credit Default Swap Futures? 0 0 0 6 0 0 3 44
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 1 1 31
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 1 1 1 19
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 1 1 99 0 2 5 195
Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers 0 1 3 23 0 2 4 49
Market Liquidity after the Financial Crisis 0 0 0 16 0 1 3 33
Market Liquidity after the Financial Crisis 0 0 0 50 0 0 3 97
Market liquidity after the financial crisis 0 1 2 162 0 8 12 290
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 1 1 13 0 4 14 85
Non-Standard Errors 0 0 1 27 1 6 29 151
Non-Standard Errors 0 0 3 44 0 2 37 440
Nonstandard Errors 0 1 3 3 0 1 20 20
Nonstandard errors 0 0 5 11 4 7 33 51
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 1 2 20 0 1 3 56
The 2022 Spike in Corporate Security Settlement Fails 0 0 4 12 0 0 8 21
The Effects of Entering and Exiting a Credit Default Swap Index 0 0 0 13 1 1 2 57
The Evolving Market for U.S. Sovereign Credit Risk 1 1 3 30 1 1 6 56
The Fed’s Treasury Purchase Prices During the Pandemic 1 1 1 1 6 6 6 6
The Impact of the Corporate Credit Facilities 0 0 1 15 0 0 4 56
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 0 0 1 45
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 0 1 4 33
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 1 1 1 8 1 2 7 27
The Primary and Secondary Market Corporate Credit Facilities 0 2 3 30 0 2 5 112
Treasury Market When-Issued Trading Activity 1 4 29 111 13 45 246 580
Unlocking the Treasury Market through TRACE 0 0 0 8 2 3 4 39
Unlocking the Treasury Market through TRACE 0 0 0 18 1 2 2 60
What Is Corporate Bond Market Distress? 0 0 0 14 1 2 3 35
What’s New with Corporate Leverage? 0 0 1 16 0 0 2 16
What’s in A(AA) Credit Rating? 0 1 1 61 0 1 1 91
Total Working Papers 7 20 99 1,374 43 127 603 4,250
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 0 7 60 2 3 20 263
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 1 18 0 0 6 54
Liquidity regulations, bank lending and fire-sale risk 0 2 3 7 1 3 16 29
Market Liquidity After the Financial Crisis 0 0 2 12 0 1 7 86
Nonstandard Errors 0 2 26 38 5 14 102 132
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 0 1 3 39
The Municipal Liquidity Facility 0 0 0 1 1 1 6 18
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 0 0 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 0 4 40 179 9 23 164 707

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Statistics updated 2025-08-05