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 0 3 6 42
Bank-Intermediated Arbitrage 0 0 0 21 0 3 6 54
Bank-Intermediated Arbitrage 0 0 0 6 0 0 3 26
Bank-intermediated arbitrage 0 0 0 40 1 2 6 105
Breaking Down TRACE Volumes Further 0 0 0 8 1 1 1 19
Breaking Down TRACE Volumes Further 0 0 0 4 0 0 1 20
COVID Response: The Municipal Liquidity Facility 0 0 0 3 0 0 1 12
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 1 1 10 0 2 3 24
Changes in the Returns to Market Making 0 0 2 17 0 1 4 39
Corporate Bond Market Distress 0 2 3 22 0 3 10 73
Corporate Bond Market Distress 0 0 7 7 1 2 11 11
Credit Market Choice 0 0 0 1 1 1 2 18
Credit Market Choice 0 0 0 0 0 0 1 18
Credit Risk and Interdealer Networks 0 0 0 75 0 0 3 110
Credit market choice 0 0 0 4 0 0 1 55
Dealer Balance Sheets and Bond Liquidity Provision 0 1 1 6 0 2 6 61
Dealer Balance Sheets and Corporate Bond Liquidity Provision 1 1 2 23 1 1 3 42
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 0 0 7 24
Dealer balance sheets and bond liquidity provision 1 1 1 56 2 2 5 126
Dealer capacity and US Treasury market functionality 0 0 0 5 1 5 13 23
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 0 0 0 28
Did liquidity providers become liquidity seekers? 0 0 0 20 0 0 1 81
End‑of‑Month Liquidity in the Treasury Market 0 0 6 6 0 0 7 8
Flighty liquidity 0 0 4 35 0 4 22 180
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 1 1 4 54
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 1 12 0 0 2 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 2 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 2 44
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 0 1 31
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 3 3 21
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 0 0 0 33
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 1 3 1 1 2 16
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 1 99 0 0 4 195
Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers 0 0 2 23 0 0 3 49
Market Liquidity after the Financial Crisis 0 0 0 50 0 0 2 97
Market Liquidity after the Financial Crisis 0 0 0 16 0 1 4 34
Market liquidity after the financial crisis 1 1 3 163 2 3 14 293
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 0 1 13 86
Non-Standard Errors 0 0 2 44 2 6 34 446
Non-Standard Errors 0 0 1 27 2 4 30 154
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard errors 1 1 2 12 4 9 28 56
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 0 0 1 56
The 2022 Spike in Corporate Security Settlement Fails 0 0 2 12 0 0 6 21
The Effects of Entering and Exiting a Credit Default Swap Index 0 0 0 13 0 1 2 57
The Evolving Market for U.S. Sovereign Credit Risk 0 1 3 30 0 2 6 57
The Fed’s Treasury Purchase Prices During the Pandemic 0 1 1 1 1 9 9 9
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 0 4 33
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 1 1 8 0 1 6 27
The Primary and Secondary Market Corporate Credit Facilities 0 0 3 30 3 3 8 115
Treasury Market When-Issued Trading Activity 1 3 26 113 8 35 221 602
Unlocking the Treasury Market through TRACE 0 0 0 8 0 2 4 39
Unlocking the Treasury Market through TRACE 0 0 0 18 0 1 2 60
What Is Corporate Bond Market Distress? 0 0 0 14 0 2 4 36
What’s New with Corporate Leverage? 0 0 0 16 0 0 0 16
What’s in A(AA) Credit Rating? 0 0 1 61 0 0 1 91
Total Working Papers 5 14 84 1,381 35 120 574 4,327
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 6 60 1 4 20 265
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 1 1 5 55
Liquidity regulations, bank lending and fire-sale risk 0 1 3 8 1 4 16 32
Market Liquidity After the Financial Crisis 0 0 0 12 0 0 4 86
Nonstandard Errors 1 1 23 39 4 11 88 138
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 1 1 4 40
The Municipal Liquidity Facility 0 0 0 1 0 1 5 18
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 1 1 4 14
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 1 2 33 181 9 23 147 721

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Statistics updated 2025-10-06