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 18 27 64
Bank-Intermediated Arbitrage 0 0 0 21 0 5 9 60
Bank-Intermediated Arbitrage 0 0 0 6 2 5 9 33
Bank-intermediated arbitrage 0 0 0 40 0 8 13 115
Breaking Down TRACE Volumes Further 0 0 0 4 0 5 5 25
Breaking Down TRACE Volumes Further 0 0 0 8 0 5 7 25
COVID Response: The Municipal Liquidity Facility 0 0 0 3 1 8 9 20
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 3 5 10 32
Changes in the Returns to Market Making 0 0 0 17 1 6 7 45
Corporate Bond Market Distress 0 0 2 22 2 13 26 93
Corporate Bond Market Distress 0 0 0 7 1 7 13 21
Credit Market Choice 0 0 0 1 4 5 7 23
Credit Market Choice 0 0 0 0 0 3 5 23
Credit Risk and Interdealer Networks 0 0 0 75 1 8 10 119
Credit market choice 0 0 0 4 2 6 9 64
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 1 7 11 69
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 1 7 8 49
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 4 18 21 43
Dealer balance sheets and bond liquidity provision 0 0 1 56 5 11 14 138
Dealer capacity and US Treasury market functionality 0 0 0 5 0 14 23 39
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 3 11 11 39
Did liquidity providers become liquidity seekers? 0 0 0 20 0 9 12 92
End‑of‑Month Activity Across the Treasury Market 0 1 3 3 3 6 8 8
End‑of‑Month Liquidity in the Treasury Market 0 0 0 6 1 6 8 16
Flighty liquidity 0 3 11 43 3 14 36 204
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 1 2 4 57
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 0 7 8 47
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 3 5 62
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 1 1 1 6 2 9 11 37
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 0 4 6 60
Is There a Future for Credit Default Swap Futures? 0 0 0 6 1 2 7 51
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 1 5 6 36
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 2 12 16 34
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 0 7 9 42
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 2 11 13 28
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 1 99 0 11 15 208
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 1 10 16 16
Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers 0 0 1 23 0 21 25 72
Market Liquidity after the Financial Crisis 0 0 0 50 3 11 14 110
Market Liquidity after the Financial Crisis 1 1 1 17 1 6 11 42
Market liquidity after the financial crisis 1 1 3 164 3 13 30 312
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 3 12 18 98
Non-Standard Errors 0 0 0 27 0 6 20 163
Non-Standard Errors 0 0 2 44 4 18 38 470
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard errors 0 0 1 12 2 11 28 71
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 2 7 11 66
The 2022 Spike in Corporate Security Settlement Fails 0 0 1 13 5 22 32 53
The Effects of Entering and Exiting a Credit Default Swap Index 0 0 0 13 1 6 9 65
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 0 7 9 64
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 2 2 1 5 17 17
The Impact of the Corporate Credit Facilities 0 0 0 15 1 5 7 62
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 1 8 9 54
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 1 6 8 40
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 0 1 8 1 9 15 39
The Primary and Secondary Market Corporate Credit Facilities 0 1 4 31 1 7 15 122
Treasury Market When-Issued Trading Activity 0 2 13 116 10 31 142 641
Unlocking the Treasury Market through TRACE 0 0 0 18 2 3 6 64
Unlocking the Treasury Market through TRACE 0 0 0 8 1 4 9 45
What Is Corporate Bond Market Distress? 0 0 0 14 0 2 6 39
What’s New with Corporate Leverage? 1 1 2 18 1 7 9 25
What’s in A(AA) Credit Rating? 0 0 1 61 1 8 11 101
Total Working Papers 4 12 64 1,409 95 538 958 5,011
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 0 60 5 12 30 290
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 3 12 21 73
Liquidity regulations, bank lending and fire-sale risk 0 0 3 8 0 8 21 46
Market Liquidity After the Financial Crisis 0 1 2 14 4 8 13 98
Nonstandard Errors 0 1 11 42 6 16 61 167
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 0 10 15 52
The Municipal Liquidity Facility 0 0 0 1 6 10 12 29
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 2 9 10 23
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 0 0 33 5 10 11 84
Total Journal Articles 0 2 17 186 31 95 194 862

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Statistics updated 2026-03-04