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 4 6 42
Bank-Intermediated Arbitrage 0 0 0 21 3 3 6 54
Bank-Intermediated Arbitrage 0 0 0 6 0 1 3 26
Bank-intermediated arbitrage 0 0 0 40 0 1 7 104
Breaking Down TRACE Volumes Further 0 0 0 8 0 0 0 18
Breaking Down TRACE Volumes Further 0 0 0 4 0 0 1 20
COVID Response: The Municipal Liquidity Facility 0 0 0 3 0 1 1 12
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 1 1 10 1 2 4 24
Changes in the Returns to Market Making 0 0 2 17 0 1 4 39
Corporate Bond Market Distress 1 2 3 22 1 3 10 73
Corporate Bond Market Distress 0 0 7 7 1 1 10 10
Credit Market Choice 0 0 0 1 0 0 1 17
Credit Market Choice 0 0 0 0 0 0 2 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 1 2 7 61
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 3 6 14 22
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 0 1 81
End‑of‑Month Liquidity in the Treasury Market 0 0 6 6 0 0 8 8
Flighty liquidity 0 1 5 35 3 7 24 180
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 3 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 2 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 0 0 1 15
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 1 99 0 1 5 195
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 1 3 49
Market Liquidity after the Financial Crisis 0 0 0 50 0 0 3 97
Market Liquidity after the Financial Crisis 0 0 0 16 1 1 4 34
Market liquidity after the financial crisis 0 1 2 162 1 6 13 291
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 1 2 15 86
Non-Standard Errors 0 0 1 27 1 5 29 152
Non-Standard Errors 0 0 3 44 4 6 36 444
Nonstandard Errors 0 0 3 3 0 0 20 20
Nonstandard errors 0 0 3 11 1 7 31 52
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 0 0 2 56
The 2022 Spike in Corporate Security Settlement Fails 0 0 3 12 0 0 7 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 1 2 7 57
The Fed’s Treasury Purchase Prices During the Pandemic 0 1 1 1 2 8 8 8
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 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 3 26 112 14 40 240 594
Unlocking the Treasury Market through TRACE 0 0 0 8 0 3 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 1 2 4 36
What’s New with Corporate Leverage? 0 0 1 16 0 0 1 16
What’s in A(AA) Credit Rating? 0 1 1 61 0 1 1 91
Total Working Papers 2 15 87 1,376 42 126 603 4,292
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 19 264
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 0 0 5 54
Liquidity regulations, bank lending and fire-sale risk 1 2 3 8 2 4 16 31
Market Liquidity After the Financial Crisis 0 0 1 12 0 0 6 86
Nonstandard Errors 0 1 22 38 2 11 94 134
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 0 0 3 39
The Municipal Liquidity Facility 0 0 0 1 0 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 1 3 33 180 5 20 153 712

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Statistics updated 2025-09-05