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 7 20 26 63
Bank-Intermediated Arbitrage 0 0 0 6 2 4 7 31
Bank-Intermediated Arbitrage 0 0 0 21 3 6 9 60
Bank-intermediated arbitrage 0 0 0 40 8 9 13 115
Breaking Down TRACE Volumes Further 0 0 0 4 3 5 5 25
Breaking Down TRACE Volumes Further 0 0 0 8 2 6 7 25
COVID Response: The Municipal Liquidity Facility 0 0 0 3 6 7 8 19
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 1 10 1 3 8 29
Changes in the Returns to Market Making 0 0 1 17 5 5 7 44
Corporate Bond Market Distress 0 0 2 22 9 14 24 91
Corporate Bond Market Distress 0 0 0 7 5 9 12 20
Credit Market Choice 0 0 0 1 1 1 3 19
Credit Market Choice 0 0 0 0 2 5 5 23
Credit Risk and Interdealer Networks 0 0 0 75 4 8 9 118
Credit market choice 0 0 0 4 4 5 7 62
Dealer Balance Sheets and Bond Liquidity Provision 0 0 1 6 5 7 11 68
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 4 6 7 48
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 7 14 18 39
Dealer balance sheets and bond liquidity provision 0 0 1 56 5 6 11 133
Dealer capacity and US Treasury market functionality 0 0 0 5 5 15 24 39
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 3 8 8 36
Did liquidity providers become liquidity seekers? 0 0 0 20 6 10 12 92
End‑of‑Month Activity Across the Treasury Market 0 2 3 3 1 3 5 5
End‑of‑Month Liquidity in the Treasury Market 0 0 0 6 2 7 9 15
Flighty liquidity 2 6 12 43 5 15 37 201
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 1 1 4 56
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 6 8 8 47
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 3 4 5 62
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 0 5 4 8 10 35
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 0 21 4 6 7 60
Is There a Future for Credit Default Swap Futures? 0 0 0 6 1 6 8 50
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 3 4 5 35
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 7 11 14 32
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 5 9 9 42
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 4 10 11 26
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 1 99 9 12 15 208
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 5 5 5 6 15 15 15
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 12 23 26 72
Market Liquidity after the Financial Crisis 0 0 0 50 7 10 11 107
Market Liquidity after the Financial Crisis 0 0 0 16 5 6 11 41
Market liquidity after the financial crisis 0 0 2 163 8 14 27 309
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 1 13 7 9 17 95
Non-Standard Errors 0 0 2 44 8 20 40 466
Non-Standard Errors 0 0 0 27 2 8 24 163
Nonstandard Errors 0 1 2 4 5 11 24 38
Nonstandard errors 0 0 1 12 6 12 30 69
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 3 7 9 64
The 2022 Spike in Corporate Security Settlement Fails 0 0 1 13 15 18 30 48
The Effects of Entering and Exiting a Credit Default Swap Index 0 0 0 13 3 6 8 64
The Evolving Market for U.S. Sovereign Credit Risk 0 0 1 30 3 7 9 64
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 2 2 3 5 16 16
The Impact of the Corporate Credit Facilities 0 0 0 15 4 4 7 61
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 3 6 9 39
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 5 8 8 53
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 0 0 1 8 6 10 14 38
The Primary and Secondary Market Corporate Credit Facilities 0 1 4 31 2 6 14 121
Treasury Market When-Issued Trading Activity 0 3 15 116 12 23 158 631
Unlocking the Treasury Market through TRACE 0 0 0 8 1 5 8 44
Unlocking the Treasury Market through TRACE 0 0 0 18 0 2 4 62
What Is Corporate Bond Market Distress? 0 0 0 14 0 3 7 39
What’s New with Corporate Leverage? 0 1 1 17 6 7 8 24
What’s in A(AA) Credit Rating? 0 0 1 61 3 9 10 100
Total Working Papers 2 19 65 1,405 287 531 932 4,916
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 2 60 3 17 30 285
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 0 0 18 6 12 19 70
Liquidity regulations, bank lending and fire-sale risk 0 0 3 8 8 11 24 46
Market Liquidity After the Financial Crisis 1 1 2 14 4 6 11 94
Nonstandard Errors 0 1 13 42 5 13 63 161
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 1 10 6 12 16 52
The Municipal Liquidity Facility 0 0 0 1 2 5 7 23
The Primary and Secondary Corporate Credit Facilities 0 0 0 0 3 7 9 21
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 0 0 33 1 6 6 79
Total Journal Articles 1 2 21 186 38 89 185 831

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Statistics updated 2026-02-12