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 1 1 8 0 1 26 68
Bank-Intermediated Arbitrage 0 0 0 21 1 1 9 63
Bank-Intermediated Arbitrage 0 0 0 6 2 5 17 43
Bank-intermediated arbitrage 0 0 0 40 0 2 19 123
Breaking Down TRACE Volumes Further 0 0 0 8 0 0 10 28
Breaking Down TRACE Volumes Further 0 0 0 4 0 0 8 28
COVID Response: The Municipal Liquidity Facility 0 0 0 3 0 1 10 22
COVID Response: The Primary and Secondary Corporate Credit Facilities 0 0 0 10 1 1 17 41
Changes in the Returns to Market Making 0 0 0 17 0 0 9 48
Corporate Bond Market Distress 0 0 0 22 2 2 31 104
Corporate Bond Market Distress 0 0 0 7 3 4 23 33
Credit Market Choice 0 0 0 1 2 15 30 47
Credit Market Choice 0 0 0 0 0 1 7 25
Credit Risk and Interdealer Networks 0 0 0 75 0 1 12 122
Credit market choice 0 0 0 4 1 1 15 70
Dealer Balance Sheets and Bond Liquidity Provision 0 0 0 6 1 1 10 71
Dealer Balance Sheets and Corporate Bond Liquidity Provision 0 0 1 23 0 0 11 52
Dealer Capacity and U.S. Treasury Market Functionality 0 0 0 17 3 12 56 80
Dealer balance sheets and bond liquidity provision 0 0 1 56 1 1 25 149
Dealer capacity and US Treasury market functionality 1 1 1 6 4 9 45 67
Did Banks Subject to LCR Reduce Liquidity Creation? 0 0 0 12 1 1 18 46
Did liquidity providers become liquidity seekers? 0 0 0 20 1 4 21 102
End‑of‑Month Activity Across the Treasury Market 0 1 4 4 70 71 82 82
End‑of‑Month Liquidity in the Treasury Market 0 0 1 7 0 1 11 19
Flighty liquidity 1 2 12 47 1 4 38 218
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 0 12 65
Have Dealers' Strategies in the GCF Repo® Market Changed? 0 0 0 12 0 0 13 52
How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? 0 0 0 44 0 0 6 63
How Is the Corporate Bond Market Functioning as Interest Rates Increase? 0 0 1 6 1 1 14 40
How Is the Corporate Bond Market Responding to Financial Market Volatility? 0 0 1 22 1 2 9 63
Is There a Future for Credit Default Swap Futures? 0 0 0 6 0 1 10 54
It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 10 0 0 8 39
It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities 0 0 0 4 0 1 17 38
It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities 0 0 0 6 1 3 15 48
Liquidity Effects of Post-Crisis Regulatory Reform 0 0 0 3 1 1 17 32
Liquidity Fades as Treasuries Age 1 2 2 2 2 10 10 10
Liquidity Regulations, Bank Lending, and Fire-Sale Risk 0 0 0 99 1 3 20 215
Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market 0 0 5 5 4 9 28 28
Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers 0 0 0 23 1 4 33 82
Market Liquidity after the Financial Crisis 0 0 1 17 0 0 9 43
Market Liquidity after the Financial Crisis 0 0 0 50 0 1 19 116
Market liquidity after the financial crisis 0 0 2 164 3 3 29 320
Measuring the Forest through the Trees: The Corporate Bond Market Distress Index 0 0 0 13 0 1 21 107
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-Standard Errors 1 1 1 45 1 4 41 485
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard errors 1 1 2 13 2 5 32 84
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 0 1 15 71
Stripping STRIPs Trading Activity 0 0 0 0 0 0 0 0
The 2022 Spike in Corporate Security Settlement Fails 0 0 1 13 0 0 34 55
The Effects of Entering and Exiting a Credit Default Swap Index 0 0 1 14 0 0 12 69
The Evolving Market for U.S. Sovereign Credit Risk 0 0 0 30 0 1 9 66
The Fed’s Treasury Purchase Prices During the Pandemic 0 0 1 2 0 0 10 18
The Impact of the Corporate Credit Facilities 0 0 0 15 0 0 9 65
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 12 2 3 12 45
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 21 3 3 15 60
The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 2 2 2 10 3 4 20 47
The Primary and Secondary Market Corporate Credit Facilities 1 3 4 34 2 5 22 134
Treasury Market When-Issued Trading Activity 1 2 7 119 9 28 129 723
Unlocking the Treasury Market through TRACE 0 0 0 8 0 1 13 52
Unlocking the Treasury Market through TRACE 0 0 0 18 0 0 10 70
What Is Corporate Bond Market Distress? 0 0 0 14 0 1 10 46
What’s New with Corporate Leverage? 0 0 2 18 1 2 12 28
What’s in A(AA) Credit Rating? 0 0 0 61 1 2 17 108
Total Working Papers 10 17 56 1,432 136 248 1,321 5,613
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 4 11 40 304
It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities 0 1 1 19 2 3 23 77
Liquidity regulations, bank lending and fire-sale risk 0 1 1 9 1 5 33 64
Market Liquidity After the Financial Crisis 0 0 2 14 0 0 14 100
Nonstandard Errors 0 2 8 46 6 15 57 191
The Long and Short of It: The Post-Crisis Corporate CDS Market 0 0 0 10 1 1 15 54
The Municipal Liquidity Facility 0 0 0 1 1 1 14 32
The Primary and Secondary Corporate Credit Facilities 0 0 1 1 0 2 17 30
Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds 0 1 1 34 0 1 18 91
Total Journal Articles 0 5 14 194 15 39 231 943

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Statistics updated 2026-09-10