Details about Or Shachar

Access statistics for papers by Or Shachar.

Last updated 2019-06-21. Update your information in the RePEc Author Service.

Short-id: psh726

Working Papers

2022

1. How Is the Corporate Bond Market Functioning as Interest Rates Increase?
   Liberty Street Economics, Federal Reserve Bank of New York
2. How Is the Corporate Bond Market Responding to Financial Market Volatility?
   Liberty Street Economics, Federal Reserve Bank of New York
3. What Is Corporate Bond Market Distress?
   Liberty Street Economics, Federal Reserve Bank of New York

2021

4. COVID Response: The Municipal Liquidity Facility
   Staff Reports, Federal Reserve Bank of New York
5. COVID Response: The Primary and Secondary Corporate Credit Facilities
   Staff Reports, Federal Reserve Bank of New York View citations (1)
6. Measuring Corporate Bond Market Dislocations
   Staff Reports, Federal Reserve Bank of New York View citations (2)
7. Measuring the Forest through the Trees: The Corporate Bond Market Distress Index
   Liberty Street Economics, Federal Reserve Bank of New York
8. The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19
   Staff Reports, Federal Reserve Bank of New York View citations (8)

2020

9. Alternative Trading Systems in the Corporate Bond Market
   Staff Reports, Federal Reserve Bank of New York
10. How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?
    Liberty Street Economics, Federal Reserve Bank of New York
11. It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities
    Staff Reports, Federal Reserve Bank of New York View citations (20)
12. The Evolving Market for U.S. Sovereign Credit Risk
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
13. The Impact of the Corporate Credit Facilities
    Liberty Street Economics, Federal Reserve Bank of New York
14. The Primary and Secondary Market Corporate Credit Facilities
    Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
15. Treasury Market When-Issued Trading Activity
    Liberty Street Economics, Federal Reserve Bank of New York
16. What’s in A(AA) Credit Rating?
    Liberty Street Economics, Federal Reserve Bank of New York

2019

17. The Long and Short of It: The Post-Crisis Corporate CDS Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (2)
    See also Journal Article in Economic Policy Review (2020)

2018

18. Bank-Intermediated Arbitrage
    Liberty Street Economics, Federal Reserve Bank of New York View citations (11)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (10)
19. Breaking Down TRACE Volumes Further
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (4)
20. Credit Market Choice
    Liberty Street Economics, Federal Reserve Bank of New York View citations (5)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (4)
21. Did Banks Subject to LCR Reduce Liquidity Creation?
    Liberty Street Economics, Federal Reserve Bank of New York
22. Flighty liquidity
    Staff Reports, Federal Reserve Bank of New York
23. Liquidity Effects of Post-Crisis Regulatory Reform
    Liberty Street Economics, Federal Reserve Bank of New York
24. Liquidity Regulations, Bank Lending, and Fire-Sale Risk
    Staff Reports, Federal Reserve Bank of New York View citations (6)
25. Unlocking the Treasury Market through TRACE
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (5)

2017

26. Dealer Balance Sheets and Bond Liquidity Provision
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (50)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) View citations (39)
    See also Journal Article in Journal of Monetary Economics (2017)
27. Dealer Balance Sheets and Corporate Bond Liquidity Provision
    Liberty Street Economics, Federal Reserve Bank of New York View citations (23)
28. Market Liquidity after the Financial Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (39)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2017) View citations (22)
    Staff Reports, Federal Reserve Bank of New York (2016) View citations (40)
    See also Journal Article in Annual Review of Financial Economics (2017)

2015

29. Changes in the Returns to Market Making
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
30. Credit Risk and Interdealer Networks
    2015 Meeting Papers, Society for Economic Dynamics View citations (2)
31. Has Liquidity Risk in the Corporate Bond Market Increased?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
32. Have Dealers' Strategies in the GCF Repo® Market Changed?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
33. Redemption Risk of Bond Mutual Funds and Dealer Positioning
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
34. The Effects of Entering and Exiting a Credit Default Swap Index
    Liberty Street Economics, Federal Reserve Bank of New York View citations (3)

2014

35. Is There a Future for Credit Default Swap Futures?
    Liberty Street Economics, Federal Reserve Bank of New York
36. Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)

2013

37. Did liquidity providers become liquidity seekers?
    Staff Reports, Federal Reserve Bank of New York View citations (18)

Journal Articles

2022

1. The Municipal Liquidity Facility
   Economic Policy Review, 2022, 28, (1)
2. The Primary and Secondary Corporate Credit Facilities
   Economic Policy Review, 2022, 28, (1)

2020

3. The Long and Short of It: The Post-Crisis Corporate CDS Market
   Economic Policy Review, 2020, 26, (3), 49 View citations (2)
   See also Working Paper (2019)

2017

4. Dealer balance sheets and bond liquidity provision
   Journal of Monetary Economics, 2017, 89, (C), 92-109 View citations (55)
   See also Working Paper (2017)
5. Market Liquidity After the Financial Crisis
   Annual Review of Financial Economics, 2017, 9, (1), 43-83
   See also Working Paper (2017)

2013

6. Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds
   Journal of Financial and Quantitative Analysis, 2013, 48, (2), 405-425 View citations (9)