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Details about Or Shachar

Workplace:Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Or Shachar.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: psh726


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Working Papers

2024

  1. Nonstandard errors
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz (2021) Downloads View citations (1)
    Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) Downloads View citations (6)
    Working Papers, Lund University, Department of Economics (2021) Downloads

    See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) Downloads (2024)

2023

  1. Dealer Capacity and U.S. Treasury Market Functionality
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    Also in BIS Working Papers, Bank for International Settlements (2023) Downloads
  2. The 2022 Spike in Corporate Security Settlement Fails
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. What’s New with Corporate Leverage?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2022

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

2021

  1. COVID Response: The Municipal Liquidity Facility
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. COVID Response: The Primary and Secondary Corporate Credit Facilities
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  3. Measuring Corporate Bond Market Dislocations
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)
  4. Measuring the Forest through the Trees: The Corporate Bond Market Distress Index
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (12)

2020

  1. Alternative Trading Systems in the Corporate Bond Market
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. Bank-Intermediated Arbitrage
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) Downloads View citations (12)
    Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (11)
  3. How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  4. It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities
    CESifo Working Paper Series, CESifo Downloads View citations (27)
    Also in Staff Reports, Federal Reserve Bank of New York (2020) Downloads View citations (22)

    See also Journal Article It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities, Journal of Financial Economics, Elsevier (2022) Downloads View citations (10) (2022)
  5. It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
  6. The Evolving Market for U.S. Sovereign Credit Risk
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)
  7. The Impact of the Corporate Credit Facilities
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  8. The Primary and Secondary Market Corporate Credit Facilities
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (5)
  9. Treasury Market When-Issued Trading Activity
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  10. What’s in A(AA) Credit Rating?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2019

  1. Credit Market Choice
    2019 Meeting Papers, Society for Economic Dynamics
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) Downloads View citations (5)
    Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (4)
  2. The Long and Short of It: The Post-Crisis Corporate CDS Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads View citations (2)

    See also Journal Article The Long and Short of It: The Post-Crisis Corporate CDS Market, Economic Policy Review, Federal Reserve Bank of New York (2020) Downloads View citations (3) (2020)

2018

  1. Breaking Down TRACE Volumes Further
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (5)
    Also in FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018) Downloads View citations (5)
  2. Did Banks Subject to LCR Reduce Liquidity Creation?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Flighty liquidity
    Staff Reports, Federal Reserve Bank of New York Downloads
  4. Liquidity Effects of Post-Crisis Regulatory Reform
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. Liquidity Regulations, Bank Lending, and Fire-Sale Risk
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
    See also Journal Article Liquidity regulations, bank lending and fire-sale risk, Journal of Banking & Finance, Elsevier (2023) Downloads (2023)
  6. Unlocking the Treasury Market through TRACE
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) Downloads View citations (5)

2017

  1. Dealer Balance Sheets and Bond Liquidity Provision
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (59)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (39)

    See also Journal Article Dealer balance sheets and bond liquidity provision, Journal of Monetary Economics, Elsevier (2017) Downloads View citations (61) (2017)
  2. Dealer Balance Sheets and Corporate Bond Liquidity Provision
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (28)
  3. Market Liquidity after the Financial Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (47)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2017) Downloads View citations (26)
    Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (40)

    See also Journal Article Market Liquidity After the Financial Crisis, Annual Review of Financial Economics, Annual Reviews (2017) Downloads (2017)

2015

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

2014

  1. Is There a Future for Credit Default Swap Futures?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. 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 Downloads View citations (2)

2013

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

Journal Articles

2024

  1. Nonstandard Errors
    Journal of Finance, 2024, 79, (3), 2339-2390 Downloads
    See also Working Paper Nonstandard errors, LSE Research Online Documents on Economics (2024) Downloads (2024)

2023

  1. Liquidity regulations, bank lending and fire-sale risk
    Journal of Banking & Finance, 2023, 156, (C) Downloads
    See also Working Paper Liquidity Regulations, Bank Lending, and Fire-Sale Risk, Staff Reports (2018) Downloads View citations (6) (2018)

2022

  1. It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities
    Journal of Financial Economics, 2022, 144, (3), 695-731 Downloads View citations (10)
    See also Working Paper It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities, CESifo Working Paper Series (2020) Downloads View citations (27) (2020)
  2. The Municipal Liquidity Facility
    Economic Policy Review, 2022, 28, (1) Downloads
  3. The Primary and Secondary Corporate Credit Facilities
    Economic Policy Review, 2022, 28, (1) Downloads

2020

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

2017

  1. Dealer balance sheets and bond liquidity provision
    Journal of Monetary Economics, 2017, 89, (C), 92-109 Downloads View citations (61)
    See also Working Paper Dealer Balance Sheets and Bond Liquidity Provision, CEPR Discussion Papers (2017) Downloads View citations (59) (2017)
  2. Market Liquidity After the Financial Crisis
    Annual Review of Financial Economics, 2017, 9, (1), 43-83 Downloads
    See also Working Paper Market Liquidity after the Financial Crisis, CEPR Discussion Papers (2017) Downloads View citations (47) (2017)

2013

  1. 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 Downloads View citations (10)
 
Page updated 2024-06-16