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

Short-id: psh726


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Working Papers

2021

  1. Measuring Corporate Bond Market Dislocations
    Staff Reports, Federal Reserve Bank of New York Downloads

2020

  1. Alternative Trading Systems in the Corporate Bond Market
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. 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 Downloads View citations (2)
  4. The Evolving Market for U.S. Sovereign Credit Risk
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  5. The Impact of the Corporate Credit Facilities
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. The Primary and Secondary Market Corporate Credit Facilities
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (1)
  7. Treasury Market When-Issued Trading Activity
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  8. What’s in A(AA) Credit Rating?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2019

  1. The Long and Short of It: The Post-Crisis Corporate CDS Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Staff Reports, Federal Reserve Bank of New York (2019) Downloads

    See also Journal Article in Economic Policy Review (2020)

2018

  1. Bank Liquidity Creation, Systemic Risk, and Basel Liquidity Regulations
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (5)
  2. Bank-Intermediated Arbitrage
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (5)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (4)
  3. Breaking Down TRACE Volumes Further
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (3)
    Also in FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018) Downloads View citations (4)
  4. Credit Market Choice
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (2018) Downloads View citations (3)
  5. Did Banks Subject to LCR Reduce Liquidity Creation?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  6. Flighty liquidity
    Staff Reports, Federal Reserve Bank of New York Downloads
  7. Liquidity Effects of Post-Crisis Regulatory Reform
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  8. Unlocking the Treasury Market through TRACE
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) Downloads View citations (2)

2017

  1. Dealer Balance Sheets and Bond Liquidity Provision
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (37)

    See also Journal Article in Journal of Monetary Economics (2017)
  2. Dealer Balance Sheets and Corporate Bond Liquidity Provision
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (7)
  3. Market Liquidity after the Financial Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in Staff Reports, Federal Reserve Bank of New York (2016) Downloads View citations (38)
    Liberty Street Economics, Federal Reserve Bank of New York (2017) Downloads View citations (14)

    See also Journal Article in Annual Review of Financial Economics (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 (1)
  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 (16)

Journal Articles

2020

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

2017

  1. Dealer balance sheets and bond liquidity provision
    Journal of Monetary Economics, 2017, 89, (C), 92-109 Downloads View citations (36)
    See also Working Paper (2017)
  2. Market Liquidity After the Financial Crisis
    Annual Review of Financial Economics, 2017, 9, (1), 43-83 Downloads
    See also Working Paper (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 (8)
 
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