Details about Or Shachar
Access statistics for papers by Or Shachar.
Last updated 2025-02-07. Update your information in the RePEc Author Service.
Short-id: psh726
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Working Papers
2024
- Corporate Bond Market Distress
Working Paper, Federal Reserve Bank of Richmond 
Also in Staff Reports, Federal Reserve Bank of New York (2021) View citations (2)
- End‑of‑Month Liquidity in the Treasury Market
Liberty Street Economics, Federal Reserve Bank of New York
- Nonstandard Errors
Post-Print, HAL 
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)  Working Papers, Lund University, Department of Economics (2021)  Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)
2023
- Dealer Capacity and U.S. Treasury Market Functionality
Staff Reports, Federal Reserve Bank of New York View citations (3)
Also in BIS Working Papers, Bank for International Settlements (2023) View citations (4)
- The 2022 Spike in Corporate Security Settlement Fails
Liberty Street Economics, Federal Reserve Bank of New York
- What’s New with Corporate Leverage?
Liberty Street Economics, Federal Reserve Bank of New York
2022
- How Is the Corporate Bond Market Functioning as Interest Rates Increase?
Liberty Street Economics, Federal Reserve Bank of New York
- How Is the Corporate Bond Market Responding to Financial Market Volatility?
Liberty Street Economics, Federal Reserve Bank of New York
- What Is Corporate Bond Market Distress?
Liberty Street Economics, Federal Reserve Bank of New York
2021
- COVID Response: The Municipal Liquidity Facility
Staff Reports, Federal Reserve Bank of New York
- COVID Response: The Primary and Secondary Corporate Credit Facilities
Staff Reports, Federal Reserve Bank of New York View citations (1)
- Measuring the Forest through the Trees: The Corporate Bond Market Distress Index
Liberty Street Economics, Federal Reserve Bank of New York
- The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19
Staff Reports, Federal Reserve Bank of New York View citations (13)
2020
- Alternative Trading Systems in the Corporate Bond Market
Staff Reports, Federal Reserve Bank of New York
- Bank-Intermediated Arbitrage
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (11) Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (12)
- How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?
Liberty Street Economics, Federal Reserve Bank of New York
- It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities
CESifo Working Paper Series, CESifo View citations (27)
Also in Staff Reports, Federal Reserve Bank of New York (2020) View citations (23)
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) View citations (18) (2022)
- 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 View citations (27)
- The Evolving Market for U.S. Sovereign Credit Risk
Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
- The Impact of the Corporate Credit Facilities
Liberty Street Economics, Federal Reserve Bank of New York
- The Primary and Secondary Market Corporate Credit Facilities
Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
- Treasury Market When-Issued Trading Activity
Liberty Street Economics, Federal Reserve Bank of New York
- What’s in A(AA) Credit Rating?
Liberty Street Economics, Federal Reserve Bank of New York
2019
- Credit Market Choice
2019 Meeting Papers, Society for Economic Dynamics
Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (5) Staff Reports, Federal Reserve Bank of New York (2018) View citations (4)
- The Long and Short of It: The Post-Crisis Corporate CDS Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
Also in Staff Reports, Federal Reserve Bank of New York (2019) View citations (4)
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) View citations (5) (2020)
2018
- Breaking Down TRACE Volumes Further
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
Also in Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (6)
- Did Banks Subject to LCR Reduce Liquidity Creation?
Liberty Street Economics, Federal Reserve Bank of New York
- Flighty liquidity
Staff Reports, Federal Reserve Bank of New York
- Liquidity Effects of Post-Crisis Regulatory Reform
Liberty Street Economics, Federal Reserve Bank of New York
- Liquidity Regulations, Bank Lending, and Fire-Sale Risk
Staff Reports, Federal Reserve Bank of New York View citations (6)
See also Journal Article Liquidity regulations, bank lending and fire-sale risk, Journal of Banking & Finance, Elsevier (2023) View citations (3) (2023)
- 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
- Dealer Balance Sheets and Bond Liquidity Provision
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (66)
Also in Staff Reports, Federal Reserve Bank of New York (2016) View citations (39)
See also Journal Article Dealer balance sheets and bond liquidity provision, Journal of Monetary Economics, Elsevier (2017) View citations (61) (2017)
- Dealer Balance Sheets and Corporate Bond Liquidity Provision
Liberty Street Economics, Federal Reserve Bank of New York View citations (28)
- Market Liquidity after the Financial Crisis
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 (40) Liberty Street Economics, Federal Reserve Bank of New York (2017) View citations (26)
See also Journal Article Market Liquidity After the Financial Crisis, Annual Review of Financial Economics, Annual Reviews (2017) (2017)
2015
- Changes in the Returns to Market Making
Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
- Credit Risk and Interdealer Networks
2015 Meeting Papers, Society for Economic Dynamics View citations (2)
- Has Liquidity Risk in the Corporate Bond Market Increased?
Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
- Have Dealers' Strategies in the GCF Repo® Market Changed?
Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
- Redemption Risk of Bond Mutual Funds and Dealer Positioning
Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
- The Effects of Entering and Exiting a Credit Default Swap Index
Liberty Street Economics, Federal Reserve Bank of New York View citations (3)
2014
- Is There a Future for Credit Default Swap Futures?
Liberty Street Economics, Federal Reserve Bank of New York
- 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
- Did liquidity providers become liquidity seekers?
Staff Reports, Federal Reserve Bank of New York View citations (15)
Journal Articles
2024
- Nonstandard Errors
Journal of Finance, 2024, 79, (3), 2339-2390 
See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)
2023
- Liquidity regulations, bank lending and fire-sale risk
Journal of Banking & Finance, 2023, 156, (C) View citations (3)
See also Working Paper Liquidity Regulations, Bank Lending, and Fire-Sale Risk, Staff Reports (2018) View citations (6) (2018)
2022
- 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 View citations (18)
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) View citations (27) (2020)
- The Municipal Liquidity Facility
Economic Policy Review, 2022, 28, (1)
- The Primary and Secondary Corporate Credit Facilities
Economic Policy Review, 2022, 28, (1)
2020
- The Long and Short of It: The Post-Crisis Corporate CDS Market
Economic Policy Review, 2020, 26, (3), 49 View citations (5)
See also Working Paper The Long and Short of It: The Post-Crisis Corporate CDS Market, CEPR Discussion Papers (2019) View citations (4) (2019)
2017
- Dealer balance sheets and bond liquidity provision
Journal of Monetary Economics, 2017, 89, (C), 92-109 View citations (61)
See also Working Paper Dealer Balance Sheets and Bond Liquidity Provision, CEPR Discussion Papers (2017) View citations (66) (2017)
- Market Liquidity After the Financial Crisis
Annual Review of Financial Economics, 2017, 9, (1), 43-83 
See also Working Paper Market Liquidity after the Financial Crisis, CEPR Discussion Papers (2017) View citations (50) (2017)
2013
- 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 (11)
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