Or Shachar : Citation Profile


Are you Or Shachar?

Federal Reserve Bank of New York

6

H index

3

i10 index

163

Citations

RESEARCH PRODUCTION:

3

Articles

39

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 20
   Journals where Or Shachar has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 12 (6.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh726
   Updated: 2021-09-18    RAS profile: 2019-06-21    
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Relations with other researchers


Works with:

Boyarchenko, Nina (21)

Fleming, Michael (8)

Adrian, Tobias (7)

Van Tassel, Peter (5)

Kovner, Anna (5)

Puglia, Michael (4)

Crump, Richard (3)

Eisenbach, Thomas (3)

De Pooter, Michiel (2)

Sarkar, Asani (2)

Rodrigues, Anthony (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Or Shachar.

Is cited by:

Bicu-Lieb, Andreea (7)

Elliott, David (7)

Broto, Carmen (5)

Crump, Richard (5)

santos, joao (5)

Fleming, Michael (4)

Boyarchenko, Nina (4)

Foley-Fisher, Nathan (4)

Del Negro, Marco (4)

Tarashev, Nikola (4)

Verani, Stephane (4)

Cites to:

Adrian, Tobias (15)

Boyarchenko, Nina (8)

Fleming, Michael (7)

Vogt, Erik (6)

Perotti, Enrico (4)

Suarez, Javier (4)

Bessembinder, Hendrik (4)

Lando, David (4)

SONG, ZHAOGANG (3)

thesmar, david (3)

Sraer, David (3)

Main data


Where Or Shachar has published?


Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York22
Staff Reports / Federal Reserve Bank of New York11
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Or Shachar (2021 and 2020)


YearTitle of citing document
2020Banking sector and bank liquidity – key actors within financial crises?. (2020). Ciurel, Adriana Daniela ; DUN, Florin Alexandru ; Niescu, Dan Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:147-168.

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2021High-yield bond markets during the COVID-19 crisis: the role of monetary policy. (2021). Khametshin, Dmitry. In: Occasional Papers. RePEc:bde:opaper:2110.

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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2020Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763.

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2020WHAT HAPPENED TO THE WILLINGNESS OF COMPANIES TO INVEST AFTER THE FINANCIAL CRISIS? EVIDENCE FROM LATIN AMERICAN COUNTRIES. (2020). del Rocio, Maria ; Yildiz, Yilmaz ; YilmazYildiz, ; Santillansalgado, Roberto J ; Ozkan, Aydin. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:231-262.

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2020Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Kovner, Anna ; Boyarchenko, Nina ; Shachar, OR. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8679.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

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2021Issuance and valuation of corporate bonds with quantitative easing. (2021). Pegoraro, Stefano ; Montagna, Mattia. In: Working Paper Series. RePEc:ecb:ecbwps:20212520.

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2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229.

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2020Liquidity and volatility in the U.S. Treasury market. (2020). Fleming, Michael ; Engle, Robert ; Ghysels, Eric ; Nguyen, Giang. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:207-229.

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2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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2020The leverage ratio and liquidity in the gilt and gilt repo markets. (2020). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302039.

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2020Intraday market making with overnight inventory costs. (2020). Vogt, Erik ; Fleming, Michael ; Capponi, Agostino ; Adrian, Tobias ; Zhang, Hongzhong. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300331.

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2020Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300288.

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2021Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt. (2021). Romero, Alberto ; Lord, Stefano ; Lopez-Gallo, Fabrizio ; Lara, Jose Luis. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301091.

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2020Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds. (2020). Stock, Duane ; Stanhouse, Bryan ; Leal, Diego . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301013.

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2021A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020.

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2020Strategic trade when securitized portfolio values are unknown. (2020). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300832.

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2020Dealers’ insurance, market structure, and liquidity. (2020). Monnet, Cyril ; Carapella, Francesca. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:725-753.

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2021Benchmark interest rates when the government is risky. (2021). Chernov, Mikhail ; Song, D ; Schmid, L ; Augustin, P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:74-100.

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2020Bank capital allocation under multiple constraints. (2020). Lewrick, Ulf ; Tarashev, Nikola ; Goel, Tirupam. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300609.

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2021Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing. (2021). Theissen, Erik ; Rischen, Tobias. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300255.

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2021Monetary policy uncertainty and monetary policy surprises. (2021). Modugno, Michele ; Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302795.

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2021Reprint: Monetary policy uncertainty and monetary policy surprises. (2021). Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason ; Modugno, Michele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000504.

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2021Noise as a liquidity measure: Evidence from the JGB market. (2021). Hattori, Takahiro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000226.

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2021The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. (2021). Racicot, François-Éric ; Gregoriou, Greg N ; Theoret, Raymond. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:289-318.

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2020Quantitative Easing and Direct Lending in Response to the COVID-19 Crisis. (2020). Occhino, Filippo. In: Working Papers. RePEc:fip:fedcwq:88836.

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2021Banks as Regulated Traders. (2019). Falato, Antonio ; Zikes, Filip ; Iercosan, Diana A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-05.

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2020Monetary Policy Uncertainty and Monetary Policy Surprises. (2020). Wu, Jason ; Modugno, Michele ; Favara, Giovanni ; De Pooter, Michiel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-32.

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2020Investor Demands for Safety, Bank Capital, and Liquidity Measurement. (2020). Temesvary, Judit ; Passmore, Wayne. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-79.

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2020Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers. (2020). Puglia, Michael ; Harkrader, James Collin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-96.

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2021Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38.

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2020The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y. In: International Finance Discussion Papers. RePEc:fip:fedgif:1283.

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2021Anatomy of Corporate Credit Spreads: The Great Recession vs. COVID-19. (2020). Faria-e-Castro, Miguel ; Kozlowski, Julian ; Ebsim, Mahdi. In: Working Papers. RePEc:fip:fedlwp:88871.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C. In: Staff Reports. RePEc:fip:fednsr:87539.

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2020Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond ves. (2020). SONG, ZHAOGANG ; Sarkar, Asani ; Liu, Haoyang ; Chen, Jiakai. In: Staff Reports. RePEc:fip:fednsr:88380.

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2021The Netting Efficiencies of Marketwide Central Clearing. (2021). Fleming, Michael ; Keane, Frank M. In: Staff Reports. RePEc:fip:fednsr:90934.

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2020Intermediation in Over-the-Counter Markets with Price Transparency. (2020). Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Working Papers. RePEc:hai:wpaper:202017.

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2020Measuring the Perceived Liquidity of the Corporate Bond Market. (2020). Sunderam, Adi ; Chernenko, Sergey. In: NBER Working Papers. RePEc:nbr:nberwo:27092.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: NBER Working Papers. RePEc:nbr:nberwo:27416.

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2020Liquidity requirement and banks lending. (2020). Okahara, Naoto. In: MPRA Paper. RePEc:pra:mprapa:101816.

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2020Liquidity Premium, Credit Costs, and Optimal Monetary Policy. (2020). Lee, Sukjoon. In: MPRA Paper. RePEc:pra:mprapa:104825.

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2020Collateral Constraints, Tranching, and Price Bases. (2020). Phelan, Gregory ; Gong, Feixue. In: Department of Economics Working Papers. RePEc:wil:wileco:2020-03.

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2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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2020The leverage ratio and liquidity in the gilt and gilt repo markets. (2020). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302039.

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Works by Or Shachar:


YearTitleTypeCited
2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
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paper34
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 34
article
2016Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 34
paper
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
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paper52
2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 52
paper
2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 52
paper
2019The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers.
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paper0
2020The Long and Short of It: The Post-Crisis Corporate CDS Market.(2020) In: Economic Policy Review.
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This paper has another version. Agregated cites: 0
article
2019The Long and Short of It: The Post-Crisis Corporate CDS Market.(2019) In: Staff Reports.
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This paper has another version. Agregated cites: 0
paper
2013Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds In: Journal of Financial and Quantitative Analysis.
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article8
2018Unlocking the Treasury Market through TRACE In: FEDS Notes.
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paper4
2018Unlocking the Treasury Market through TRACE.(2018) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 4
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2018Breaking Down TRACE Volumes Further In: FEDS Notes.
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paper5
2018Breaking Down TRACE Volumes Further.(2018) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 5
paper
2020The Evolving Market for U.S. Sovereign Credit Risk In: Liberty Street Economics.
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paper1
2020What’s in A(AA) Credit Rating? In: Liberty Street Economics.
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paper0
2014Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers In: Liberty Street Economics.
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paper2
2014Is There a Future for Credit Default Swap Futures? In: Liberty Street Economics.
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paper0
2015The Effects of Entering and Exiting a Credit Default Swap Index In: Liberty Street Economics.
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paper0
2015Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics.
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paper2
2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
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paper4
2015Changes in the Returns to Market Making In: Liberty Street Economics.
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2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
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paper2
2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
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paper9
2018Did Banks Subject to LCR Reduce Liquidity Creation? In: Liberty Street Economics.
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paper0
2018Liquidity Effects of Post-Crisis Regulatory Reform In: Liberty Street Economics.
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paper0
2018Credit Market Choice In: Liberty Street Economics.
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paper3
2018Credit market choice.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 3
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2018Bank-Intermediated Arbitrage In: Liberty Street Economics.
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paper7
2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 7
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2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
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paper1
2020The Impact of the Corporate Credit Facilities In: Liberty Street Economics.
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paper0
2020How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics.
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2020Treasury Market When-Issued Trading Activity In: Liberty Street Economics.
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2021Measuring the Forest through the Trees: The Corporate Bond Market Distress Index In: Liberty Street Economics.
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2013Did liquidity providers become liquidity seekers? In: Staff Reports.
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2018Bank Liquidity Creation, Systemic Risk, and Basel Liquidity Regulations In: Staff Reports.
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2018Flighty liquidity In: Staff Reports.
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2020It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities In: Staff Reports.
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2020Alternative Trading Systems in the Corporate Bond Market In: Staff Reports.
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2021Measuring Corporate Bond Market Dislocations In: Staff Reports.
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2015Credit Risk and Interdealer Networks In: 2015 Meeting Papers.
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paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team