Or Shachar : Citation Profile


Are you Or Shachar?

Federal Reserve Bank of New York

4

H index

3

i10 index

100

Citations

RESEARCH PRODUCTION:

3

Articles

33

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 14
   Journals where Or Shachar has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 7 (6.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh726
   Updated: 2020-08-01    RAS profile: 2019-06-21    
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Relations with other researchers


Works with:

Boyarchenko, Nina (19)

Adrian, Tobias (10)

Fleming, Michael (10)

Vogt, Erik (4)

Eisenbach, Thomas (3)

Van Tassel, Peter (3)

Sarkar, Asani (2)

Kovner, Anna (2)

De Pooter, Michiel (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:

Elliott, David (5)

Crump, Richard (5)

santos, joao (5)

Foley-Fisher, Nathan (4)

Del Negro, Marco (4)

Verani, Stephane (4)

Paddrik, Mark (3)

Adrian, Tobias (3)

Eggertsson, Gauti (2)

Timmer, Yannick (2)

Tambalotti, Andrea (2)

Cites to:

Adrian, Tobias (8)

Boyarchenko, Nina (5)

Perotti, Enrico (4)

Suarez, Javier (4)

Bessembinder, Hendrik (3)

SONG, ZHAOGANG (3)

Lando, David (3)

Sraer, David (3)

thesmar, david (3)

Landier, Augustin (3)

Gündüz, Yalin (2)

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 York18
Staff Reports / Federal Reserve Bank of New York9
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Or Shachar (2020 and 2019)


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

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2019Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Arora, Rohan ; Shotlander, Ryan ; Bedard-Page, Guillaume. In: Technical Reports. RePEc:bca:bocatr:115.

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2018The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market. (2018). Jin, Jianjian ; Thompson, Jacob ; Gao, Jeffrey. In: Staff Working Papers. RePEc:bca:bocawp:18-35.

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2018Customer Liquidity Provision in Canadian Bond Markets. (2018). Garriott, Corey ; Johal, Jesse. In: Staff Analytical Notes. RePEc:bca:bocsan:18-12.

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2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries. (2019). Lamas, Matías ; Broto, Carmen. In: Working Papers. RePEc:bde:wpaper:1917.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2019Bank foreign currency funding and currency markets: the case of Mexico post GFC. (2019). Georgia, Bush. In: Working Papers. RePEc:bdm:wpaper:2019-01.

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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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2017Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Del Negro, Marco ; Giannoni, Marc P. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316.

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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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2017Bank capital allocation under multiple constraints. (2017). Lewrick, Ulf ; Tarashev, Agn Nikola ; Goel, Tirupam . In: BIS Working Papers. RePEc:bis:biswps:666.

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2019Over-the-counter market liquidity and securities lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: BIS Working Papers. RePEc:bis:biswps:768.

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

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2017The leverage ratio and liquidity in the gilt and repo markets. (2017). Elliott, David ; Bicu-Lieb, Andreea ; Chen, Louisa. In: Bank of England working papers. RePEc:boe:boeewp:0690.

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2018Liquidity resilience in the UK gilt futures market: evidence from the order book. (2018). Massacci, Daniele ; Fullwood, Jonathan . In: Bank of England working papers. RePEc:boe:boeewp:0744.

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2018Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746.

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2018Would macroprudential regulation have prevented the last crisis?. (2018). Siegert, Caspar ; Bridges, Jonathan ; Aikman, David ; Siergert, Caspar ; Kashyap, Anil. In: Bank of England working papers. RePEc:boe:boeewp:0747.

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2019Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Bank of England working papers. RePEc:boe:boeewp:0779.

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2019Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Silvestri, Laura ; Douglas, Graeme ; Baranova, Yuliya. In: Bank of England working papers. RePEc:boe:boeewp:0803.

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2019Credit default swaps and corporate bond trading. (2019). Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0810.

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2019Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David. In: Bank of England working papers. RePEc:boe:boeewp:0813.

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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2017Intraday Market Making with Overnight Inventory Costs. (2017). Adrian, Tobias ; Zhang, Hongzhong ; Vogt, Erik ; Capponi, Agostino. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12245.

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2017International liquidity. (2017). Hartmann, Philipp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12337.

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2018Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090.

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2018Inventory Management, Dealers Connections, and Prices in OTC Markets. (2018). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13093.

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2018Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13345.

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2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis. (2018). Adrian, Tobias ; Shin, Hyun Song ; Kiff, John. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13350.

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2019A Theory of Participation in OTC and Centralized Markets. (2019). Weill, Pierre-Olivier ; Uslu, Semih ; Dugast, Jerome. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14258.

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2017Liquidity in FX spot and forward markets. (2017). Sushko, Vladyslav ; Krohn, Ingomar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019.

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2018An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

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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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2019Banking regulation and market making. (2019). Garriott, Corey ; Cimon, David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302286.

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2018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:268-286.

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2018The Volcker Rule and corporate bond market making in times of stress. (2018). Bao, Jack ; Zhou, Xing ; Ohara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:95-113.

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2018Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market. (2018). Allahrakha, Meraj ; Munyan, Benjamin ; Cetina, Jill. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:34:y:2018:i:c:p:3-16.

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2019Uncovered equity “disparity” in emerging markets. (2019). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:5.

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2017Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs. (2017). Huh, Yesol ; Choi, Jaewon. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-116.

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2018Liquidity Regulation and Financial Intermediaries. (2018). Pettit, Luke ; Macchiavelli, Marco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-84.

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2019Banks 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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2019Over-the-Counter Market Liquidity and Securities Lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-11.

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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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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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2018Review of New York Fed studies on the effects of post-crisis banking reforms. (2018). santos, joao ; Crump, Richard. In: Economic Policy Review. RePEc:fip:fednep:00050.

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2017An index of Treasury Market liquidity: 1991-2017. (2017). Vogt, Erik ; Fleming, Michael ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:827.

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2018Dynamics Evolution of Trading Strategies of Investors in Financial Market. (2018). Wu, Bing Hui ; He, Jianmin ; Duan, Tingting. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9639-3.

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2017Is Post-Crisis Bond Liquidity Lower?. (2017). Anderson, Mike ; Stulz, Rene M. In: NBER Working Papers. RePEc:nbr:nberwo:23317.

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2019A Theory of Participation in OTC and Centralized Markets. (2019). Weill, Pierre-Olivier ; Üslü, Semih ; Dugast, Jérôme. In: NBER Working Papers. RePEc:nbr:nberwo:25887.

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20172017 Financial Stability Report. (2017). . In: Reports. RePEc:ofr:report:17-2.

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2018The OFR Financial System Vulnerabilities Monitor. (2018). Palmer, Nathan ; Parolin, Eric ; Minson, Adam ; McLaughlin, Joe. In: Working Papers. RePEc:ofr:wpaper:18-01.

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2019Market-Making Costs and Liquidity: Evidence from CDS Markets. (2019). Paddrik, Mark ; Tompaidis, Stathis. In: Working Papers. RePEc:ofr:wpaper:19-01.

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2019The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption. (2019). Watugala, Sumudu ; Munyan, Benjamin ; Cetina, Jill ; Allahrakha, Meraj. In: Working Papers. RePEc:ofr:wpaper:19-02.

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2018Notes on Bonds: Illiquidity Feedback During the Financial Crisis. (2018). Musto, David ; Schwarz, Krista ; Nini, Greg. In: Review of Financial Studies. RePEc:oup:rfinst:v:31:y:2018:i:8:p:2983-3018..

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2019Over-the-Counter Market Liquidity and Securities Lending. (2019). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: Review of Economic Dynamics. RePEc:red:issued:18-283.

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2018Over-the-counter market liquidity and securities lending. (2018). Verani, Stephane ; Foley-Fisher, Nathan ; Gissler, Stefan. In: 2018 Meeting Papers. RePEc:red:sed018:786.

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2019The length of the trading day and trading volume. (2019). Aharon, David Y ; Qadan, Mahmoud. In: Eurasian Business Review. RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00119-8.

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2018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201877.

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2018Lighting up the dark: Liquidity in the German corporate bond market. (2018). Schneider, Michael ; Pelizzon, Loriana ; Gündüz, Yalin ; Subrahmanyam, Marti G ; Ottonello, Giorgio ; Gunduz, Yalin. In: SAFE Working Paper Series. RePEc:zbw:safewp:230.

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Works by Or Shachar:


YearTitleTypeCited
2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
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paper29
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 29
article
2017Dealer balance sheets and bond liquidity provision.(2017) In: Staff Reports.
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This paper has another version. Agregated cites: 29
paper
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
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paper32
2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 32
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2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 32
paper
2019The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers.
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paper0
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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article7
2018Unlocking the Treasury Market through TRACE In: FEDS Notes.
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paper1
2018Unlocking the Treasury Market through TRACE.(2018) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 1
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2018Breaking Down TRACE Volumes Further In: FEDS Notes.
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paper1
2018Breaking Down TRACE Volumes Further.(2018) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 1
paper
2020The Long and Short of It: The Post-Crisis Corporate CDS Market In: Economic Policy Review.
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article0
2020The Evolving Market for U.S. Sovereign Credit Risk In: Liberty Street Economics.
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2020What’s in A(AA) Credit Rating? In: Liberty Street Economics.
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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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2014Is There a Future for Credit Default Swap Futures? In: Liberty Street Economics.
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2015The Effects of Entering and Exiting a Credit Default Swap Index In: Liberty Street Economics.
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2015Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics.
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2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
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paper1
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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2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
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2018Did Banks Subject to LCR Reduce Liquidity Creation? In: Liberty Street Economics.
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2018Liquidity Effects of Post-Crisis Regulatory Reform In: Liberty Street Economics.
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2018Credit Market Choice In: Liberty Street Economics.
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2018Credit market choice.(2018) In: Staff Reports.
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2018Bank-Intermediated Arbitrage In: Liberty Street Economics.
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2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
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This paper has another version. Agregated cites: 2
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2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
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2013Did liquidity providers become liquidity seekers? In: Staff Reports.
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2019Bank Liquidity Creation, Systemic Risk, and Basel Liquidity Regulations In: Staff Reports.
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2019Flighty 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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2015Credit Risk and Interdealer Networks In: 2015 Meeting Papers.
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paper2

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