Or Shachar : Citation Profile

Are you Or Shachar?

Federal Reserve Bank of New York

9

H index

9

i10 index

307

Citations

RESEARCH PRODUCTION:

7

Articles

56

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 30
   Journals where Or Shachar has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 21 (6.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh726
   Updated: 2024-04-18    RAS profile: 2024-03-19    
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Relations with other researchers

Works with:

Boyarchenko, Nina (22)

Kovner, Anna (13)

Crump, Richard (8)

Van Tassel, Peter (7)

Fleming, Michael (4)

Hyman, Benjamin (3)

Smales, Lee (3)

Huang, Wenqian (3)

Degryse, Hans (3)

Colliard, Jean-Edouard (3)

Roy, Saurabh (3)

FERROUHI, EL MEHDI (3)

Haughwout, Andrew (3)

Voigt, Stefan (3)

Stefanova, Denitsa (3)

Ranaldo, Angelo (3)

Schwarz, Marco (3)

Sarno, Lucio (3)

Brownlees, Christian (3)

Zhang, S. Sarah (3)

Holzmeister, Felix (3)

Foucault, Thierry (3)

Xia, Shuo (3)

Dreber, Anna (3)

Horenstein, Alex (3)

Gehrig, Thomas (3)

Reitz, Stefan (3)

Korajczyk, Robert (3)

Wolff, Christian (3)

Nielsson, Ulf (3)

Frömmel, Michael (3)

Deku, Solomon (3)

Deev, Oleg (3)

Taylor, Nick (3)

Lof, Matthijs (3)

Bohorquez Correa, Santiago (3)

Johannesson, Magnus (3)

CAPELLE-BLANCARD, Gunther (3)

Rinne, Kalle (3)

Ødegaard, Bernt (3)

Wilhelmsson, Anders (3)

Schenk-Hoppé, Klaus (3)

Xiu, Dacheng (3)

Palan, Stefan (3)

Alexeev, Vitali (3)

Harris, Jeffrey (3)

Talavera, Oleksandr (3)

Pasquariello, Paolo (3)

Menkveld, Albert (3)

Pastor, Lubos (3)

Bos, Charles (2)

He, Xuezhong (Tony) (2)

Mihet, Roxana (2)

Güçbilmez, Ufuk (2)

Davies, Ryan (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Regis, Luca (2)

Dumitrescu, Ariadna (2)

Rakowski, David (2)

van Kervel, Vincent (2)

Roy, Saurabh (2)

Moinas, Sophie (2)

Sojli, Elvira (2)

Koetter, Michael (2)

Renault, Thomas (2)

Bouri, Elie (2)

Chow, Nikolai Sheung-Chi (2)

Wong, Wing-Keung (2)

Pelizzon, Loriana (2)

Patton, Andrew (2)

Caporin, Massimiliano (2)

Walther, Thomas (2)

Kearney, Fearghal (2)

Hautsch, Nikolaus (2)

Ferrara, Gerardo (2)

Frijns, Bart (2)

Zhou, Chen (2)

Gerritsen, Dirk (2)

Theissen, Erik (2)

Adrian, Tobias (2)

Dimpfl, Thomas (2)

Verousis, Thanos (2)

Schuerhoff, Norman (2)

Gorbenko, Arseny (2)

Heath, Davidson (2)

Abudy, Menachem (2)

Scaillet, Olivier (2)

Liew, Chee (2)

Bjønnes, Geir (2)

Hjalmarsson, Erik (2)

Vilkov, Grigory (2)

Vogel, Sebastian (2)

Chernov, Mikhail (2)

Prokopczuk, Marcel (2)

Jurkatis, Simon (2)

Jalkh, Naji (2)

LINTON, OLIVER (2)

Eisenbach, Thomas (2)

Ait-Sahalia, Yacine (2)

Füllbrunn, Sascha (2)

Lopez-Lira, Alejandro (2)

Putnins, Talis (2)

Lajaunie, Quentin (2)

Hurlin, Christophe (2)

Söderlind, Paul (2)

Patel, Vinay (2)

PASCUAL, ROBERTO (2)

Park, Andreas (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)

Lewrick, Ulf (6)

Weill, Pierre-Olivier (5)

He, Zhiguo (5)

SONG, ZHAOGANG (5)

Lamas, Matías (5)

santos, joao (5)

Crump, Richard (5)

Broto, Carmen (5)

Verani, Stephane (4)

Cites to:

Boyarchenko, Nina (27)

Adrian, Tobias (24)

Kovner, Anna (17)

Acharya, Viral (12)

Fleming, Michael (11)

He, Zhiguo (10)

Weill, Pierre-Olivier (8)

Vayanos, Dimitri (8)

Brunnermeier, Markus (7)

Kargar, Mahyar (6)

Engle, Robert (6)

Main data

Where Or Shachar has published?

Journals with more than one article published# docs
Economic Policy Review3

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York27
Staff Reports / Federal Reserve Bank of New York15
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Or Shachar (2024 and 2023)

YearTitle of citing document
2023Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140.

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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

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2023Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805.

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2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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2023Unconventional monetary policy and local fiscal policy. (2023). Traum, Nora ; Bi, Huixin. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123001058.

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2023A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339.

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2023Unconventional monetary policy measures and money markets: Estimating the impact of targeted repo operations on asset prices. (2023). Kamate, Vidya. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003665.

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2023Benchmarking the effects of the Feds Secondary Market Corporate Credit Facility using Yankee bonds. (2023). Pennacchi, George G ; Xu, Hui. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000034.

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2023Covid-19, credit risk management modeling, and government support. (2023). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002187.

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2023Internal risk limits of dealers and corporate bond market making. (2023). Wang, KE ; McArthur, David C ; Anderson, Christopher S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002333.

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2023Reprint of: COVID-19, lockdowns, and the municipal bond market. (2023). Uzmanoglu, Cihan ; Tran, Nhu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662300002x.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2023How the new fed municipal bond facility capped municipal-treasury yield spreads in the Covid-19 recession. (2023). Duca, John ; Bordo, Michael D. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:67:y:2023:i:c:s0889158322000545.

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2023Pricing implications of intervention and debt management in the primary market of Japanese government bonds. (2023). Hosono, Kaoru ; Watanabe, Shuji ; Miyakawa, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2200213x.

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2023How did federal aid to states and localities affect testing and vaccine delivery?. (2023). Veuger, Stan ; Clemens, Jeffrey ; Kearns, John ; Hoxie, Philip. In: Journal of Public Economics. RePEc:eee:pubeco:v:225:y:2023:i:c:s0047272723001548.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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Works by Or Shachar:

YearTitleTypeCited
2023Dealer capacity and US Treasury market functionality In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2023Dealer Capacity and U.S. Treasury Market Functionality.(2023) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper33
2022It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2020It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2017Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper59
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2016Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper66
2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2019The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2020The Long and Short of It: The Post-Crisis Corporate CDS Market.(2020) In: Economic Policy Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2019The Long and Short of It: The Post-Crisis Corporate CDS Market.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2020Bank-Intermediated Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2018Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2020Its what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
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.
[Full Text][Citation analysis]		article9
2023Liquidity regulations, bank lending and fire-sale risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2018Liquidity Regulations, Bank Lending, and Fire-Sale Risk.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018Unlocking the Treasury Market through TRACE In: FEDS Notes.
[Full Text][Citation analysis]		paper5
2018Unlocking the Treasury Market through TRACE.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2018Breaking Down TRACE Volumes Further In: FEDS Notes.
[Full Text][Citation analysis]		paper5
2018Breaking Down TRACE Volumes Further.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2022The Primary and Secondary Corporate Credit Facilities In: Economic Policy Review.
[Full Text][Citation analysis]		article0
2022The Municipal Liquidity Facility In: Economic Policy Review.
[Full Text][Citation analysis]		article0
2020The Evolving Market for U.S. Sovereign Credit Risk In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2020What’s in A(AA) Credit Rating? In: Liberty Street Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper2
2014Is There a Future for Credit Default Swap Futures? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015The Effects of Entering and Exiting a Credit Default Swap Index In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2015Changes in the Returns to Market Making In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2017Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics.
[Full Text][Citation analysis]		paper26
2018Did Banks Subject to LCR Reduce Liquidity Creation? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Liquidity Effects of Post-Crisis Regulatory Reform In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Credit Market Choice In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2018Credit market choice.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Credit Market Choice.(2019) In: 2019 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper3
2020The Impact of the Corporate Credit Facilities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020Treasury Market When-Issued Trading Activity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021Measuring the Forest through the Trees: The Corporate Bond Market Distress Index In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How Is the Corporate Bond Market Responding to Financial Market Volatility? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022What Is Corporate Bond Market Distress? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022How Is the Corporate Bond Market Functioning as Interest Rates Increase? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023What’s New with Corporate Leverage? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023The 2022 Spike in Corporate Security Settlement Fails In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Did liquidity providers become liquidity seekers? In: Staff Reports.
[Full Text][Citation analysis]		paper18
2018Flighty liquidity In: Staff Reports.
[Full Text][Citation analysis]		paper0
2020Alternative Trading Systems in the Corporate Bond Market In: Staff Reports.
[Full Text][Citation analysis]		paper0
2021Measuring Corporate Bond Market Dislocations In: Staff Reports.
[Full Text][Citation analysis]		paper0
2021COVID Response: The Municipal Liquidity Facility In: Staff Reports.
[Full Text][Citation analysis]		paper0
2021COVID Response: The Primary and Secondary Corporate Credit Facilities In: Staff Reports.
[Full Text][Citation analysis]		paper0
2021The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 In: Staff Reports.
[Full Text][Citation analysis]		paper11
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper10
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2015Credit Risk and Interdealer Networks In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper2

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