Or Shachar : Citation Profile


Are you Or Shachar?

Federal Reserve Bank of New York

7

H index

6

i10 index

214

Citations

RESEARCH PRODUCTION:

3

Articles

42

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 26
   Journals where Or Shachar has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 15 (6.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh726
   Updated: 2022-07-02    RAS profile: 2019-06-21    
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Relations with other researchers


Works with:

Boyarchenko, Nina (22)

Fleming, Michael (8)

Adrian, Tobias (7)

Kovner, Anna (6)

Van Tassel, Peter (5)

Crump, Richard (4)

Puglia, Michael (4)

Eisenbach, Thomas (3)

Rodrigues, Anthony (2)

Hyman, Benjamin (2)

Haughwout, Andrew (2)

De Pooter, Michiel (2)

Sarkar, Asani (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 (7)

Bicu-Lieb, Andreea (7)

Boyarchenko, Nina (6)

Lewrick, Ulf (6)

santos, joao (5)

Broto, Carmen (5)

Crump, Richard (5)

SONG, ZHAOGANG (5)

Aramonte, Sirio (4)

Del Negro, Marco (4)

Adrian, Tobias (4)

Cites to:

Adrian, Tobias (20)

Boyarchenko, Nina (19)

Kovner, Anna (10)

Fleming, Michael (7)

Vogt, Erik (6)

KRISHNAMURTHY, ARVIND (5)

Bessembinder, Hendrik (5)

Shin, Hyun Song (5)

Brunnermeier, Markus (5)

Acharya, Viral (4)

Amihud, Yakov (4)

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 York14
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
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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2021The Bank Liquidity Channel of Financial (In)stability. (2021). Bosshardt, Joshua ; Saidi, Farzad ; Kakhbod, Ali. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:108.

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2022Decomposing LIBOR in Transition: Evidence from the Futures Markets. (2022). Skov, Jacob Bjerre ; Skovmand, David. In: Papers. RePEc:arx:papers:2201.06930.

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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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2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

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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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2021Non-bank financial institutions and the functioning of government bond markets. (2021). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:119.

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2021Open-ended bond funds: systemic risks and policy implications. (2021). Lewrick, Ulf ; Claessens, Stijn. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112c.

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2021The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF. (2021). Zakrajek, Egon ; Yue, Vivian Z ; Wei, Bin ; Gilchrist, Simon. In: BIS Working Papers. RePEc:bis:biswps:963.

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2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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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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2021Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2763-2803.

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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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2020THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS. (2020). Zhong, Zhaodong ; Wu, Yangru ; Wang, Xinjie. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:4:p:965-998.

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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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2021Bank balance sheet constraints and bond liquidity. (2021). Ivashina, Victoria ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20212589.

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2021The liquidity mechanics of dealer banks in the market-based credit system. (2021). Becker, Christoph. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002376.

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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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2022Insurance risk analysis of financial networks vulnerable to a shock. (2022). Xun, LI ; Tong, Zhiwei ; Tang, Qihe. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:756-771.

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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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2021Intermediation in over-the-counter markets with price transparency. (2021). Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001812.

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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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2021Volatility, intermediaries, and exchange rates. (2021). Liu, Yang ; Fang, Xiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:217-233.

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2021Regulatory effects on short-term interest rates. (2021). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:750-770.

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2021Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis. (2021). Zhou, Xing ; O'Hara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:46-68.

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2021GSIB surcharges and bank lending: Evidence from US corporate loan data. (2021). Rezende, Marcelo ; Ivanov, Ivan ; Favara, Giovanni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1426-1443.

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2022Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

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2022In sickness and in debt: The COVID-19 impact on sovereign credit risk. (2022). Tomio, Davide ; Subrahmanyam, Marti G ; Sokolovski, Valeri ; Augustin, Patrick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1251-1274.

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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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2021Liquidity and price pressure in the corporate bond market: evidence from mega-bonds. (2021). Wang, Liying ; Helwege, Jean. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000231.

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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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2021Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets. (2021). Su, Ali Horta ; Hortasu, Ali ; Goldstein, Itay ; Falato, Antonio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:123:y:2021:i:c:p:35-52.

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2022Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey. (2022). Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:199-201.

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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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2021So Far, So Good: Government Insurance of Financial Sector Tail Risk. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:94154.

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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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2021Motivating Banks to Lend? Credit Spillover Effects of the Main Street Lending Program. (2021). Zlate, Andrei ; Zarutskie, Rebecca ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-78.

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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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2021The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets. (2021). D'Amico, Stefania ; Bernhardt, Robert ; Sordo, Santiago I. In: Working Paper Series. RePEc:fip:fedhwp:93028.

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2021Government Loan Guarantees during a Crisis: The Effect of the PPP on Bank Lending and Profitability. (2021). Sharma, Padma ; Marsh, Blake W. In: Research Working Paper. RePEc:fip:fedkrw:92915.

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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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2021Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang. In: Staff Reports. RePEc:fip:fednsr:91312.

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2021Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang. In: Working Papers. RePEc:fip:fedpwp:92849.

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2021Public Debt, Private Pain: Regional Borrowing, Default, and Migration. (2021). Guerron, Pablo ; Gordon, Grey ; Guerron-Quintana, Pablo. In: Working Paper. RePEc:fip:fedrwp:92996.

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2021Central Counterparties and Liquidity Provision in Cash Markets. (2021). Richter, Thomas. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:584-:d:695146.

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2021Cash Holding and Firm Value in the Presence of Managerial Optimism. (2021). Azam, Zafar ; Khan, Muhammad Asif ; Bhatti, Ishaq M ; Habib, Ashfaq. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:356-:d:608212.

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2021The Impact of COVID-19 on Supply Chain Credit Risk. (2021). Wu, Jing ; Wang, Zi'Ang ; Birge, John ; Agca, Senay. In: Working Papers. RePEc:gwi:wpaper:2021-19.

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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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2021Corporate Bond Liquidity during the COVID-19 Crisis. (2021). Zuiga, Diego ; Weill, Pierre-Olivier ; Liu, Shuo ; Lindsay, David ; Lester, Benjamin ; Kargar, Mahyar. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:11:p:5352-5401..

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2020Central bank responses to COVID-19. (2020). Mosser, Patricia C. In: Business Economics. RePEc:pal:buseco:v:55:y:2020:i:4:d:10.1057_s11369-020-00189-x.

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

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2020Flight to Safety in Business cycles. (2020). Yadav, Jayant. In: MPRA Paper. RePEc:pra:mprapa:104093.

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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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2021Monetary policy financial transmission and treasury liquidity premia. (2021). Reynard, Samuel ; Phillot, Maxime. In: Working Papers. RePEc:snb:snbwpa:2021-14.

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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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2021Lighting up the dark: Liquidity in the German corporate bond market. (2021). Subrahmanyam, Marti G ; Schneider, Michael ; Pelizzon, Loriana ; Gunduz, Yalin. In: Discussion Papers. RePEc:zbw:bubdps:212021.

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2022Limits of disclosure regulation in the municipal bond market. (2022). Heinrich, Nathan W ; Zimmermann, Tom ; Ivanov, Ivan T. In: CFR Working Papers. RePEc:zbw:cfrwps:2205.

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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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paper47
2017Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 47
article
2016Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2017Market Liquidity after the Financial Crisis In: CEPR Discussion Papers.
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paper58
2017Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics.
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This paper has another version. Agregated cites: 58
paper
2016Market liquidity after the financial crisis.(2016) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2019The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers.
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paper3
2020The Long and Short of It: The Post-Crisis Corporate CDS Market.(2020) In: Economic Policy Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2019The Long and Short of It: The Post-Crisis Corporate CDS Market.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
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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paper5
2018Unlocking the Treasury Market through TRACE.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2018Breaking Down TRACE Volumes Further In: FEDS Notes.
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paper5
2018Breaking Down TRACE Volumes Further.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
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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