9
H index
9
i10 index
327
Citations
Federal Reserve Bank of New York | 9 H index 9 i10 index 327 Citations RESEARCH PRODUCTION: 7 Articles 58 Papers RESEARCH ACTIVITY: 11 years (2013 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh726 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Or Shachar. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy Review | 3 |
Working Papers Series with more than one paper published | # docs |
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Liberty Street Economics / Federal Reserve Bank of New York | 27 |
Staff Reports / Federal Reserve Bank of New York | 15 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 5 |
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.) | 2 |
Year | Title of citing document |
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2023 | Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140. Full description at Econpapers || Download paper |
2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper |
2023 | Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper |
2024 | Hedging investment-grade and high-yield bonds with credit VIX. (2024). Alsagr, Naif ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001137. Full description at Econpapers || Download paper |
2023 | Euro 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. Full description at Econpapers || Download paper |
2023 | Unconventional 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2023 | Unconventional 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. Full description at Econpapers || Download paper |
2023 | Benchmarking 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. Full description at Econpapers || Download paper |
2024 | Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782. Full description at Econpapers || Download paper |
2023 | Covid-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. Full description at Econpapers || Download paper |
2023 | Internal 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. Full description at Econpapers || Download paper |
2023 | Reprint 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2024 | Central bank liquidity facilities and market making. (2024). Walton, Adrian ; Cimon, David A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724. Full description at Econpapers || Download paper |
2023 | Intermediary balance sheets and the treasury yield curve. (2023). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001629. Full description at Econpapers || Download paper |
2024 | Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2024 | How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift. (2024). Walz, Stefan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001241. Full description at Econpapers || Download paper |
2023 | Pricing 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2023 | Fundamentals, 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. Full description at Econpapers || Download paper |
2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
2023 | Reproducibility 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. Full description at Econpapers || Download paper |
2023 | Alternative 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. Full description at Econpapers || Download paper |
2023 | Intermediation 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. Full description at Econpapers || Download paper |
2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
2023 | Reproducibility 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. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2023 | Dealer capacity and US Treasury market functionality In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Dealer Capacity and U.S. Treasury Market Functionality.(2023) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 36 |
2022 | It’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: 36 | article | |
2020 | It’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: 36 | paper | |
2017 | Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
2017 | Dealer balance sheets and bond liquidity provision.(2017) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
2016 | Dealer balance sheets and bond liquidity provision.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2017 | Market Liquidity after the Financial Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
2017 | Market Liquidity after the Financial Crisis.(2017) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2016 | Market liquidity after the financial crisis.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2019 | The Long and Short of It: The Post-Crisis Corporate CDS Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | The 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: 6 | article | |
2019 | The 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: 6 | paper | |
2020 | Bank-Intermediated Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2018 | Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2020 | Its what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2013 | Why 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] | article | 11 |
2023 | Liquidity regulations, bank lending and fire-sale risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Liquidity Regulations, Bank Lending, and Fire-Sale Risk.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2024 | Nonstandard errors In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2018 | Unlocking the Treasury Market through TRACE In: FEDS Notes. [Full Text][Citation analysis] | paper | 5 |
2018 | Unlocking the Treasury Market through TRACE.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Breaking Down TRACE Volumes Further In: FEDS Notes. [Full Text][Citation analysis] | paper | 6 |
2018 | Breaking Down TRACE Volumes Further.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | The Primary and Secondary Corporate Credit Facilities In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
2022 | The Municipal Liquidity Facility In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
2020 | The Evolving Market for U.S. Sovereign Credit Risk In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2020 | What’s in A(AA) Credit Rating? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Lunch 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] | paper | 2 |
2014 | Is There a Future for Credit Default Swap Futures? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | The Effects of Entering and Exiting a Credit Default Swap Index In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Have Dealers Strategies in the GCF Repo® Market Changed? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2015 | Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2015 | Changes in the Returns to Market Making In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2017 | Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 26 |
2018 | Did Banks Subject to LCR Reduce Liquidity Creation? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Liquidity Effects of Post-Crisis Regulatory Reform In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Credit Market Choice In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2018 | Credit market choice.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2019 | Credit Market Choice.(2019) In: 2019 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2020 | The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
2020 | The Impact of the Corporate Credit Facilities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Treasury Market When-Issued Trading Activity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Measuring the Forest through the Trees: The Corporate Bond Market Distress Index In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | How Is the Corporate Bond Market Responding to Financial Market Volatility? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | What Is Corporate Bond Market Distress? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | How Is the Corporate Bond Market Functioning as Interest Rates Increase? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | What’s New with Corporate Leverage? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | The 2022 Spike in Corporate Security Settlement Fails In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Did liquidity providers become liquidity seekers? In: Staff Reports. [Full Text][Citation analysis] | paper | 18 |
2018 | Flighty liquidity In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2020 | Alternative Trading Systems in the Corporate Bond Market In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2021 | Corporate Bond Market Distress In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2024 | Corporate Bond Market Distress.(2024) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | COVID Response: The Municipal Liquidity Facility In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2021 | COVID Response: The Primary and Secondary Corporate Credit Facilities In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2021 | The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19 In: Staff Reports. [Full Text][Citation analysis] | paper | 12 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
2015 | Credit Risk and Interdealer Networks In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team