Network


Latest external collaboration on country level. Dive into details by clicking on the dots.

Hotspot


Dive into the research topics where Or Shachar is active.

Publication


Featured researches published by Or Shachar.


Journal of Financial and Quantitative Analysis | 2013

Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds

Edwin J. Elton; Martin J. Gruber; Christopher R. Blake; Or Shachar

This paper provides a new explanation for why closed-end bond funds coexist along with otherwise identical open-end bond funds. Closed-end bond funds offer investors the opportunity to leverage their fixed income investment at very low borrowing rates and are attractive to investors for this reason. We find that differences in leverage are reflected in the discount on closed-end bond funds in a manner consistent with the advantage of leverage.


FEDS Notes | 2018

Unlocking the Treasury Market through TRACE

Doug Brain; Michiel De Pooter; Dobrislav Dobrev; Michael J. Fleming; Pete Johansson; Collin Jones; Michael Puglia; Frank M. Keane; Liza Reiderman; Tony Rodrigues; Or Shachar

This joint FEDS Note and Liberty Street Economics blog post from staff at the Board of Governors and Federal Reserve Bank of New York aims to share initial insights on the Treasury cash transactions data reported to Financial Industry Regulatory Authority (FINRA)s Trade Reporting and Compliance Engine (TRACE).


Archive | 2014

Did Liquidity Providers Become Liquidity Seekers? Evidence from the CDS-Bond Basis during the 2008 Financial Crisis

Jaewon Choi; Or Shachar


Staff Reports | 2013

Did liquidity providers become liquidity seekers

Jaewon Choi; Or Shachar


Review of Financial Economics | 2017

Market liquidity after the financial crisis

Tobias Adrian; Michael J. Fleming; Or Shachar; Erik Vogt


Journal of Monetary Economics | 2017

Dealer balance sheets and bond liquidity provision

Tobias Adrian; Nina Boyarchenko; Or Shachar


Staff Reports | 2016

Dealer Balance Sheets and Bond Liquidity Provision

Tobias Adrian; Nina Boyarchenko; Or Shachar


Management Science | 2018

Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis

Jaewon Choi; Or Shachar; Sean Seunghun Shin


Staff Reports | 2018

Bank liquidity provision and Basel liquidity regulations

Daniel Roberts; Asani Sarkar; Or Shachar


Archive | 2018

Bank-intermediated arbitrage

Nina Boyarchenko; Thomas Eisenbach; Pooja Gupta; Or Shachar; Peter Van Tassel

Collaboration


Dive into the Or Shachar's collaboration.

Top Co-Authors

Avatar

Nina Boyarchenko

Federal Reserve Bank of New York

View shared research outputs
Top Co-Authors

Avatar

Tobias Adrian

International Monetary Fund

View shared research outputs
Top Co-Authors

Avatar

Michael J. Fleming

Federal Reserve Bank of New York

View shared research outputs
Top Co-Authors

Avatar

Anna M. Costello

Massachusetts Institute of Technology

View shared research outputs
Top Co-Authors

Avatar

Asani Sarkar

Federal Reserve Bank of New York

View shared research outputs
Top Co-Authors

Avatar
Top Co-Authors

Avatar
Top Co-Authors

Avatar

Erik Vogt

Federal Reserve Bank of New York

View shared research outputs
Top Co-Authors

Avatar

Frank M. Keane

Federal Reserve Bank of New York

View shared research outputs
Top Co-Authors

Avatar

Jaewon Choi

University of Illinois at Urbana–Champaign

View shared research outputs
Researchain Logo
Decentralizing Knowledge