Access Statistics for Adam Matthew Copeland

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A primer on the GCF Repo® Service 0 0 2 28 2 2 6 140
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 0 3 23
Are New Repo Participants Gaining Ground? 0 0 0 8 0 0 0 17
Are There Too Many Ways to Clear and Settle Secured Financing Transactions? 0 0 2 2 0 2 7 11
Assessing the quality of “Furfine-based” algorithms 0 0 0 32 0 0 1 144
Banks Runs and Information 0 0 1 54 0 0 3 41
Borrowing, Lending, and Swapping Collateral in GCF Repo® 0 0 0 3 0 0 0 10
Cash Assets of Foreign Banks: An Example of Seasonal Adjustment Gone Awry 0 0 0 3 0 0 0 13
Do You Know How Your Treasury Trades Are Cleared and Settled? 0 0 1 10 1 2 4 34
Do long-haul truckers undervalue future fuel savings? 0 0 0 28 0 0 1 50
Do long-haul truckers undervalue future fuel savings? 0 0 0 8 0 0 0 36
Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts 0 0 0 2 0 0 2 20
Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry 0 0 0 18 0 0 0 92
End of the Road? Impact of Interest Rate Changes on the Automobile Market 0 0 0 11 0 1 5 19
Estimating Prices for R&D Investment in the 2007 R&D Satellite Account 0 0 2 40 0 0 3 135
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 0 0 3 39
Excess Funding Capacity in Tri-Party Repo 0 0 0 5 0 0 4 23
Exchange rate pass-through, markups, and inventories 0 0 0 43 0 0 2 88
How Competitive are U.S. Treasury Repo Markets? 1 1 4 38 1 1 9 89
Income Evolution at BHCs: How Big BHCs Differ 0 0 0 1 0 1 3 13
Information Management in Times of Crisis 0 0 0 4 0 0 0 22
Interest Rates and the Market for New Light Vehicles 0 0 0 46 0 0 5 231
Interest rates and the market for new light vehicles 0 0 0 15 0 0 2 103
Internal Liquidity’s Value in a Financial Crisis 0 0 2 5 0 2 5 7
Intraday Liquidity Flows 0 1 2 26 2 4 7 23
Intraday Timing of General Collateral Repo Markets 0 1 3 30 4 9 28 125
Introducing the Revised Broad Treasuries Financing Rate 0 0 0 11 0 0 1 10
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates 0 0 0 1 0 0 4 48
Learning dynamics with private and public signals 0 0 0 39 0 0 0 160
Lifting the Veil on the U.S. Bilateral Repo Market 1 1 4 37 2 4 12 117
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 0 0 25
Mapping and Sizing the U.S. Repo Market 0 0 2 44 0 0 7 123
Nonlinear pricing with competition: the market for settling payments 0 0 0 36 0 0 2 70
Price Setting in an Innovative Market 0 0 0 88 0 0 0 104
Prices, Production and Inventories over the Automotive Model Year 0 0 0 151 0 1 5 726
Prices, Production and Inventories over the Automotive Model Year 0 0 1 17 0 0 2 110
Prices, Production, and Inventories Over the Automotive Model Year 0 0 0 86 0 0 3 363
Prices, production, and inventories over the automotive model year 0 0 1 135 0 0 1 649
Reference Guide to U.S. Repo and Securities Lending Markets 0 0 0 23 0 0 2 94
Reference guide to U.S. repo and securities lending markets 0 0 3 274 0 2 17 764
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 0 18 18 0 1 11 11
Repo and Securities Lending 0 0 0 67 0 1 2 189
Repo and securities lending 0 0 0 148 0 2 3 417
Repo over the Financial Crisis 0 0 2 6 0 0 3 24
Repo runs: evidence from the tri-party repo market 1 2 2 104 3 5 14 390
Reserves Were Not So Ample After All 0 0 1 21 4 8 17 93
Reserves Were Not So Ample After All 0 0 0 28 0 0 0 20
Reserves Were Not So Ample after All 0 0 0 11 0 0 1 7
The Cost and Duration of Excess Funding Capacity in Tri-Party Repo 0 0 0 4 0 0 3 15
The Dueling Intraday Demands on Reserves 0 0 4 4 0 0 8 8
The Dynamics of Automobile Expenditures 0 0 0 2 0 0 0 51
The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic 0 0 0 49 1 1 3 74
The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic 0 0 1 35 0 1 2 72
The Fed Funds Market during the 2007-09 Financial Crisis 0 0 1 20 0 0 2 26
The Federal Funds Market over the 2007-09 Crisis 0 0 0 44 0 0 3 32
The Global Dash for Cash in March 2020 2 4 6 14 2 11 24 66
The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020 0 1 1 17 5 15 44 73
The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis 0 0 0 10 1 1 2 152
The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis 0 0 0 9 0 0 1 176
The Market Events of Mid-September 2019 0 0 0 23 0 2 4 62
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 2 9 0 0 8 33
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 0 0 43 0 0 2 195
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 0 0 55 0 0 4 298
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 0 0 83 0 0 1 506
The U.S. Bilateral Repo Market: Lessons from a New Survey 0 0 0 27 0 0 3 99
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 1 12 0 1 6 30
The Value of Opacity in a Banking Crisis 0 0 0 44 0 0 0 77
The dynamics of automobile expenditures 0 0 0 40 0 0 0 106
The impact of competition on technology adoption: an apples-to-PCs analysis 1 2 2 163 1 4 5 990
The market events of mid-September 2019 0 1 1 5 0 4 6 25
The production impact of "cash-for-clunkers": implications for stabilization policy 0 0 0 25 0 0 1 141
The tri-party repo market before the 2010 reforms 0 0 0 35 0 0 3 142
The use of collateral in bilateral repurchase and securities lending agreements 0 0 0 56 0 0 0 139
The welfare effects of incentive schemes 0 0 0 168 0 0 1 735
What Can We Learn from the Timing of Interbank Payments? 0 0 0 25 1 2 3 28
What Quantity of Reserves Is Sufficient? 0 0 3 67 1 1 17 316
What’s Your WAM? Taking Stock of Dealers’ Funding Durability 0 0 0 0 0 0 1 10
Why Dealers Trade in GCF Repo® 0 0 0 3 0 0 3 15
With Abundant Reserves, Do Banks Adjust Reserve Balances to Accommodate Payment Flows? 0 0 0 14 1 2 7 28
Total Working Papers 6 14 75 2,925 32 93 377 10,782


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 0 2 79
Challenges in identifying interbank loans 0 0 0 9 0 0 2 54
Do long-haul truckers undervalue future fuel savings? 0 0 0 2 0 0 1 29
Explaining the U.S. tri-party repo market 0 0 1 95 0 1 9 280
Information management in times of crisis 0 0 1 4 1 1 3 13
Interest Rates and the Market for New Light Vehicles 0 0 3 6 0 1 7 93
Intertemporal substitution and new car purchases 0 0 0 17 0 4 6 95
Introduction [to A Primer on the GCF Repo® Service] 0 0 0 16 0 0 2 87
Inventories and the automobile market 0 0 0 46 0 1 1 149
Learning Dynamics with Private and Public Signals 0 0 0 12 0 0 2 74
MEASURING THE PRICE OF RESEARCH AND DEVELOPMENT OUTPUT 0 0 0 5 0 0 0 51
Nonlinear Pricing and the Market for Settling Payments 0 0 0 4 0 0 0 33
Price Setting and Rapid Technology Adoption: The Case of the PC Industry 0 1 1 14 0 1 2 86
Repo Runs: Evidence from the Tri-Party Repo Market 0 1 1 36 0 1 3 365
Repo over the Financial Crisis 0 0 0 0 0 4 6 6
Reserves Were Not So Ample After All* 0 4 4 4 7 21 21 21
Seasonality, consumer heterogeneity and price indexes: the case of prepackaged software 0 0 1 19 0 0 4 84
THE PRODUCTION IMPACT OF “CASH-FOR-CLUNKERS”: IMPLICATIONS FOR STABILIZATION POLICY 0 0 0 15 0 0 1 86
The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020 0 0 2 2 0 3 7 10
The Market Events of Mid-September 2019 0 0 0 4 5 6 10 44
The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements 0 0 1 73 2 3 17 276
The Welfare Effects of Incentive Schemes 0 0 0 93 0 2 5 592
The financial plumbing of the GCF Repo® Service 0 0 1 19 0 0 6 105
The response of prices, sales, and output to temporary changes in demand 0 0 0 30 0 1 3 237
Total Journal Articles 0 6 16 538 15 50 120 2,949


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Repo and Securities Lending 0 0 4 82 0 4 14 267
Total Chapters 0 0 4 82 0 4 14 267


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements" 0 0 0 24 0 0 2 88
Total Software Items 0 0 0 24 0 0 2 88


Statistics updated 2025-07-04