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 1 28 2 5 13 150
Are Higher Haircuts Better? A Paradox 0 0 0 1 1 5 7 29
Are New Repo Participants Gaining Ground? 0 0 0 8 1 4 5 22
Are There Too Many Ways to Clear and Settle Secured Financing Transactions? 0 0 1 2 5 9 13 21
Assessing the quality of “Furfine-based” algorithms 0 0 0 32 0 7 13 157
Banks Runs and Information 0 0 0 54 2 5 7 48
Borrowing, Lending, and Swapping Collateral in GCF Repo® 0 0 0 3 1 5 5 15
Cash Assets of Foreign Banks: An Example of Seasonal Adjustment Gone Awry 0 0 0 3 0 2 4 17
Do You Know How Your Treasury Trades Are Cleared and Settled? 0 0 0 10 0 3 9 41
Do long-haul truckers undervalue future fuel savings? 0 0 0 28 0 5 14 64
Do long-haul truckers undervalue future fuel savings? 0 0 0 8 1 10 17 53
Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts 0 0 0 2 0 2 4 24
Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry 0 0 0 18 0 2 2 94
End of the Road? Impact of Interest Rate Changes on the Automobile Market 0 0 1 12 0 3 8 26
Estimating Prices for R&D Investment in the 2007 R&D Satellite Account 0 0 0 40 2 5 6 141
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 0 2 7 46
Excess Funding Capacity in Tri-Party Repo 0 0 0 5 1 2 4 27
Exchange rate pass-through, markups, and inventories 0 0 0 43 0 3 5 93
How Competitive are U.S. Treasury Repo Markets? 2 2 3 40 3 7 9 97
Income Evolution at BHCs: How Big BHCs Differ 0 0 0 1 1 4 5 17
Information Management in Times of Crisis 0 0 0 4 1 8 8 30
Interest Rates and the Market for New Light Vehicles 0 1 1 47 2 11 18 249
Interest rates and the market for new light vehicles 0 0 0 15 2 10 12 115
Internal Liquidity’s Value in a Financial Crisis 0 0 0 5 0 4 8 13
Intraday Liquidity Flows 0 0 2 27 0 3 10 29
Intraday Timing of General Collateral Repo Markets 2 2 3 32 8 18 37 152
Introducing the Revised Broad Treasuries Financing Rate 0 0 0 11 2 5 6 15
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates 0 0 0 1 6 11 11 59
Learning dynamics with private and public signals 0 0 0 39 2 5 6 166
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 2 38 2 4 10 123
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 1 1 2 27
Mapping and Sizing the U.S. Repo Market 0 0 1 45 0 7 12 134
Nonlinear pricing with competition: the market for settling payments 0 0 0 36 1 5 5 75
Price Setting in an Innovative Market 0 0 1 89 1 5 11 115
Prices, Production and Inventories over the Automotive Model Year 0 0 0 17 0 4 4 114
Prices, Production and Inventories over the Automotive Model Year 0 0 0 151 3 6 9 733
Prices, Production, and Inventories Over the Automotive Model Year 0 0 0 86 1 6 9 372
Prices, production, and inventories over the automotive model year 0 0 0 135 0 4 4 653
Reference Guide to U.S. Repo and Securities Lending Markets 0 0 3 26 0 3 7 101
Reference guide to U.S. repo and securities lending markets 0 0 0 274 0 6 11 771
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 0 1 19 1 16 24 32
Repo and Securities Lending 0 0 0 67 3 14 19 207
Repo and securities lending 0 0 0 148 2 9 15 430
Repo over the Financial Crisis 0 0 1 7 1 4 12 36
Repo runs: evidence from the tri-party repo market 0 0 2 104 2 6 18 403
Reserves Were Not So Ample After All 0 0 0 21 4 8 24 108
Reserves Were Not So Ample After All 0 0 0 28 6 14 19 39
Reserves Were Not So Ample after All 1 1 1 12 3 6 7 14
The Cost and Duration of Excess Funding Capacity in Tri-Party Repo 0 0 0 4 1 2 4 19
The Dueling Intraday Demands on Reserves 0 0 0 4 2 9 13 21
The Dynamics of Automobile Expenditures 0 0 0 2 0 5 7 58
The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic 0 0 0 49 2 8 11 84
The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic 0 0 0 35 1 8 13 84
The Fed Funds Market during the 2007-09 Financial Crisis 0 0 1 21 0 3 5 31
The Federal Funds Market over the 2007-09 Crisis 0 0 0 44 1 3 4 36
The Global Dash for Cash in March 2020 1 2 10 20 6 30 54 108
The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020 0 0 2 18 13 34 62 118
The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis 1 1 1 10 1 8 9 185
The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis 0 0 0 10 0 4 8 159
The Market Events of Mid-September 2019 0 0 1 24 2 5 12 72
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 3 4 6 37
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 0 0 43 2 9 11 206
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 0 0 83 1 4 4 510
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 0 0 55 0 2 3 300
The Rise of Sponsored Service for Clearing Repo 0 0 3 3 1 5 11 11
The U.S. Bilateral Repo Market: Lessons from a New Survey 0 0 0 27 1 3 3 102
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 1 13 5 8 11 39
The Value of Opacity in a Banking Crisis 0 0 0 44 0 5 8 85
The dynamics of automobile expenditures 0 0 0 40 1 3 5 111
The impact of competition on technology adoption: an apples-to-PCs analysis 0 0 3 164 0 4 13 999
The market events of mid-September 2019 0 0 1 5 2 5 10 31
The production impact of "cash-for-clunkers": implications for stabilization policy 0 0 0 25 3 7 10 151
The tri-party repo market before the 2010 reforms 0 0 0 35 2 7 12 154
The use of collateral in bilateral repurchase and securities lending agreements 0 0 1 57 3 7 12 151
The welfare effects of incentive schemes 0 0 0 168 2 9 11 746
What Can We Learn from the Timing of Interbank Payments? 0 0 1 26 4 6 14 40
What Quantity of Reserves Is Sufficient? 0 0 1 68 4 6 10 324
What’s Your WAM? Taking Stock of Dealers’ Funding Durability 0 0 0 0 1 2 3 13
Why Dealers Trade in GCF Repo® 0 0 0 3 1 4 6 20
With Abundant Reserves, Do Banks Adjust Reserve Balances to Accommodate Payment Flows? 0 0 0 14 0 5 8 34
Total Working Papers 7 9 50 2,959 139 517 868 11,536


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 1 6 7 86
Challenges in identifying interbank loans 0 0 0 9 1 8 10 64
Do long-haul truckers undervalue future fuel savings? 0 0 0 2 0 5 8 37
Explaining the U.S. tri-party repo market 1 2 2 97 3 16 18 297
Information management in times of crisis 0 0 0 4 0 6 8 20
Interest Rates and the Market for New Light Vehicles 0 0 0 6 0 4 15 107
Intertemporal substitution and new car purchases 0 0 0 17 1 9 18 109
Introduction [to A Primer on the GCF Repo® Service] 0 0 0 16 7 14 18 105
Inventories and the automobile market 0 0 1 47 0 2 7 155
Learning Dynamics with Private and Public Signals 0 0 0 12 0 5 10 84
MEASURING THE PRICE OF RESEARCH AND DEVELOPMENT OUTPUT 0 0 0 5 2 3 4 55
Nonlinear Pricing and the Market for Settling Payments 0 0 1 5 1 6 9 42
Price Setting and Rapid Technology Adoption: The Case of the PC Industry 0 0 1 14 2 11 17 102
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 1 9 15 379
Repo over the Financial Crisis 0 0 2 2 2 7 20 20
Reserves Were Not So Ample After All* 0 3 14 14 2 14 58 58
Seasonality, consumer heterogeneity and price indexes: the case of prepackaged software 0 0 0 19 0 7 10 94
THE PRODUCTION IMPACT OF “CASH-FOR-CLUNKERS”: IMPLICATIONS FOR STABILIZATION POLICY 0 0 0 15 2 6 8 94
The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020 0 0 0 2 0 12 20 27
The Market Events of Mid-September 2019 0 0 3 7 3 12 36 74
The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements 0 0 0 73 0 9 20 292
The Welfare Effects of Incentive Schemes 0 0 1 94 0 4 13 602
The financial plumbing of the GCF Repo® Service 0 0 0 19 1 3 7 111
The response of prices, sales, and output to temporary changes in demand 0 0 0 30 5 13 17 253
Total Journal Articles 1 5 26 558 34 191 373 3,267


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 0 82 10 18 28 289
Total Chapters 0 0 0 82 10 18 28 289


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" 1 1 2 26 1 3 5 93
Total Software Items 1 1 2 26 1 3 5 93


Statistics updated 2026-03-04