Access Statistics for Adam Matthew Copeland

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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 0 28 0 2 12 150
Are Higher Haircuts Better? A Paradox 0 0 0 1 7 9 14 37
Are New Repo Participants Gaining Ground? 0 0 0 8 2 3 7 24
Are There Too Many Ways to Clear and Settle Secured Financing Transactions? 0 1 1 3 3 9 15 25
Assessing the quality of “Furfine-based” algorithms 0 0 0 32 3 3 16 160
Banks Runs and Information 0 0 0 54 0 2 7 48
Borrowing, Lending, and Swapping Collateral in GCF Repo® 0 0 0 3 3 4 8 18
Cash Assets of Foreign Banks: An Example of Seasonal Adjustment Gone Awry 0 0 0 3 1 1 5 18
Do You Know How Your Treasury Trades Are Cleared and Settled? 0 0 0 10 5 5 13 46
Do long-haul truckers undervalue future fuel savings? 0 0 0 8 1 3 19 55
Do long-haul truckers undervalue future fuel savings? 0 0 0 28 0 0 14 64
Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts 0 0 0 2 7 7 11 31
Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry 0 0 0 18 3 3 5 97
End of the Road? Impact of Interest Rate Changes on the Automobile Market 0 0 1 12 2 2 10 28
Estimating Prices for R&D Investment in the 2007 R&D Satellite Account 0 0 0 40 1 4 8 143
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 1 2 9 48
Excess Funding Capacity in Tri-Party Repo 0 0 0 5 2 3 6 29
Exchange rate pass-through, markups, and inventories 0 0 0 43 3 3 8 96
How Competitive are U.S. Treasury Repo Markets? 0 2 3 40 1 4 10 98
Income Evolution at BHCs: How Big BHCs Differ 0 0 0 1 2 3 7 19
Information Management in Times of Crisis 0 0 0 4 2 5 12 34
Interest Rates and the Market for New Light Vehicles 0 0 1 47 5 9 25 256
Interest rates and the market for new light vehicles 0 0 0 15 4 6 16 119
Internal Liquidity’s Value in a Financial Crisis 0 0 0 5 1 1 8 14
Intraday Liquidity Flows 0 0 1 27 1 1 10 30
Intraday Timing of General Collateral Repo Markets 0 2 2 32 7 19 44 163
Introducing the Revised Broad Treasuries Financing Rate 0 0 0 11 6 9 12 22
Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates 0 0 0 1 6 12 17 65
Learning dynamics with private and public signals 0 0 0 39 1 3 7 167
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 2 38 4 6 12 127
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 4 5 6 31
Mapping and Sizing the U.S. Repo Market 0 0 1 45 3 3 14 137
Nonlinear pricing with competition: the market for settling payments 0 0 0 36 2 3 7 77
Price Setting in an Innovative Market 0 0 1 89 4 5 15 119
Prices, Production and Inventories over the Automotive Model Year 0 0 0 151 0 4 8 734
Prices, Production and Inventories over the Automotive Model Year 0 0 0 17 1 1 5 115
Prices, Production, and Inventories Over the Automotive Model Year 0 0 0 86 5 8 16 379
Prices, production, and inventories over the automotive model year 0 0 0 135 0 0 4 653
Reference Guide to U.S. Repo and Securities Lending Markets 0 0 3 26 4 5 12 106
Reference guide to U.S. repo and securities lending markets 0 0 0 274 2 2 9 773
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 0 1 19 4 8 29 39
Repo and Securities Lending 0 0 0 67 2 5 20 209
Repo and securities lending 0 0 0 148 1 3 14 431
Repo and the Liquidity Risk Premium 9 10 10 10 6 13 13 13
Repo over the Financial Crisis 0 0 1 7 6 8 19 43
Repo runs: evidence from the tri-party repo market 0 0 2 104 5 8 23 409
Reserves Were Not So Ample After All 0 0 0 21 3 8 27 112
Reserves Were Not So Ample After All 0 0 0 28 4 14 27 47
Reserves Were Not So Ample after All 0 1 1 12 0 4 8 15
The Cost and Duration of Excess Funding Capacity in Tri-Party Repo 0 0 0 4 1 2 5 20
The Dueling Intraday Demands on Reserves 0 0 0 4 1 3 14 22
The Dynamics of Automobile Expenditures 0 0 0 2 1 2 9 60
The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic 0 0 0 49 5 9 18 91
The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic 0 0 0 35 0 2 13 85
The Fed Funds Market during the 2007-09 Financial Crisis 0 0 1 21 0 0 5 31
The Fed Has Two Tools to Influence Money Market Conditions 7 7 7 7 3 3 3 3
The Federal Funds Market over the 2007-09 Crisis 0 0 0 44 1 3 6 38
The Global Dash for Cash in March 2020 0 2 10 21 12 33 73 135
The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020 0 0 1 18 9 29 70 134
The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis 0 1 1 10 3 5 13 189
The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis 0 0 0 10 1 1 9 160
The Market Events of Mid-September 2019 0 0 1 24 5 8 16 78
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 2 6 7 40
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 0 0 83 2 3 6 512
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 1 1 56 1 4 6 304
The Response of Prices, Sales, and Output to Temporary Changes in Demand 0 0 0 43 3 5 14 209
The Rise of Sponsored Service for Clearing Repo 1 1 4 4 4 6 16 16
The U.S. Bilateral Repo Market: Lessons from a New Survey 0 0 0 27 0 1 3 102
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 1 13 3 9 13 43
The Value of Opacity in a Banking Crisis 0 0 0 44 3 4 12 89
The dynamics of automobile expenditures 0 0 0 40 0 1 5 111
The impact of competition on technology adoption: an apples-to-PCs analysis 0 0 2 164 4 5 17 1,004
The market events of mid-September 2019 0 0 0 5 2 4 9 33
The production impact of "cash-for-clunkers": implications for stabilization policy 0 0 0 25 6 10 17 158
The tri-party repo market before the 2010 reforms 0 0 0 35 1 3 13 155
The use of collateral in bilateral repurchase and securities lending agreements 0 0 1 57 1 5 14 153
The welfare effects of incentive schemes 0 0 0 168 1 4 13 748
What Can We Learn from the Timing of Interbank Payments? 0 0 1 26 1 5 15 41
What Quantity of Reserves Is Sufficient? 0 0 1 68 6 10 15 330
What’s Your WAM? Taking Stock of Dealers’ Funding Durability 0 0 0 0 2 3 5 15
Why Dealers Trade in GCF Repo® 0 0 0 3 2 3 7 22
With Abundant Reserves, Do Banks Adjust Reserve Balances to Accommodate Payment Flows? 1 1 1 15 3 3 11 37
Total Working Papers 18 29 64 2,981 229 444 1,115 11,841

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 6 7 13 92
Challenges in identifying interbank loans 0 0 0 9 1 2 11 65
Do long-haul truckers undervalue future fuel savings? 0 0 0 2 4 4 12 41
Explaining the U.S. tri-party repo market 0 1 2 97 6 11 25 305
Information management in times of crisis 0 1 1 5 1 3 11 23
Interest Rates and the Market for New Light Vehicles 0 0 0 6 1 2 17 109
Intertemporal substitution and new car purchases 0 0 0 17 3 7 23 115
Introduction [to A Primer on the GCF Repo® Service] 0 0 0 16 2 11 22 109
Inventories and the automobile market 0 0 1 47 1 1 8 156
Learning Dynamics with Private and Public Signals 0 0 0 12 0 0 10 84
MEASURING THE PRICE OF RESEARCH AND DEVELOPMENT OUTPUT 0 0 0 5 1 4 6 57
Nonlinear Pricing and the Market for Settling Payments 0 0 1 5 4 7 15 48
Price Setting and Rapid Technology Adoption: The Case of the PC Industry 0 0 0 14 2 5 19 105
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 6 8 22 386
Repo over the Financial Crisis 0 0 2 2 5 8 23 26
Reserves Were Not So Ample After All* 0 2 14 16 7 17 63 73
Seasonality, consumer heterogeneity and price indexes: the case of prepackaged software 0 0 0 19 2 2 12 96
THE PRODUCTION IMPACT OF “CASH-FOR-CLUNKERS”: IMPLICATIONS FOR STABILIZATION POLICY 0 0 0 15 3 5 11 97
The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020 0 0 0 2 5 6 25 33
The Market Events of Mid-September 2019 0 0 3 7 2 6 38 77
The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements 0 0 0 73 7 8 27 300
The Welfare Effects of Incentive Schemes 0 0 1 94 1 2 13 604
The financial plumbing of the GCF Repo® Service 0 0 0 19 2 3 8 113
The response of prices, sales, and output to temporary changes in demand 0 0 0 30 2 7 18 255
Total Journal Articles 0 4 26 561 74 136 452 3,369

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 1 12 25 291
Total Chapters 0 0 0 82 1 12 25 291

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 1 2 26 3 5 9 97
Total Software Items 0 1 2 26 3 5 9 97

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Statistics updated 2026-05-06