Access Statistics for Antoine Martin

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 Closer Look at the Fed’s Balance Sheet Accounting 0 1 2 41 2 4 9 44
A note on bank lending in times of large bank reserves 0 0 1 85 2 6 11 256
A primer on the GCF Repo® Service 0 0 0 28 0 2 12 150
A study of competing designs for a liquidity-saving mechanism 0 0 2 50 4 6 17 194
Are Higher Haircuts Better? A Paradox 0 0 0 1 7 9 14 37
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 1 49 2 19 48 267
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 2 1 2 14 31
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 13 1 2 13 77
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 4 6 13 25
Bank capital regulation and structured finance 0 0 0 80 2 3 9 163
Bank liquidity, interbank markets and monetary policy 0 0 0 437 2 7 17 953
Bank liquidity, interbank markets, and monetary policy 0 0 0 278 4 7 20 610
Banks, Markets, and Efficiency 0 0 0 216 3 6 15 558
Banks, markets, and efficiency 0 0 0 83 3 4 10 362
Banks, markets, and efficiency 0 0 0 101 1 4 11 358
Barriers to network-specific innovation 0 0 0 41 0 6 15 234
Barriers to network-specific innovation 0 0 0 73 2 3 11 268
Bitcoin Is Not a New Type of Money 0 0 0 74 0 1 15 149
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 7 9 14 32
Can the U.S. Interbank Market Be Revived? 0 0 0 24 1 3 8 52
Can the US Interbank Market be Revived? 0 0 0 39 2 5 15 92
Central Banks and Digital Currencies 1 1 4 102 2 3 17 159
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 2 2 7 331
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 2 2 6 18
Currency competition: a partial vindication of Hayek 0 0 1 149 4 7 16 567
Deciphering Americans’ Views on Cryptocurrencies 0 0 1 35 3 3 11 72
Endogenous multiple currencies 0 0 0 114 2 2 13 453
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
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 1 45 1 5 15 85
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 2 36 1 3 8 85
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 57 6 9 23 177
Federal Reserve tools for managing rates and reserves 0 0 0 122 2 6 13 203
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 1 1 3 17
Financial Innovation: The Origins of the Tri-Party Repo Market 0 1 1 33 2 3 7 28
Financial Intermediaries, Markets, and Growth 0 0 0 138 2 5 14 535
Financial intermediaries, markets and growth 0 0 0 114 2 3 14 508
Financial intermediaries, markets, and growth 0 0 0 190 0 2 16 893
Financial intermediaries, markets, and growth 0 0 0 127 1 2 9 568
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 4 6 19 126
Gates, Fees, and Preemptive Runs 0 0 0 8 2 2 7 64
Gates, Fees, and Preemptive Runs 0 0 0 2 5 6 11 32
Gates, fees, and preemptive runs 0 0 0 14 4 4 13 295
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 2 4 7 458
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 1 6 13 376
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 2 3 12
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 4 7 12 16
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 2 78 1 8 16 138
How Competitive are U.S. Treasury Repo Markets? 0 2 3 40 1 4 10 98
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 4 4 11 30
How Do the Fed's MBS Holdings Affect the Economy? 0 0 0 30 5 7 12 74
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 0 22 1 3 9 44
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 2 3 9 45
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 7 13 21 95
How the Fed Changes the Size of Its Balance Sheet 0 1 4 59 5 10 31 146
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 0 23 3 7 13 43
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 0 64 1 9 15 104
How the Fed’s Overnight Reverse Repo Facility Works 0 1 7 69 5 15 51 175
How the High Level of Reserves Benefits the Payment System 0 0 0 23 1 2 11 33
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 1 1 28 4 5 11 23
Intraday Timing of General Collateral Repo Markets 0 2 2 32 7 19 44 163
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 1 1 6 21
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 2 38 4 6 12 127
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 4 11 23 1,280
Liquidity saving mechanisms 0 0 0 14 1 6 11 102
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 2 4 16 218
Liquidity-saving mechanisms 0 1 1 69 1 4 9 301
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 1 7 21 265
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 4 9 18 207
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
Market Failures and Official Sector Interventions 0 0 1 17 1 2 9 59
Measuring Settlement Fails 0 1 1 10 4 7 11 45
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 7 11 20 63
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 0 4 12 59
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 29 3 3 9 73
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 2 6 0 2 10 52
Monetary policy implementation frameworks: a comparative analysis 0 0 0 120 1 6 13 302
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 2 3 12 474
Monetary policy implementation with an ample supply of reserves 0 0 0 13 3 8 14 27
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 4 16 27 64
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 5 2 3 13 27
Money Market Funds and Systemic Risk 0 0 0 17 2 5 11 41
Money market funds intermediation, bank instability, and contagion 0 0 1 83 3 8 22 185
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 3 7 14 309
Optimal Monetary Policy and Economic Growth 0 0 0 240 1 4 10 538
Optimal monetary policy and economic growth 0 0 0 1 1 4 8 47
Optimal monetary policy and economic growth 0 0 0 1 4 5 13 26
Optimal pricing of intra-day liquidity 0 0 1 149 2 4 10 573
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 3 4 8 415
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 4 5 14 263
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 1 3 13 343
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 2 6 8 153
Overnight RRP operations as a monetary policy tool: some design considerations 0 1 2 32 1 3 24 168
Payment networks in a search model of money 0 0 0 83 2 5 14 305
Payments network in a search model of money 0 0 0 0 2 2 7 222
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 2 5 15 32
Pricing Liquidity without Preemptive Runs 0 0 1 8 0 1 3 27
Programming Money Without Programmable Money 0 16 16 16 3 9 9 9
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 34 1 1 8 107
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 1 2 8 569
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 1 8 18 404
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 4 7 15 217
Rediscounting under aggregate risk with moral hazard 0 0 0 57 3 5 17 292
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 3 26 4 7 18 62
Remaining Risks in the Tri-Party Repo Market 0 1 1 7 2 3 6 28
Repo Runs 0 0 0 69 2 2 10 188
Repo Runs 0 0 0 0 0 2 13 16
Repo Runs 0 0 0 1 5 6 14 23
Repo Runs 0 0 0 132 1 7 14 252
Repo Runs 0 0 0 2 2 3 50 114
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 over the Financial Crisis 0 0 1 7 6 8 19 43
Repo runs 0 0 2 135 4 5 19 422
Repo runs: evidence from the tri-party repo market 0 0 2 104 5 8 23 409
Repos, fire sales, and bankruptcy policy 0 0 0 33 4 4 10 145
Segregated balance accounts 0 0 1 33 3 4 17 281
Should there be intraday money markets? 0 0 0 70 3 3 13 201
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 3 6 10 52
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 3 3 12 33
Stressed Outflows and the Supply of Central Bank Reserves 0 0 2 33 6 7 26 120
Sub-Optimality of the Friedman Rule in Townsend's Turnpike and Stochastic Relocation Models of Money: Do Finite Lives and Initial Dates Matter? 0 0 0 19 2 2 9 265
Sub-Optimality of the Friedman Rule in Townsends Turnpike and Limited Communication Models of money: Do finite lives and initial dates matter? 0 0 0 55 1 3 6 617
Sub-optimality of the Friedman rule in Townsend's turnpike and stochastic relocation models of money: do finite lives and initial dates matter? 0 0 0 0 1 2 6 14
Sub-optimality of the Friedman rule in Townsend's turnpike and stochastic relocation models of money: do finite lives and initial dates matter? 0 0 0 0 5 8 10 13
The Federal Reserve’s Large-Scale Repo Program 0 0 2 32 1 1 5 80
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 4 7 25 113
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 0 3 7 42
The Fed’s Latest Tool: A Standing Repo Facility 1 1 6 36 2 4 34 84
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 3 8 13 115
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 1 3 5 21
The Future of Payments Is Not Stablecoins 2 4 24 158 4 11 54 260
The Market Events of Mid-September 2019 0 0 1 24 5 8 16 78
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 3 3 8 23
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 2 6 7 40
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 0 4 8 70
The Primary Dealer Credit Facility 0 0 0 30 3 6 14 92
The Tobin effect and the Friedman rule 0 0 0 320 5 10 16 1,669
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 1 1 4 19
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 fragility of short-term secured funding markets 0 0 0 29 3 6 14 105
The market events of mid-September 2019 0 0 0 5 2 4 9 33
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 2 5 15 213
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 1 8 101
The risk of fire sales in the tri-party repo market 0 0 1 32 3 8 14 133
The tri-party repo market before the 2010 reforms 0 0 0 35 1 3 13 155
The welfare effects of a liquidity-saving mechanism 0 0 0 45 1 4 10 187
Token- or Account-Based? A Digital Currency Can Be Both 2 3 16 438 4 10 60 1,098
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 8 10 16 70
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 1 1 7 7 18 27 44
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 1 3 9 157
Understanding the Interbank GCF Repo® Market 0 0 0 11 4 6 21 88
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 2 4 10 43
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 2 5 11 28
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 28 2 3 9 34
What’s Up with GCF Repo®? 0 0 1 6 3 5 20 92
When should labor contracts be nominal? 0 0 0 45 2 3 6 580
When should labor contracts be nominal? 0 0 0 12 2 5 12 185
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 6 13 25 74
Who is Afraid of the Friedman Rule 0 0 0 1 3 4 6 10
Who is Afraid of the Friedman Rule? 0 0 0 51 2 8 14 239
Who is Afraid of the Friedman Rule? 0 0 1 68 5 8 13 357
Who is afraid of the Friedman rule? 0 0 0 56 0 0 9 294
Why Central Bank Digital Currencies? 0 0 0 54 0 0 11 51
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 3 5 14 142
Why Pay Interest on Excess Reserve Balances? 0 0 1 48 1 2 9 46
Why Pay Interest on Required Reserve Balances? 0 0 0 28 3 4 9 40
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 3 3 7 8
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 0 1 8 304
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 1 2 8 12
Total Working Papers 6 39 137 9,322 429 882 2,401 33,038

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A guide to deposit insurance reform 0 0 1 239 2 3 19 691
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 1 2 16 143
A transposon-induced epigenetic change leads to sex determination in melon 0 0 2 4 3 6 14 27
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 3 8 168
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 2 4 8 105
An empirical analysis of the GCF Repo® Service 0 0 0 13 6 7 13 92
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 1 1 2 7
Bank Capital Regulation and Structured Finance 0 0 1 2 3 4 14 19
Bank Capital Regulation and Structured Finance 0 0 0 19 3 4 14 108
Bank Lending in Times of Large Bank Reserves 0 0 1 36 5 5 25 148
Bank Liquidity, Interbank Markets, and Monetary Policy 1 1 7 200 2 3 15 556
Banks, markets, and efficiency 0 0 0 43 6 6 20 177
Barriers to network-specific investment 0 0 0 33 5 5 17 270
Can the U.S. Interbank Market Be Revived? 1 1 1 13 3 3 11 62
Contracts and Money Revisited 0 0 0 34 2 4 4 164
Currency competition: A partial vindication of Hayek 0 0 1 77 0 5 10 438
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 2 3 5 95
Divorcing money from monetary policy 0 0 1 97 2 4 18 401
Editors’ Introduction to the Special Issue 0 0 0 1 0 1 3 11
Endogenous Multiple Currencies 0 0 0 40 2 4 13 125
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 2 3 7 48
Explaining the U.S. tri-party repo market 0 1 2 97 6 11 25 305
Financial Intermediaries, Markets, and Growth 0 0 0 98 1 4 14 389
Financial Intermediaries, Markets, and Growth 0 0 1 8 1 11 25 52
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 3 7 16 541
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 4 5 10 68
Is competition in the financial sector a good thing? 0 0 0 0 1 1 6 78
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 4 4 10 614
Liquidity-saving mechanisms 0 0 1 60 1 3 15 350
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 1 30 0 1 16 174
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 2 2 76 1 4 12 185
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 6 7 17 70
Monetary policy implementation: common goals but different practices 0 0 1 87 2 2 14 308
Optimal monetary policy and economic growth 0 0 0 120 3 10 20 424
Optimal pricing of intraday liquidity 0 0 2 101 0 4 15 362
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 1 1 1 2 7 13 24
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 2 4 14 156
Payment networks in a search model of money 0 0 1 98 0 0 7 432
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 1 110 3 5 13 461
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 2 2 8 89
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 1 4 8 28
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 2 3 7 14
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 1 1 12 81
Repo Runs 0 0 2 65 1 5 26 207
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 6 8 22 386
Repos, Fire Sales, and Bankruptcy Policy 0 2 4 103 5 9 21 480
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 17 3 3 18 91
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 1 2 54 0 5 29 199
Sub-optimality of the Friedman rule in Townsend's turnpike and stochastic relocation models of money: Do finite lives and initial dates matter? 0 0 0 28 1 2 6 135
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 4 5 10 34
The Market Events of Mid-September 2019 0 0 3 7 2 6 38 77
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 11 1 2 8 65
The Primary Dealer Credit Facility 0 0 0 1 3 8 16 23
The fragility of short-term secured funding markets 0 0 0 64 2 3 8 211
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 2 3 8 128
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 2 2 5 133
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 2 4 19 143
Total Journal Articles 2 9 41 2,704 132 245 787 11,372

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

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Statistics updated 2026-05-06