Access Statistics for Antoine Martin

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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 Closer Look at the Fed’s Balance Sheet Accounting 0 0 2 41 0 0 9 44
A note on bank lending in times of large bank reserves 0 0 1 85 0 1 12 257
A primer on the GCF Repo® Service 0 0 0 28 0 0 9 150
A study of competing designs for a liquidity-saving mechanism 0 0 2 50 0 1 18 195
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 0 14 37
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 0 49 0 4 51 271
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 2 0 0 14 31
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 0 1 14 26
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 13 0 0 13 77
Bank capital regulation and structured finance 0 0 0 80 0 0 8 163
Bank liquidity, interbank markets and monetary policy 0 0 0 437 0 0 17 953
Bank liquidity, interbank markets, and monetary policy 0 0 0 278 0 1 21 611
Banks, Markets, and Efficiency 0 0 0 216 0 0 15 558
Banks, markets, and efficiency 0 0 0 101 0 1 11 359
Banks, markets, and efficiency 0 0 0 83 0 0 10 362
Barriers to network-specific innovation 0 0 0 73 0 0 11 268
Barriers to network-specific innovation 0 0 0 41 0 0 15 234
Bitcoin Is Not a New Type of Money 0 0 0 74 0 0 14 149
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 0 1 15 33
Can the U.S. Interbank Market Be Revived? 0 0 0 24 0 0 8 52
Can the US Interbank Market be Revived? 0 0 0 39 0 0 14 92
Central Banks and Digital Currencies 0 0 3 102 0 1 17 160
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 1 8 332
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 0 0 6 18
Currency competition: a partial vindication of Hayek 0 0 1 149 0 9 24 576
Deciphering Americans’ Views on Cryptocurrencies 0 0 0 35 0 0 9 72
Endogenous multiple currencies 0 0 0 114 0 1 12 454
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 0 2 10 50
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 0 45 0 1 14 86
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 1 36 0 2 9 87
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 57 0 2 25 179
Federal Reserve tools for managing rates and reserves 0 0 0 122 0 1 14 204
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 0 3 17
Financial Innovation: The Origins of the Tri-Party Repo Market 0 0 1 33 0 2 8 30
Financial Intermediaries, Markets, and Growth 0 0 0 138 0 0 13 535
Financial intermediaries, markets and growth 0 0 0 114 0 0 13 508
Financial intermediaries, markets, and growth 0 0 0 127 0 1 9 569
Financial intermediaries, markets, and growth 0 0 0 190 1 2 17 895
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 1 1 62 0 3 22 129
Gates, Fees, and Preemptive Runs 0 0 0 2 0 0 11 32
Gates, Fees, and Preemptive Runs 0 0 0 8 1 1 8 65
Gates, fees, and preemptive runs 0 0 0 14 1 2 15 297
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 1 8 459
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 0 3 12
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 0 2 15 378
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 1 12 17
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 1 78 0 1 16 139
How Competitive are U.S. Treasury Repo Markets? 0 0 2 40 1 6 15 104
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 0 9 30
How Do the Fed's MBS Holdings Affect the Economy? 0 0 0 30 0 5 15 79
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 0 22 0 1 10 45
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 0 0 9 45
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 0 8 29 103
How the Fed Changes the Size of Its Balance Sheet 0 0 3 59 0 0 29 146
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 0 23 1 2 14 45
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 1 1 65 0 1 15 105
How the Fed’s Overnight Reverse Repo Facility Works 0 0 5 69 1 7 54 182
How the High Level of Reserves Benefits the Payment System 0 0 0 23 0 0 11 33
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 28 1 1 12 24
Intraday Timing of General Collateral Repo Markets 1 3 5 35 2 7 45 170
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 0 6 21
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 1 38 0 1 11 128
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 0 2 25 1,282
Liquidity saving mechanisms 0 0 0 14 0 1 12 103
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 0 1 17 219
Liquidity-saving mechanisms 0 0 1 69 0 1 10 302
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 0 0 18 207
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 0 1 20 266
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 0 6 31
Mapping and Sizing the U.S. Repo Market 0 0 1 45 0 1 15 138
Market Failures and Official Sector Interventions 0 0 0 17 0 1 8 60
Measuring Settlement Fails 0 0 1 10 1 2 13 47
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 0 1 21 64
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 0 1 12 60
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 2 6 0 2 12 54
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 29 0 1 10 74
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 0 1 12 475
Monetary policy implementation frameworks: a comparative analysis 0 0 0 120 0 0 10 302
Monetary policy implementation with an ample supply of reserves 0 0 0 13 1 4 18 31
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 0 0 26 64
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 5 0 0 10 27
Money Market Funds and Systemic Risk 0 0 0 17 0 0 11 41
Money market funds intermediation, bank instability, and contagion 1 1 2 84 1 1 20 186
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 0 1 15 310
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 0 10 538
Optimal monetary policy and economic growth 0 0 0 1 0 0 8 47
Optimal monetary policy and economic growth 0 0 0 1 0 0 13 26
Optimal pricing of intra-day liquidity 0 0 1 149 0 0 10 573
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 0 2 10 417
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 0 1 15 264
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 0 1 13 344
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 1 1 9 154
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 1 32 0 0 22 168
Payment networks in a search model of money 0 0 0 83 0 1 15 306
Payments network in a search model of money 0 0 0 0 0 1 8 223
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 0 1 16 33
Pricing Liquidity without Preemptive Runs 0 0 1 8 0 2 4 29
Programming Money Without Programmable Money 0 0 16 16 0 2 11 11
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 34 0 0 8 107
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 0 0 8 569
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 0 1 19 405
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 0 0 15 217
Rediscounting under aggregate risk with moral hazard 0 0 0 57 0 1 18 293
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 1 26 0 1 16 63
Remaining Risks in the Tri-Party Repo Market 0 0 1 7 0 0 6 28
Repo Runs 0 0 0 1 0 1 15 24
Repo Runs 0 0 0 132 1 3 17 255
Repo Runs 0 0 0 0 0 1 13 17
Repo Runs 0 0 0 69 1 1 11 189
Repo Runs 0 0 0 2 1 2 52 116
Repo and Securities Lending 0 0 0 67 0 1 21 210
Repo and securities lending 0 0 0 148 0 2 16 433
Repo over the Financial Crisis 0 0 1 7 0 0 19 43
Repo runs 0 0 1 135 0 9 27 431
Repo runs: evidence from the tri-party repo market 1 2 2 106 3 7 25 416
Repos, fire sales, and bankruptcy policy 0 0 0 33 1 1 10 146
Segregated balance accounts 0 0 1 33 2 4 20 285
Should there be intraday money markets? 0 0 0 70 1 2 14 203
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 1 24 34 76
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 0 11 33
Stressed Outflows and the Supply of Central Bank Reserves 0 0 2 33 1 2 28 122
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 0 1 10 266
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 0 1 7 618
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 0 0 10 13
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 0 0 6 14
The Federal Reserve’s Large-Scale Repo Program 0 0 0 32 0 0 3 80
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 0 41 0 2 26 115
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 0 1 8 43
The Fed’s Latest Tool: A Standing Repo Facility 0 0 4 36 0 1 28 85
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 0 1 14 116
The Fragility of an MMF-Intermediated Financial System 0 1 1 4 0 2 7 23
The Future of Payments Is Not Stablecoins 0 2 18 160 0 4 46 264
The Market Events of Mid-September 2019 0 0 1 24 0 0 16 78
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 1 9 24
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 0 0 7 40
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 0 0 7 70
The Primary Dealer Credit Facility 0 0 0 30 0 6 18 98
The Tobin effect and the Friedman rule 0 0 0 320 1 2 17 1,671
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 0 3 19
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 0 13 1 2 14 45
The fragility of short-term secured funding markets 0 0 0 29 0 1 12 106
The market events of mid-September 2019 0 0 0 5 0 1 9 34
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 2 16 215
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 0 8 101
The risk of fire sales in the tri-party repo market 0 0 0 32 0 1 14 134
The tri-party repo market before the 2010 reforms 0 1 1 36 0 2 15 157
The welfare effects of a liquidity-saving mechanism 0 0 0 45 0 1 11 188
Token- or Account-Based? A Digital Currency Can Be Both 1 1 9 439 2 3 50 1,101
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 0 0 14 70
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 7 1 7 32 51
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 0 0 9 157
Understanding the Interbank GCF Repo® Market 0 0 0 11 1 4 22 92
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 1 2 11 45
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 0 11 28
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 28 0 0 8 34
What’s Up with GCF Repo®? 0 0 1 6 1 3 20 95
When should labor contracts be nominal? 0 0 0 12 0 0 9 185
When should labor contracts be nominal? 0 0 0 45 0 1 7 581
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 0 0 23 74
Who is Afraid of the Friedman Rule 0 0 0 1 0 0 6 10
Who is Afraid of the Friedman Rule? 0 0 0 51 0 0 13 239
Who is Afraid of the Friedman Rule? 0 0 1 68 0 2 15 359
Who is afraid of the Friedman rule? 0 0 0 56 0 1 10 295
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 0 0 14 142
Why Pay Interest on Excess Reserve Balances? 0 0 0 48 0 1 8 47
Why Pay Interest on Required Reserve Balances? 0 0 0 28 0 0 9 40
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 2 9 10
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 0 3 10 307
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 7 12
Total Working Papers 4 13 108 9,335 34 243 2,495 33,281


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 0 239 0 1 19 692
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 0 0 15 143
A transposon-induced epigenetic change leads to sex determination in melon 0 2 3 6 0 4 17 31
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 0 7 168
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 0 0 8 105
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 3 16 95
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 0 2 7
Bank Capital Regulation and Structured Finance 0 0 0 19 1 1 14 109
Bank Capital Regulation and Structured Finance 0 0 0 2 0 1 14 20
Bank Lending in Times of Large Bank Reserves 0 1 1 37 0 2 26 150
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 6 200 1 2 12 558
Banks, markets, and efficiency 0 0 0 43 0 1 21 178
Barriers to network-specific investment 0 0 0 33 0 1 16 271
Can the U.S. Interbank Market Be Revived? 0 0 1 13 0 0 11 62
Contracts and Money Revisited 0 0 0 34 0 0 4 164
Currency competition: A partial vindication of Hayek 0 0 0 77 1 1 10 439
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 1 1 5 96
Divorcing money from monetary policy 1 1 1 98 3 9 25 410
Editors’ Introduction to the Special Issue 0 0 0 1 1 2 5 13
Endogenous Multiple Currencies 0 0 0 40 0 0 13 125
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 0 0 7 48
Explaining the U.S. tri-party repo market 0 0 2 97 0 0 24 305
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 2 16 391
Financial Intermediaries, Markets, and Growth 0 0 1 8 1 4 28 56
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 1 3 19 544
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 0 0 10 68
Is competition in the financial sector a good thing? 0 0 0 0 0 1 7 79
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 0 1 11 615
Liquidity-saving mechanisms 0 0 1 60 1 2 14 352
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 1 30 1 2 17 176
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 2 76 0 0 10 185
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 0 1 18 71
Monetary policy implementation: common goals but different practices 0 0 1 87 1 5 17 313
Optimal monetary policy and economic growth 0 0 0 120 0 0 18 424
Optimal pricing of intraday liquidity 0 0 2 101 1 3 17 365
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 1 1 0 1 14 25
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 1 1 15 157
Payment networks in a search model of money 0 0 0 98 0 1 6 433
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 1 110 0 0 12 461
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 1 7 90
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 0 1 9 29
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 0 10 81
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 0 7 14
Repo Runs 0 0 1 65 1 1 22 208
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 0 36 2 5 26 391
Repos, Fire Sales, and Bankruptcy Policy 0 0 2 103 2 3 20 483
SHOULD THERE BE INTRADAY MONEY MARKETS? 1 1 2 18 2 3 19 94
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 2 54 3 4 33 203
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 1 7 136
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 0 0 9 34
The Market Events of Mid-September 2019 0 0 3 7 2 5 38 82
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 11 1 3 9 68
The Primary Dealer Credit Facility 0 0 0 1 1 2 16 25
The fragility of short-term secured funding markets 0 0 0 64 0 0 7 211
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 0 8 128
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 0 2 7 135
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 1 1 18 144
Total Journal Articles 2 5 34 2,709 31 88 812 11,460


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 0 0 24 291
Total Chapters 0 0 0 82 0 0 24 291


Statistics updated 2026-08-07