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 1 1 40 2 3 6 40
A note on bank lending in times of large bank reserves 0 1 2 85 2 5 8 250
A primer on the GCF Repo® Service 0 0 1 28 2 5 12 148
A study of competing designs for a liquidity-saving mechanism 0 0 2 50 6 9 12 188
Are Higher Haircuts Better? A Paradox 0 0 0 1 3 5 6 28
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 1 49 13 27 31 248
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 1 2 4 6 7 19
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 13 4 10 13 75
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 2 3 10 12 29
Bank capital regulation and structured finance 0 0 0 80 3 5 7 160
Bank liquidity, interbank markets and monetary policy 0 0 0 437 4 9 11 946
Bank liquidity, interbank markets, and monetary policy 0 0 1 278 5 9 16 603
Banks, Markets, and Efficiency 0 0 0 216 5 9 9 552
Banks, markets, and efficiency 0 0 0 83 1 5 6 358
Banks, markets, and efficiency 0 0 0 101 2 5 7 354
Barriers to network-specific innovation 0 0 0 41 6 9 10 228
Barriers to network-specific innovation 0 0 0 73 5 8 8 265
Bitcoin Is Not a New Type of Money 0 0 1 74 2 11 19 148
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 2 5 5 23
Can the U.S. Interbank Market Be Revived? 0 0 0 24 1 4 5 49
Can the US Interbank Market be Revived? 0 0 0 39 7 8 12 87
Central Banks and Digital Currencies 0 1 4 101 5 9 19 156
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 2 3 6 329
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 1 4 4 16
Currency competition: a partial vindication of Hayek 0 1 1 149 5 8 9 560
Deciphering Americans’ Views on Cryptocurrencies 0 0 1 35 2 5 8 69
Endogenous multiple currencies 0 0 0 114 5 7 11 451
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 1 3 7 46
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 1 45 3 7 12 80
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 2 36 0 3 5 82
Federal Reserve Tools for Managing Rates and Reserves 0 1 1 57 3 11 14 168
Federal Reserve tools for managing rates and reserves 0 0 1 122 2 7 8 197
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 2 2 2 16
Financial Innovation: The Origins of the Tri-Party Repo Market 0 0 0 32 1 3 4 25
Financial Intermediaries, Markets, and Growth 0 0 0 138 4 8 11 530
Financial intermediaries, markets and growth 0 0 0 114 2 7 11 505
Financial intermediaries, markets, and growth 0 0 0 190 8 11 14 891
Financial intermediaries, markets, and growth 0 0 0 127 3 6 7 566
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 6 12 14 120
Gates, Fees, and Preemptive Runs 0 0 0 2 0 4 6 26
Gates, Fees, and Preemptive Runs 0 0 0 8 3 4 6 62
Gates, fees, and preemptive runs 0 0 0 14 6 9 11 291
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 1 1 3 454
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 1 2 10
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 2 2 5 9
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 4 6 7 370
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 1 3 78 3 7 11 130
How Competitive are U.S. Treasury Repo Markets? 0 0 2 38 3 5 8 94
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 1 4 7 26
How Do the Fed's MBS Holdings Affect the Economy? 0 0 1 30 2 3 7 67
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 1 22 1 5 7 41
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 1 3 6 42
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 5 7 10 82
How the Fed Changes the Size of Its Balance Sheet 1 1 5 58 8 14 24 136
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 1 23 2 4 8 36
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 1 64 2 4 8 95
How the Fed’s Overnight Reverse Repo Facility Works 0 0 7 68 10 24 40 160
How the High Level of Reserves Benefits the Payment System 0 0 0 23 6 7 10 31
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 27 3 6 8 18
Intraday Timing of General Collateral Repo Markets 0 0 1 30 8 15 32 144
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 3 5 5 20
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 2 38 2 3 9 121
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 6 9 13 1,269
Liquidity saving mechanisms 0 0 0 14 2 5 6 96
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 3 9 13 214
Liquidity-saving mechanisms 0 0 0 68 1 5 5 297
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 3 8 9 198
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 5 10 14 258
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 1 1 26
Mapping and Sizing the U.S. Repo Market 0 0 1 45 3 9 12 134
Market Failures and Official Sector Interventions 0 0 3 17 4 4 12 57
Measuring Settlement Fails 0 0 0 9 1 4 7 38
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 4 7 10 52
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 3 5 8 55
Monetary Policy Implementation with an Ample Supply of Reserves 0 1 2 6 4 5 8 50
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 2 29 4 5 10 70
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 3 8 9 471
Monetary policy implementation frameworks: a comparative analysis 0 0 1 120 1 3 8 296
Monetary policy implementation with an ample supply of reserves 0 0 0 13 3 4 8 19
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 5 2 5 10 24
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 5 7 12 48
Money Market Funds and Systemic Risk 0 0 0 17 2 6 7 36
Money market funds intermediation, bank instability, and contagion 0 0 1 83 5 9 15 177
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 4 6 8 302
Optimal Monetary Policy and Economic Growth 0 0 0 240 3 6 9 534
Optimal monetary policy and economic growth 0 0 0 1 5 7 9 21
Optimal monetary policy and economic growth 0 0 0 1 2 3 4 43
Optimal pricing of intra-day liquidity 1 1 1 149 3 5 6 569
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 1 4 4 411
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 5 9 9 258
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 2 9 11 340
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 0 0 2 147
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 1 31 6 15 21 165
Payment networks in a search model of money 0 0 0 83 4 8 9 300
Payments network in a search model of money 0 0 0 0 2 4 5 220
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 6 8 10 27
Pricing Liquidity without Preemptive Runs 1 1 1 8 1 1 2 26
Programming Money Without Programmable Money 0 0 0 0 0 0 0 0
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 34 0 4 7 106
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 4 6 7 567
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 10 10 11 396
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 3 6 9 210
Rediscounting under aggregate risk with moral hazard 0 0 0 57 5 9 12 287
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 4 26 4 6 12 55
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 1 2 4 25
Repo Runs 0 0 0 0 4 9 11 14
Repo Runs 0 0 0 69 5 8 8 186
Repo Runs 0 0 0 132 3 6 7 245
Repo Runs 0 0 0 1 3 7 8 17
Repo Runs 0 0 0 2 25 46 47 111
Repo and Securities Lending 0 0 0 67 5 12 16 204
Repo and securities lending 0 0 0 148 3 10 14 428
Repo over the Financial Crisis 0 0 1 7 3 7 11 35
Repo runs 0 0 4 135 8 11 16 417
Repo runs: evidence from the tri-party repo market 0 0 2 104 2 7 18 401
Repos, fire sales, and bankruptcy policy 0 0 0 33 3 5 6 141
Segregated balance accounts 0 0 1 33 3 7 16 277
Should there be intraday money markets? 0 0 0 70 5 8 10 198
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 2 2 5 46
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 5 8 10 30
Stressed Outflows and the Supply of Central Bank Reserves 0 0 2 33 2 13 20 113
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 3 7 263
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 2 2 4 614
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 2 2 2 5
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 5 12
The Federal Reserve’s Large-Scale Repo Program 0 0 2 32 1 1 5 79
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 9 16 19 106
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 1 15 3 4 6 39
The Fed’s Latest Tool: A Standing Repo Facility 1 1 7 35 4 12 32 80
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 2 4 6 107
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 2 2 18
The Future of Payments Is Not Stablecoins 1 6 23 154 7 19 50 249
The Market Events of Mid-September 2019 0 0 1 24 3 4 11 70
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 4 7 20
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 0 1 5 34
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 3 3 5 66
The Primary Dealer Credit Facility 0 0 1 30 3 5 9 86
The Tobin effect and the Friedman rule 0 0 0 320 3 5 9 1,659
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 2 2 3 18
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 1 13 2 3 7 34
The fragility of short-term secured funding markets 0 0 0 29 3 5 8 99
The market events of mid-September 2019 0 0 1 5 2 4 9 29
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 3 8 12 208
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 4 6 7 100
The risk of fire sales in the tri-party repo market 0 0 1 32 2 5 7 125
The tri-party repo market before the 2010 reforms 0 0 0 35 3 8 11 152
The welfare effects of a liquidity-saving mechanism 0 0 0 45 2 4 6 183
Token- or Account-Based? A Digital Currency Can Be Both 1 3 20 435 10 29 64 1,088
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 2 4 7 60
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 0 6 6 7 10 26
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 0 4 6 154
Understanding the Interbank GCF Repo® Market 0 0 0 11 4 9 19 82
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 2 2 9 39
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 2 6 6 23
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 1 1 28 2 4 7 31
What’s Up with GCF Repo®? 0 0 1 6 3 7 18 87
When should labor contracts be nominal? 0 0 0 45 0 1 3 577
When should labor contracts be nominal? 0 0 0 12 3 4 7 180
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 6 7 13 61
Who is Afraid of the Friedman Rule 0 0 1 1 0 2 3 6
Who is Afraid of the Friedman Rule? 0 0 1 68 1 4 6 349
Who is Afraid of the Friedman Rule? 0 0 0 51 3 5 7 231
Who is afraid of the Friedman rule? 0 0 0 56 5 8 11 294
Why Central Bank Digital Currencies? 0 0 1 54 3 10 13 51
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 5 9 9 137
Why Pay Interest on Excess Reserve Balances? 0 0 1 48 2 5 10 44
Why Pay Interest on Required Reserve Balances? 0 0 1 28 4 5 6 36
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 3 4 6 10
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 2 4 5 5
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 2 4 7 303
Total Working Papers 6 22 141 9,283 567 1,126 1,725 32,156


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 4 11 16 688
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 10 12 15 141
A transposon-induced epigenetic change leads to sex determination in melon 0 0 2 4 1 5 8 21
An economic analysis of liquidity-saving mechanisms 0 0 0 36 2 3 7 165
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 2 4 5 101
An empirical analysis of the GCF Repo® Service 0 0 0 13 3 6 6 85
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 0 2 6
Bank Capital Regulation and Structured Finance 0 0 1 2 4 7 10 15
Bank Capital Regulation and Structured Finance 0 0 0 19 3 8 10 104
Bank Lending in Times of Large Bank Reserves 0 0 1 36 11 16 21 143
Bank Liquidity, Interbank Markets, and Monetary Policy 2 5 6 199 3 7 14 553
Banks, markets, and efficiency 0 0 0 43 7 12 14 171
Barriers to network-specific investment 0 0 0 33 8 10 12 265
Can the U.S. Interbank Market Be Revived? 0 0 0 12 6 7 9 59
Contracts and Money Revisited 0 0 0 34 0 0 1 160
Currency competition: A partial vindication of Hayek 0 0 1 77 4 4 8 433
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 1 1 2 92
Divorcing money from monetary policy 0 0 1 97 5 11 19 397
Editors’ Introduction to the Special Issue 0 0 0 1 1 2 2 10
Endogenous Multiple Currencies 0 0 0 40 4 8 10 121
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 2 4 5 45
Explaining the U.S. tri-party repo market 1 1 1 96 7 13 16 294
Financial Intermediaries, Markets, and Growth 0 0 0 98 4 7 11 385
Financial Intermediaries, Markets, and Growth 0 0 1 8 8 12 14 41
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 3 7 9 534
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 3 4 7 63
Is competition in the financial sector a good thing? 0 0 0 0 3 3 5 77
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 3 4 9 610
Liquidity-saving mechanisms 0 0 2 60 4 7 15 347
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 1 2 30 5 12 17 173
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 0 74 4 6 8 181
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 3 6 10 63
Monetary policy implementation: common goals but different practices 0 0 1 87 6 9 13 306
Optimal monetary policy and economic growth 0 0 0 120 3 6 15 414
Optimal pricing of intraday liquidity 1 1 2 101 5 7 14 358
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 5 9 11 152
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 0 4 5 6 17
Payment networks in a search model of money 0 0 1 98 2 5 8 432
Recent evolution of large-value payment systems: balancing liquidity and risk 1 1 1 110 4 7 9 456
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 2 4 6 87
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 3 4 4 24
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 2 4 4 11
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 6 8 11 80
Repo Runs 1 1 2 65 6 14 23 202
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 7 13 14 378
Repos, Fire Sales, and Bankruptcy Policy 0 0 2 101 5 6 12 471
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 17 3 8 16 88
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 2 53 7 15 25 194
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 3 4 5 133
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 1 3 6 29
The Market Events of Mid-September 2019 0 3 3 7 6 15 34 71
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 0 2 7 63
The Primary Dealer Credit Facility 0 0 0 1 3 6 8 15
The fragility of short-term secured funding markets 0 0 0 64 2 3 6 208
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 4 5 5 125
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 0 1 5 131
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 9 13 15 139
Total Journal Articles 6 13 36 2,695 226 395 599 11,127


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 7 10 19 279
Total Chapters 0 0 0 82 7 10 19 279


Statistics updated 2026-02-12