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 1 39 0 0 3 35
A note on bank lending in times of large bank reserves 0 0 1 84 0 0 3 245
A primer on the GCF Repo® Service 0 0 1 28 1 3 6 141
A study of competing designs for a liquidity-saving mechanism 0 0 0 48 0 0 3 177
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 0 3 23
Bank Liquidity, Interbank Markets and Monetary Policy 0 1 1 49 0 1 3 220
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 13 0 0 5 64
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 0 0 1 17
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 1 0 0 1 12
Bank capital regulation and structured finance 0 0 0 80 1 1 2 155
Bank liquidity, interbank markets and monetary policy 0 0 0 437 0 0 1 936
Bank liquidity, interbank markets, and monetary policy 0 0 1 278 0 0 5 590
Banks, Markets, and Efficiency 0 0 0 216 0 0 0 543
Banks, markets, and efficiency 0 0 0 83 0 0 0 352
Banks, markets, and efficiency 0 0 0 101 0 1 2 348
Barriers to network-specific innovation 0 0 0 41 0 0 2 219
Barriers to network-specific innovation 0 0 0 73 0 0 0 257
Bitcoin Is Not a New Type of Money 0 0 1 74 1 1 11 135
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 0 0 0 18
Can the U.S. Interbank Market Be Revived? 0 0 0 24 0 0 0 44
Can the US Interbank Market be Revived? 0 0 0 39 1 1 3 78
Central Banks and Digital Currencies 1 1 5 99 1 1 12 143
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 0 2 324
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 0 0 0 12
Currency competition: a partial vindication of Hayek 0 0 0 148 1 1 5 552
Deciphering Americans’ Views on Cryptocurrencies 0 1 1 35 0 2 2 63
Endogenous multiple currencies 0 0 0 114 2 2 2 442
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 1 1 4 40
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 1 2 45 0 2 5 72
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 1 3 35 0 1 6 78
Federal Reserve Tools for Managing Rates and Reserves 0 0 2 56 0 0 2 154
Federal Reserve tools for managing rates and reserves 0 0 1 122 0 0 2 190
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 0 1 14
Financial Innovation: The Origins of the Tri-Party Repo Market 0 0 1 32 1 1 3 22
Financial Intermediaries, Markets, and Growth 0 0 0 138 0 1 6 522
Financial intermediaries, markets and growth 0 0 0 114 0 1 3 495
Financial intermediaries, markets, and growth 0 0 0 190 1 1 1 878
Financial intermediaries, markets, and growth 0 0 0 127 0 1 1 560
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 0 0 2 107
Gates, Fees, and Preemptive Runs 0 0 0 8 0 0 1 57
Gates, Fees, and Preemptive Runs 0 0 0 2 0 0 1 21
Gates, fees, and preemptive runs 0 0 0 14 0 0 11 282
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 0 0 451
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 1 1 5
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 0 0 0 363
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 0 2 9
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 1 1 3 77 1 1 5 123
How Competitive are U.S. Treasury Repo Markets? 0 1 3 38 0 1 8 89
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 2 2 21
How Do the Fed's MBS Holdings Affect the Economy? 0 0 2 30 1 2 5 64
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 1 22 0 0 2 35
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 0 0 1 36
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 1 33 0 0 5 74
How the Fed Changes the Size of Its Balance Sheet 0 1 4 56 0 2 12 117
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 1 23 1 1 4 31
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 1 64 0 1 6 90
How the Fed’s Overnight Reverse Repo Facility Works 0 2 10 64 0 4 20 128
How the High Level of Reserves Benefits the Payment System 0 0 0 23 0 0 2 22
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 27 0 0 2 12
Intraday Timing of General Collateral Repo Markets 0 0 3 30 0 6 22 125
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 0 1 15
Lifting the Veil on the U.S. Bilateral Repo Market 0 1 4 37 0 2 11 117
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 0 0 1 1,257
Liquidity saving mechanisms 0 0 0 14 0 0 2 91
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 2 101 0 0 6 202
Liquidity-saving mechanisms 0 0 0 68 0 0 1 292
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 0 0 0 189
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 2 2 3 246
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 0 0 25
Mapping and Sizing the U.S. Repo Market 0 0 2 44 0 0 7 123
Market Failures and Official Sector Interventions 0 1 4 17 1 2 12 52
Measuring Settlement Fails 0 0 0 9 0 0 3 34
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 2 25 0 0 4 43
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 3 29 0 0 7 64
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 4 0 0 0 42
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 0 1 3 48
Monetary policy implementation frameworks: a comparative analysis 0 0 1 120 1 3 5 292
Monetary policy implementation frameworks: a comparative analysis 0 0 1 166 0 1 3 463
Monetary policy implementation with an ample supply of reserves 0 0 0 13 0 0 3 13
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 1 1 8 38
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 4 2 3 4 17
Money Market Funds and Systemic Risk 0 0 0 17 0 0 2 30
Money market funds intermediation, bank instability, and contagion 0 0 0 82 1 3 4 166
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 0 0 2 295
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 0 6 528
Optimal monetary policy and economic growth 0 0 0 1 0 0 7 39
Optimal monetary policy and economic growth 0 0 0 1 0 0 2 13
Optimal pricing of intra-day liquidity 0 0 0 148 0 0 1 563
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 0 0 0 407
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 0 0 0 249
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 0 1 2 331
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 0 0 3 145
Overnight RRP operations as a monetary policy tool: some design considerations 1 1 1 31 2 2 5 146
Payment networks in a search model of money 0 0 0 83 0 0 0 291
Payments network in a search model of money 0 0 0 0 0 0 2 215
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 0 0 0 17
Pricing Liquidity without Preemptive Runs 0 0 0 7 0 1 1 25
Quantifying the benefits of a liquidity-saving mechanism 0 0 1 34 0 0 1 99
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 0 0 2 561
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 0 0 3 386
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 0 0 1 202
Rediscounting under aggregate risk with moral hazard 0 0 0 57 0 0 0 275
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 2 5 25 0 3 9 47
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 0 0 2 22
Repo Runs 0 0 0 132 0 0 2 238
Repo Runs 0 0 1 1 0 0 2 9
Repo Runs 0 0 0 69 0 0 1 178
Repo Runs 0 0 0 2 0 0 0 64
Repo Runs 0 0 0 0 0 1 1 4
Repo and Securities Lending 0 0 0 67 0 0 2 189
Repo and securities lending 0 0 0 148 0 0 3 417
Repo over the Financial Crisis 0 0 2 6 0 0 3 24
Repo runs 0 1 3 134 0 1 7 404
Repo runs: evidence from the tri-party repo market 0 2 2 104 1 5 15 391
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 1 3 136
Segregated balance accounts 0 0 0 32 1 1 11 265
Should there be intraday money markets? 0 0 0 70 0 1 1 189
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 1 9 0 0 3 42
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 1 2 22
Stressed Outflows and the Supply of Central Bank Reserves 0 0 2 31 0 0 10 94
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 0 0 256
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 0 2 611
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 1 3
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 2 8
The Federal Reserve’s Large-Scale Repo Program 0 2 2 32 0 2 3 77
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 1 1 41 0 1 8 89
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 1 15 0 0 2 35
The Fed’s Latest Tool: A Standing Repo Facility 0 2 4 32 1 7 11 57
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 0 0 3 102
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 0 0 16
The Future of Payments Is Not Stablecoins 3 8 26 142 6 12 41 218
The Market Events of Mid-September 2019 0 0 0 23 0 0 4 62
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 0 2 15
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 2 9 0 0 8 33
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 0 1 2 63
The Primary Dealer Credit Facility 0 0 2 30 1 2 6 80
The Tobin effect and the Friedman rule 0 0 0 320 1 1 7 1,654
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 1 2 16
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 1 1 2 13 1 1 7 31
The fragility of short-term secured funding markets 0 0 0 29 0 3 4 94
The market events of mid-September 2019 0 0 1 5 0 1 6 25
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 0 0 93
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 1 4 199
The risk of fire sales in the tri-party repo market 0 1 1 32 0 1 3 120
The tri-party repo market before the 2010 reforms 0 0 0 35 0 0 3 142
The welfare effects of a liquidity-saving mechanism 0 0 0 45 0 0 2 177
Token- or Account-Based? A Digital Currency Can Be Both 1 8 26 430 3 13 55 1,051
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 1 2 6 56
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 6 1 2 4 19
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 0 0 0 148
Understanding the Interbank GCF Repo® Market 0 0 2 11 1 3 16 70
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 1 8 34
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 0 0 17
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 27 1 1 4 26
What’s Up with GCF Repo®? 0 0 0 5 1 3 13 75
When should labor contracts be nominal? 0 0 0 12 1 3 4 176
When should labor contracts be nominal? 0 0 0 45 0 0 1 574
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 1 14 1 2 4 51
Who is Afraid of the Friedman Rule 0 0 1 1 0 0 2 4
Who is Afraid of the Friedman Rule? 0 0 0 67 0 0 1 344
Who is Afraid of the Friedman Rule? 0 0 0 51 1 1 3 226
Who is afraid of the Friedman rule? 0 0 0 56 0 0 3 285
Why Central Bank Digital Currencies? 0 0 2 54 0 0 4 40
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 0 0 0 128
Why Pay Interest on Excess Reserve Balances? 0 1 1 48 0 2 5 39
Why Pay Interest on Required Reserve Balances? 0 0 1 28 0 0 5 31
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 1 1 1 297
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 1 1 5
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 1 1
Total Working Papers 8 42 169 9,227 48 149 704 30,786


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 1 1 2 239 1 1 3 673
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 0 1 4 128
A transposon-induced epigenetic change leads to sex determination in melon 1 1 1 3 1 1 4 14
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 1 7 161
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 0 0 2 97
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 0 1 79
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 0 2 5
Bank Capital Regulation and Structured Finance 0 0 0 19 1 1 2 95
Bank Capital Regulation and Structured Finance 0 1 1 2 0 1 1 6
Bank Lending in Times of Large Bank Reserves 0 1 2 36 0 1 5 124
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 2 194 0 5 11 546
Banks, markets, and efficiency 0 0 0 43 0 0 0 157
Barriers to network-specific investment 0 0 0 33 1 2 2 255
Can the U.S. Interbank Market Be Revived? 0 0 0 12 0 0 1 51
Contracts and Money Revisited 0 0 0 34 0 0 1 160
Currency competition: A partial vindication of Hayek 1 1 1 77 1 1 8 429
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 1 1 91
Divorcing money from monetary policy 0 1 1 97 1 2 16 385
Editors’ Introduction to the Special Issue 0 0 0 1 0 0 0 8
Endogenous Multiple Currencies 0 0 0 40 0 0 1 112
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 0 0 2 41
Explaining the U.S. tri-party repo market 0 0 1 95 1 1 9 281
Financial Intermediaries, Markets, and Growth 0 0 1 7 1 1 2 28
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 0 2 375
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 0 0 0 525
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 0 0 2 58
Is competition in the financial sector a good thing? 0 0 0 0 0 0 0 72
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 0 0 8 604
Liquidity-saving mechanisms 0 0 1 59 2 3 10 338
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 1 29 0 1 5 159
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 1 74 1 2 3 175
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 0 0 0 53
Monetary policy implementation: common goals but different practices 0 0 2 86 1 2 5 296
Optimal monetary policy and economic growth 0 0 0 120 2 2 15 406
Optimal pricing of intraday liquidity 0 0 0 99 1 1 4 348
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 0 0 1 142
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 0 0 0 2 11
Payment networks in a search model of money 0 1 1 98 1 2 6 427
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 0 109 0 1 3 449
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 2 2 2 83
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 0 0 2 20
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 2 2 4 71
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 0 1 7
Repo Runs 0 1 4 64 1 5 16 186
Repo Runs: Evidence from the Tri-Party Repo Market 0 1 1 36 0 1 3 365
Repos, Fire Sales, and Bankruptcy Policy 0 2 2 101 1 4 4 463
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 0 16 1 2 3 75
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 1 52 0 0 3 170
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 0 0 2 129
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 1 1 3 25
The Market Events of Mid-September 2019 0 0 0 4 0 5 10 44
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 1 2 3 59
The Primary Dealer Credit Facility 0 0 0 1 1 2 2 9
The fragility of short-term secured funding markets 0 0 0 64 1 1 2 204
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 0 0 120
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 0 0 2 128
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 2 2 2 126
Total Journal Articles 3 12 27 2,675 29 63 215 10,648


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 2 82 0 1 12 267
Total Chapters 0 0 2 82 0 1 12 267


Statistics updated 2025-08-05