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 1 1 2 40 1 3 5 38
A note on bank lending in times of large bank reserves 0 0 1 84 1 1 4 246
A primer on the GCF Repo® Service 0 0 1 28 2 4 9 145
A study of competing designs for a liquidity-saving mechanism 0 2 2 50 1 3 6 180
Are Higher Haircuts Better? A Paradox 0 0 0 1 1 1 2 24
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 1 49 8 8 12 229
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 1 1 2 2 14
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 4 5 7 23
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 13 5 6 9 70
Bank capital regulation and structured finance 0 0 0 80 0 0 2 155
Bank liquidity, interbank markets and monetary policy 0 0 0 437 2 2 4 939
Bank liquidity, interbank markets, and monetary policy 0 0 1 278 1 3 10 595
Banks, Markets, and Efficiency 0 0 0 216 2 2 2 545
Banks, markets, and efficiency 0 0 0 101 2 3 4 351
Banks, markets, and efficiency 0 0 0 83 2 3 3 355
Barriers to network-specific innovation 0 0 0 41 0 0 1 219
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 2 4 12 139
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 2 3 3 47
Can the US Interbank Market be Revived? 0 0 0 39 1 1 5 80
Central Banks and Digital Currencies 1 1 5 101 1 4 15 148
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 1 4 326
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 1 1 1 13
Currency competition: a partial vindication of Hayek 0 0 0 148 2 2 7 554
Deciphering Americans’ Views on Cryptocurrencies 0 0 1 35 1 2 4 65
Endogenous multiple currencies 0 0 0 114 2 4 6 446
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 1 4 6 44
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 1 45 0 0 5 73
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 1 4 36 0 1 5 79
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 56 4 7 8 161
Federal Reserve tools for managing rates and reserves 0 0 1 122 4 4 5 194
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 0 0 14
Financial Innovation: The Origins of the Tri-Party Repo Market 0 0 0 32 0 0 2 22
Financial Intermediaries, Markets, and Growth 0 0 0 138 1 1 5 523
Financial intermediaries, markets and growth 0 0 0 114 3 6 9 501
Financial intermediaries, markets, and growth 0 0 0 127 2 2 3 562
Financial intermediaries, markets, and growth 0 0 0 190 2 3 5 882
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 4 5 6 112
Gates, Fees, and Preemptive Runs 0 0 0 8 1 1 3 59
Gates, Fees, and Preemptive Runs 0 0 0 2 0 0 2 22
Gates, fees, and preemptive runs 0 0 0 14 1 1 5 283
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 2 2 453
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 0 1 9
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 1 1 2 365
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 2 3 7
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 1 1 3 78 3 3 7 126
How Competitive are U.S. Treasury Repo Markets? 0 0 2 38 1 1 6 90
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 1 2 4 23
How Do the Fed's MBS Holdings Affect the Economy? 0 0 1 30 1 1 5 65
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 1 22 2 3 5 38
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 1 4 5 40
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 0 1 5 75
How the Fed Changes the Size of Its Balance Sheet 0 1 4 57 2 5 15 124
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 1 23 1 2 5 33
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 1 64 1 1 5 92
How the Fed’s Overnight Reverse Repo Facility Works 0 4 8 68 0 7 17 136
How the High Level of Reserves Benefits the Payment System 0 0 0 23 0 1 4 24
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 27 2 2 4 14
Intraday Timing of General Collateral Repo Markets 0 0 2 30 5 8 27 134
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 1 1 1 16
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 3 38 1 1 9 119
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 2 4 6 1,262
Liquidity saving mechanisms 0 0 0 14 1 1 2 92
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 4 6 9 209
Liquidity-saving mechanisms 0 0 0 68 0 0 0 292
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 4 5 5 194
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 2 4 6 250
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 1 1 1 26
Mapping and Sizing the U.S. Repo Market 0 1 1 45 2 4 7 127
Market Failures and Official Sector Interventions 0 0 3 17 0 1 8 53
Measuring Settlement Fails 0 0 0 9 1 1 4 35
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 1 25 1 2 5 46
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 1 3 5 51
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 3 29 0 0 6 65
Monetary Policy Implementation with an Ample Supply of Reserves 0 1 1 5 0 2 3 45
Monetary policy implementation frameworks: a comparative analysis 0 0 1 120 0 1 5 293
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 1 1 3 464
Monetary policy implementation with an ample supply of reserves 0 0 0 13 1 2 5 16
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 1 4 10 42
Money Market Fund Vulnerabilities: A Global Perspective 0 1 2 5 1 3 7 20
Money Market Funds and Systemic Risk 0 0 0 17 1 1 3 31
Money market funds intermediation, bank instability, and contagion 0 1 1 83 0 2 6 168
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 2 2 4 298
Optimal Monetary Policy and Economic Growth 0 0 0 240 3 3 7 531
Optimal monetary policy and economic growth 0 0 0 1 1 1 3 15
Optimal monetary policy and economic growth 0 0 0 1 0 1 3 40
Optimal pricing of intra-day liquidity 0 0 0 148 0 1 2 564
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 1 1 1 250
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 4 4 6 335
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 0 1 2 147
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 1 31 2 4 11 152
Payment networks in a search model of money 0 0 0 83 0 1 1 292
Payments network in a search model of money 0 0 0 0 0 1 1 216
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 0 0 2 19
Pricing Liquidity without Preemptive Runs 0 0 0 7 0 0 1 25
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 34 2 5 5 104
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 2 2 3 563
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 0 0 1 386
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 1 2 4 205
Rediscounting under aggregate risk with moral hazard 0 0 0 57 1 4 4 279
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 5 26 0 1 8 49
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 1 2 3 24
Repo Runs 0 0 0 0 2 3 4 7
Repo Runs 0 0 0 69 0 0 0 178
Repo Runs 0 0 0 2 3 4 4 68
Repo Runs 0 0 0 132 0 1 2 239
Repo Runs 0 0 1 1 1 2 3 11
Repo and Securities Lending 0 0 0 67 1 3 6 193
Repo and securities lending 0 0 0 148 3 3 7 421
Repo over the Financial Crisis 0 0 2 7 4 7 9 32
Repo runs 0 0 4 135 2 3 9 408
Repo runs: evidence from the tri-party repo market 0 0 2 104 3 6 17 397
Repos, fire sales, and bankruptcy policy 0 0 0 33 1 1 4 137
Segregated balance accounts 0 1 1 33 2 6 11 272
Should there be intraday money markets? 0 0 0 70 1 1 3 191
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 0 2 3 44
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 1 1 3 23
Stressed Outflows and the Supply of Central Bank Reserves 0 1 2 33 8 12 16 108
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 3 4 260
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 3 612
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 0 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 1 3 4 11
The Federal Reserve’s Large-Scale Repo Program 0 0 2 32 0 1 4 78
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 1 2 6 91
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 6 34 1 11 22 69
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 1 2 3 104
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 1 1 1 17
The Future of Payments Is Not Stablecoins 3 7 26 151 7 15 47 237
The Market Events of Mid-September 2019 0 0 1 24 1 3 8 67
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 2 3 5 18
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 1 9 0 0 6 33
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 0 0 2 63
The Primary Dealer Credit Facility 0 0 2 30 1 1 6 82
The Tobin effect and the Friedman rule 0 0 0 320 0 0 5 1,654
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 0 1 16
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 2 13 0 0 7 31
The fragility of short-term secured funding markets 0 0 0 29 0 0 3 94
The market events of mid-September 2019 0 0 1 5 1 1 6 26
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 1 1 94
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 2 3 6 202
The risk of fire sales in the tri-party repo market 0 0 1 32 1 1 3 121
The tri-party repo market before the 2010 reforms 0 0 0 35 3 4 6 147
The welfare effects of a liquidity-saving mechanism 0 0 0 45 1 3 5 180
Token- or Account-Based? A Digital Currency Can Be Both 2 4 22 434 7 13 49 1,066
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 1 1 4 57
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 0 6 1 1 4 20
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 2 4 4 152
Understanding the Interbank GCF Repo® Market 0 0 0 11 4 6 17 77
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 3 11 37
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? 1 1 2 28 1 1 6 28
What’s Up with GCF Repo®? 0 1 1 6 1 5 14 81
When should labor contracts be nominal? 0 0 0 12 0 0 4 176
When should labor contracts be nominal? 0 0 0 45 0 1 3 576
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 0 2 6 54
Who is Afraid of the Friedman Rule 0 0 1 1 0 0 2 4
Who is Afraid of the Friedman Rule? 0 1 1 68 2 3 4 347
Who is Afraid of the Friedman Rule? 0 0 0 51 1 1 4 227
Who is afraid of the Friedman rule? 0 0 0 56 1 2 4 287
Why Central Bank Digital Currencies? 0 0 1 54 2 3 6 43
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 3 3 3 131
Why Pay Interest on Excess Reserve Balances? 0 0 1 48 1 1 6 40
Why Pay Interest on Required Reserve Balances? 0 0 1 28 1 1 4 32
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 1 2 6
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 1 1 2 2
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 1 3 4 300
Total Working Papers 9 33 157 9,270 221 405 948 31,251


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 1 4 7 678
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 1 2 5 130
A transposon-induced epigenetic change leads to sex determination in melon 0 1 2 4 1 2 6 17
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 0 6 162
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 1 1 2 98
An empirical analysis of the GCF Repo® Service 0 0 0 13 1 1 1 80
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 1 3 6
Bank Capital Regulation and Structured Finance 0 0 0 19 1 2 3 97
Bank Capital Regulation and Structured Finance 0 0 1 2 0 2 3 8
Bank Lending in Times of Large Bank Reserves 0 0 1 36 1 4 7 128
Bank Liquidity, Interbank Markets, and Monetary Policy 1 1 2 195 1 1 8 547
Banks, markets, and efficiency 0 0 0 43 2 4 4 161
Barriers to network-specific investment 0 0 0 33 0 0 2 255
Can the U.S. Interbank Market Be Revived? 0 0 0 12 0 0 2 52
Contracts and Money Revisited 0 0 0 34 0 0 1 160
Currency competition: A partial vindication of Hayek 0 0 1 77 0 0 6 429
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 0 1 91
Divorcing money from monetary policy 0 0 1 97 4 5 15 390
Editors’ Introduction to the Special Issue 0 0 0 1 1 1 1 9
Endogenous Multiple Currencies 0 0 0 40 2 2 4 115
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 0 0 1 41
Explaining the U.S. tri-party repo market 0 0 1 95 0 0 6 281
Financial Intermediaries, Markets, and Growth 0 0 0 98 2 5 7 380
Financial Intermediaries, Markets, and Growth 0 1 2 8 2 3 5 31
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 3 4 5 530
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 0 1 3 59
Is competition in the financial sector a good thing? 0 0 0 0 0 1 2 74
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 1 3 6 607
Liquidity-saving mechanisms 0 1 2 60 2 4 11 342
Liquidity-saving mechanisms in collateral-based RTGS payment systems 1 1 2 30 2 4 7 163
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 0 74 2 2 4 177
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 1 2 5 58
Monetary policy implementation: common goals but different practices 0 0 2 87 0 0 5 297
Optimal monetary policy and economic growth 0 0 0 120 3 3 13 411
Optimal pricing of intraday liquidity 0 1 1 100 0 2 7 351
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 0 1 2 3 13
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 3 4 5 146
Payment networks in a search model of money 0 0 1 98 0 0 5 427
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 0 109 2 2 5 451
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 0 0 2 20
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 1 1 3 84
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 1 2 6 73
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 2 2 3 9
Repo Runs 0 0 3 64 4 6 19 192
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 5 5 6 370
Repos, Fire Sales, and Bankruptcy Policy 0 0 2 101 1 3 7 466
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 17 2 5 10 82
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 1 2 53 1 10 13 180
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 1 129
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 1 2 4 27
The Market Events of Mid-September 2019 3 3 3 7 6 17 26 62
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 1 3 6 62
The Primary Dealer Credit Facility 0 0 0 1 0 0 2 9
The fragility of short-term secured funding markets 0 0 0 64 1 2 4 206
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 2 4 130
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 3 3 5 129
Total Journal Articles 5 10 33 2,687 70 137 313 10,802


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 2 4 14 271
Total Chapters 0 0 2 82 2 4 14 271


Statistics updated 2025-12-06