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 41 1 3 6 41
A note on bank lending in times of large bank reserves 0 1 2 85 1 5 7 251
A primer on the GCF Repo® Service 0 0 1 28 2 5 13 150
A study of competing designs for a liquidity-saving mechanism 0 0 2 50 0 8 12 188
Are Higher Haircuts Better? A Paradox 0 0 0 1 1 5 7 29
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 1 49 13 32 42 261
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 2 0 6 12 29
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 13 0 5 12 75
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 1 2 1 6 8 20
Bank capital regulation and structured finance 0 0 0 80 1 6 7 161
Bank liquidity, interbank markets and monetary policy 0 0 0 437 2 9 12 948
Bank liquidity, interbank markets, and monetary policy 0 0 1 278 0 8 15 603
Banks, Markets, and Efficiency 0 0 0 216 3 10 12 555
Banks, markets, and efficiency 0 0 0 83 0 3 6 358
Banks, markets, and efficiency 0 0 0 101 3 6 10 357
Barriers to network-specific innovation 0 0 0 41 6 15 16 234
Barriers to network-specific innovation 0 0 0 73 0 8 8 265
Bitcoin Is Not a New Type of Money 0 0 0 74 1 10 15 149
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 1 6 6 24
Can the U.S. Interbank Market Be Revived? 0 0 0 24 2 4 7 51
Can the US Interbank Market be Revived? 0 0 0 39 1 8 11 88
Central Banks and Digital Currencies 0 0 3 101 1 9 18 157
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 3 5 329
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 0 3 4 16
Currency competition: a partial vindication of Hayek 0 1 1 149 1 7 10 561
Deciphering Americans’ Views on Cryptocurrencies 0 0 1 35 0 4 8 69
Endogenous multiple currencies 0 0 0 114 0 5 11 451
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 0 2 7 46
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 1 45 2 9 12 82
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 2 36 1 4 6 83
Federal Reserve Tools for Managing Rates and Reserves 0 1 1 57 0 7 14 168
Federal Reserve tools for managing rates and reserves 0 0 1 122 3 6 11 200
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 2 2 16
Financial Innovation: The Origins of the Tri-Party Repo Market 1 1 1 33 1 4 5 26
Financial Intermediaries, Markets, and Growth 0 0 0 138 2 9 13 532
Financial intermediaries, markets and growth 0 0 0 114 0 4 11 505
Financial intermediaries, markets, and growth 0 0 0 127 0 4 7 566
Financial intermediaries, markets, and growth 0 0 0 190 1 10 15 892
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 2 10 16 122
Gates, Fees, and Preemptive Runs 0 0 0 8 0 3 5 62
Gates, Fees, and Preemptive Runs 0 0 0 2 1 5 7 27
Gates, fees, and preemptive runs 0 0 0 14 0 8 11 291
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 1 2 4 455
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 2 3 3 12
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 2 4 7 11
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 3 8 10 373
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 2 78 6 10 15 136
How Competitive are U.S. Treasury Repo Markets? 2 2 3 40 3 7 9 97
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 3 7 26
How Do the Fed's MBS Holdings Affect the Economy? 0 0 1 30 2 4 9 69
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 1 22 2 5 9 43
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 0 2 6 42
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 4 11 12 86
How the Fed Changes the Size of Its Balance Sheet 0 1 4 58 3 15 25 139
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 0 23 3 6 9 39
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 0 64 7 10 13 102
How the Fed’s Overnight Reverse Repo Facility Works 1 1 7 69 8 32 45 168
How the High Level of Reserves Benefits the Payment System 0 0 0 23 1 8 10 32
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 1 1 2 28 1 5 8 19
Intraday Timing of General Collateral Repo Markets 2 2 3 32 8 18 37 152
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 4 5 20
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 2 38 2 4 10 123
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 2 9 15 1,271
Liquidity saving mechanisms 0 0 0 14 4 8 10 100
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 2 7 15 216
Liquidity-saving mechanisms 1 1 1 69 3 8 8 300
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 4 8 13 202
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 1 9 15 259
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 1 1 2 27
Mapping and Sizing the U.S. Repo Market 0 0 1 45 0 7 12 134
Market Failures and Official Sector Interventions 0 0 3 17 1 5 11 58
Measuring Settlement Fails 1 1 1 10 3 6 8 41
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 2 8 11 54
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 3 7 11 58
Monetary Policy Implementation with an Ample Supply of Reserves 0 1 2 6 1 6 9 51
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 29 0 5 7 70
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 0 7 9 471
Monetary policy implementation frameworks: a comparative analysis 0 0 1 120 5 8 13 301
Monetary policy implementation with an ample supply of reserves 0 0 0 13 3 6 10 22
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 5 1 5 11 25
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 10 16 21 58
Money Market Funds and Systemic Risk 0 0 0 17 3 8 10 39
Money market funds intermediation, bank instability, and contagion 0 0 1 83 4 13 19 181
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 3 7 10 305
Optimal Monetary Policy and Economic Growth 0 0 0 240 1 4 9 535
Optimal monetary policy and economic growth 0 0 0 1 1 4 5 44
Optimal monetary policy and economic growth 0 0 0 1 0 6 9 21
Optimal pricing of intra-day liquidity 0 1 1 149 1 6 7 570
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 0 4 4 411
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 0 8 9 258
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 1 6 12 341
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 3 3 5 150
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 1 31 0 13 21 165
Payment networks in a search model of money 0 0 0 83 2 10 11 302
Payments network in a search model of money 0 0 0 0 0 4 5 220
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 2 10 12 29
Pricing Liquidity without Preemptive Runs 0 1 1 8 1 2 3 27
Programming Money Without Programmable Money 16 16 16 16 4 4 4 4
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 34 0 2 7 106
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 0 4 7 567
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 3 13 14 399
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 2 7 11 212
Rediscounting under aggregate risk with moral hazard 0 0 0 57 1 9 13 288
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 4 26 2 8 14 57
Remaining Risks in the Tri-Party Repo Market 1 1 1 7 1 2 4 26
Repo Runs 0 0 0 1 1 7 9 18
Repo Runs 0 0 0 0 1 8 12 15
Repo Runs 0 0 0 69 0 8 8 186
Repo Runs 0 0 0 132 5 11 12 250
Repo Runs 0 0 0 2 0 43 47 111
Repo and Securities Lending 0 0 0 67 3 14 19 207
Repo and securities lending 0 0 0 148 2 9 15 430
Repo over the Financial Crisis 0 0 1 7 1 4 12 36
Repo runs 0 0 4 135 1 10 17 418
Repo runs: evidence from the tri-party repo market 0 0 2 104 2 6 18 403
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 4 6 141
Segregated balance accounts 0 0 1 33 1 6 16 278
Should there be intraday money markets? 0 0 0 70 0 7 10 198
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 2 4 6 48
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 7 9 30
Stressed Outflows and the Supply of Central Bank Reserves 0 0 2 33 1 6 21 114
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 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 0 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 0 1 4 12
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 4 4 7
The Federal Reserve’s Large-Scale Repo Program 0 0 2 32 0 1 4 79
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 2 17 21 108
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 1 15 1 5 6 40
The Fed’s Latest Tool: A Standing Repo Facility 0 1 6 35 1 12 32 81
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 4 7 10 111
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 2 3 4 20
The Future of Payments Is Not Stablecoins 2 5 24 156 6 18 54 255
The Market Events of Mid-September 2019 0 0 1 24 2 5 12 72
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 2 6 20
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 3 4 6 37
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 3 6 7 69
The Primary Dealer Credit Facility 0 0 1 30 0 4 9 86
The Tobin effect and the Friedman rule 0 0 0 320 4 9 12 1,663
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 2 3 18
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 1 13 5 8 11 39
The fragility of short-term secured funding markets 0 0 0 29 1 6 9 100
The market events of mid-September 2019 0 0 1 5 2 5 10 31
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 2 8 14 210
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 7 8 101
The risk of fire sales in the tri-party repo market 0 0 1 32 1 5 7 126
The tri-party repo market before the 2010 reforms 0 0 0 35 2 7 12 154
The welfare effects of a liquidity-saving mechanism 0 0 0 45 2 5 8 185
Token- or Account-Based? A Digital Currency Can Be Both 1 2 18 436 2 24 59 1,090
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 2 5 8 62
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 1 1 1 7 4 10 13 30
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 1 3 7 155
Understanding the Interbank GCF Repo® Market 0 0 0 11 1 6 18 83
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 2 4 9 41
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 1 7 7 24
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 28 0 3 7 31
What’s Up with GCF Repo®? 0 0 1 6 1 7 18 88
When should labor contracts be nominal? 0 0 0 45 1 2 4 578
When should labor contracts be nominal? 0 0 0 12 3 7 10 183
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 6 13 19 67
Who is Afraid of the Friedman Rule 0 0 1 1 0 2 3 6
Who is Afraid of the Friedman Rule? 0 0 0 51 6 10 13 237
Who is Afraid of the Friedman Rule? 0 0 1 68 1 3 6 350
Who is afraid of the Friedman rule? 0 0 0 56 0 7 9 294
Why Central Bank Digital Currencies? 0 0 0 54 0 8 12 51
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 1 7 10 138
Why Pay Interest on Excess Reserve Balances? 0 0 1 48 1 5 9 45
Why Pay Interest on Required Reserve Balances? 0 0 1 28 1 5 7 37
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 1 5 7 11
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 3 4 5
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 1 4 8 304
Total Working Papers 31 44 157 9,314 295 1,200 1,919 32,451


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 0 10 16 688
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 1 12 15 142
A transposon-induced epigenetic change leads to sex determination in melon 0 0 2 4 1 5 9 22
An economic analysis of liquidity-saving mechanisms 0 0 0 36 2 5 7 167
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 1 4 5 102
An empirical analysis of the GCF Repo® Service 0 0 0 13 1 6 7 86
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 0 1 6
Bank Capital Regulation and Structured Finance 0 0 1 2 0 7 10 15
Bank Capital Regulation and Structured Finance 0 0 0 19 0 7 10 104
Bank Lending in Times of Large Bank Reserves 0 0 1 36 0 15 20 143
Bank Liquidity, Interbank Markets, and Monetary Policy 0 4 6 199 1 7 14 554
Banks, markets, and efficiency 0 0 0 43 0 10 14 171
Barriers to network-specific investment 0 0 0 33 0 10 12 265
Can the U.S. Interbank Market Be Revived? 0 0 0 12 0 7 8 59
Contracts and Money Revisited 0 0 0 34 1 1 2 161
Currency competition: A partial vindication of Hayek 0 0 1 77 2 6 7 435
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 1 2 92
Divorcing money from monetary policy 0 0 1 97 1 8 20 398
Editors’ Introduction to the Special Issue 0 0 0 1 0 1 2 10
Endogenous Multiple Currencies 0 0 0 40 1 7 11 122
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 0 4 5 45
Explaining the U.S. tri-party repo market 1 2 2 97 3 16 18 297
Financial Intermediaries, Markets, and Growth 0 0 0 98 3 8 13 388
Financial Intermediaries, Markets, and Growth 0 0 1 8 5 15 19 46
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 3 7 12 537
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 1 5 8 64
Is competition in the financial sector a good thing? 0 0 0 0 0 3 5 77
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 0 3 7 610
Liquidity-saving mechanisms 0 0 2 60 2 7 15 349
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 2 30 0 10 16 173
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 1 1 1 75 1 5 9 182
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 0 5 10 63
Monetary policy implementation: common goals but different practices 0 0 1 87 0 9 12 306
Optimal monetary policy and economic growth 0 0 0 120 3 6 17 417
Optimal pricing of intraday liquidity 0 1 2 101 1 8 13 359
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 1 7 12 153
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 1 1 1 1 2 6 8 19
Payment networks in a search model of money 0 0 1 98 0 5 8 432
Recent evolution of large-value payment systems: balancing liquidity and risk 0 1 1 110 2 7 10 458
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 3 6 87
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 1 5 5 25
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 7 11 80
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 2 4 11
Repo Runs 0 1 2 65 2 12 25 204
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 1 9 15 379
Repos, Fire Sales, and Bankruptcy Policy 2 2 4 103 4 9 16 475
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 17 0 6 16 88
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 1 53 1 15 25 195
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 4 5 133
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 1 3 6 30
The Market Events of Mid-September 2019 0 0 3 7 3 12 36 74
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 1 2 8 64
The Primary Dealer Credit Facility 0 0 0 1 2 8 10 17
The fragility of short-term secured funding markets 0 0 0 64 0 2 6 208
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 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 2 12 17 141
Total Journal Articles 5 13 40 2,700 57 382 630 11,184


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 10 18 28 289
Total Chapters 0 0 0 82 10 18 28 289


Statistics updated 2026-03-04