Access Statistics for Antoine Martin

Author contact details at EconPapers.

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 0 38 0 0 1 32
A note on bank lending in times of large bank reserves 0 1 1 83 0 1 1 242
A primer on the GCF Repo® Service 0 1 1 27 0 1 4 135
A study of competing designs for a liquidity-saving mechanism 0 0 0 48 0 0 0 174
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 1 4 20
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 1 48 0 0 3 217
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 1 0 0 0 11
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 1 0 0 0 16
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 1 12 0 2 3 59
Bank capital regulation and structured finance 0 0 0 80 0 0 0 153
Bank liquidity, interbank markets and monetary policy 0 0 0 437 0 0 1 935
Bank liquidity, interbank markets, and monetary policy 0 0 0 277 0 1 2 585
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 0 1 346
Barriers to network-specific innovation 0 0 0 41 1 1 1 218
Barriers to network-specific innovation 0 0 0 73 0 0 1 257
Bitcoin Is Not a New Type of Money 0 0 0 73 0 0 2 124
COVID Response: The Primary Dealer Credit Facility 0 0 2 7 0 0 5 18
Can the U.S. Interbank Market Be Revived? 0 0 1 24 0 0 1 44
Can the US Interbank Market be Revived? 0 0 0 39 0 0 1 75
Central Banks and Digital Currencies 0 1 3 94 0 5 25 131
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 0 1 322
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 0 0 1 547
Deciphering Americans’ Views on Cryptocurrencies 0 0 0 34 0 2 5 61
Endogenous multiple currencies 0 0 0 114 0 0 1 440
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 0 0 0 36
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 1 1 43 0 1 1 67
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 3 32 0 3 11 72
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 54 0 1 6 152
Federal Reserve tools for managing rates and reserves 0 0 1 121 0 1 2 188
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 0 0 13
Financial Innovation: The Origins of the Tri-Party Repo Market 0 0 1 31 0 0 1 19
Financial Intermediaries, Markets, and Growth 0 0 0 138 0 0 0 516
Financial intermediaries, markets and growth 0 0 0 114 0 0 0 492
Financial intermediaries, markets, and growth 0 0 0 190 0 0 1 877
Financial intermediaries, markets, and growth 0 0 0 127 0 0 0 559
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 0 1 4 105
Gates, Fees, and Preemptive Runs 0 0 1 8 0 0 1 56
Gates, Fees, and Preemptive Runs 0 0 1 2 0 0 2 20
Gates, fees, and preemptive runs 0 0 0 14 0 0 11 271
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 0 1 451
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 0 0 3 363
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 0 0 4
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 0 0 7
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 0 74 0 0 5 118
How Competitive are U.S. Treasury Repo Markets? 0 2 4 35 0 2 8 81
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 1 1 19
How Do the Fed's MBS Holdings Affect the Economy? 0 0 1 28 0 0 3 59
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 0 21 0 0 2 33
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 1 1 28 0 1 1 35
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 4 32 0 0 14 69
How the Fed Changes the Size of Its Balance Sheet 0 1 7 52 0 1 23 105
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 3 22 1 1 5 28
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 2 63 2 2 11 86
How the Fed’s Overnight Reverse Repo Facility Works 0 2 8 54 2 7 21 110
How the High Level of Reserves Benefits the Payment System 0 1 1 23 0 1 2 20
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 26 0 0 2 10
Intraday Timing of General Collateral Repo Markets 0 0 4 27 1 8 30 104
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 0 1 14
Lifting the Veil on the U.S. Bilateral Repo Market 0 1 4 33 1 3 15 107
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 2 556 0 0 4 1,256
Liquidity saving mechanisms 0 0 0 14 1 1 2 90
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 99 0 0 7 196
Liquidity-saving mechanisms 0 1 1 68 1 2 2 292
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 0 0 1 189
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 0 2 3 243
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 0 2 25
Mapping and Sizing the U.S. Repo Market 0 1 4 42 1 4 19 117
Market Failures and Official Sector Interventions 0 1 3 13 1 2 7 41
Measuring Settlement Fails 0 0 2 9 0 0 2 31
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 23 0 0 2 39
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 26 0 0 5 57
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 4 0 2 5 42
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 18 0 0 1 45
Monetary policy implementation frameworks: a comparative analysis 0 0 0 119 1 1 1 288
Monetary policy implementation frameworks: a comparative analysis 0 0 0 165 0 0 2 460
Monetary policy implementation with an ample supply of reserves 0 0 0 13 0 0 0 10
Money Market Fund Vulnerabilities: A Global Perspective 0 0 2 23 2 3 10 32
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 3 0 1 3 13
Money Market Funds and Systemic Risk 0 0 0 17 0 0 1 28
Money market funds intermediation, bank instability, and contagion 0 0 0 82 0 0 1 162
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 0 0 0 293
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 0 0 522
Optimal monetary policy and economic growth 0 0 1 1 0 0 8 32
Optimal monetary policy and economic growth 0 0 0 1 0 0 2 11
Optimal pricing of intra-day liquidity 0 0 0 148 0 0 1 562
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 0 1 2 407
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 0 0 1 249
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 0 0 2 329
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 2 31 0 2 5 142
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 0 30 0 0 1 141
Payment networks in a search model of money 0 0 0 83 0 0 1 291
Payments network in a search model of money 0 0 0 0 0 0 0 213
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 1 2 0 1 4 17
Pricing Liquidity without Preemptive Runs 0 0 1 7 0 1 2 24
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 33 0 1 1 98
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 1 75 0 0 2 559
Reconciling Bagehot with the Fed's response to September 11 0 1 1 87 0 1 2 383
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 0 0 0 201
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 0 2 20 0 0 4 38
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 0 0 0 20
Repo Runs 0 0 1 132 0 1 2 236
Repo Runs 0 0 0 2 0 1 1 64
Repo Runs 0 0 0 0 0 0 1 7
Repo Runs 0 0 0 0 0 0 0 3
Repo Runs 0 0 0 69 0 0 3 177
Repo and Securities Lending 0 0 2 67 0 1 5 187
Repo and securities lending 0 0 1 148 0 0 6 414
Repo over the Financial Crisis 0 0 0 4 0 0 1 21
Repo runs 0 0 0 131 0 0 2 397
Repo runs: evidence from the tri-party repo market 0 0 1 102 1 3 13 377
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 1 4 133
Segregated balance accounts 0 0 0 32 1 2 4 255
Should there be intraday money markets? 0 0 0 70 0 0 0 188
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 8 1 1 1 40
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 0 1 20
Stressed Outflows and the Supply of Central Bank Reserves 1 1 3 30 1 2 9 85
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 2 609
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 2
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 6
The Federal Reserve’s Large-Scale Repo Program 0 0 0 30 0 1 2 74
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 1 6 40 1 3 16 82
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 14 0 0 2 33
The Fed’s Latest Tool: A Standing Repo Facility 0 0 6 28 0 4 17 46
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 0 0 0 99
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 0 0 16
The Future of Payments Is Not Stablecoins 3 5 12 119 5 8 24 182
The Market Events of Mid-September 2019 0 0 0 23 0 0 0 58
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 0 0 13
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 1 2 7 0 2 4 25
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 0 0 1 61
The Primary Dealer Credit Facility 0 0 2 28 0 0 2 74
The Tobin effect and the Friedman rule 0 0 0 320 0 1 8 1,647
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 0 0 14
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 5 11 0 0 8 24
The fragility of short-term secured funding markets 0 0 0 29 0 1 2 90
The market events of mid-September 2019 0 0 0 4 0 0 1 19
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 0 0 195
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 risk of fire sales in the tri-party repo market 0 1 1 31 0 3 8 117
The tri-party repo market before the 2010 reforms 0 0 0 35 1 1 2 140
The welfare effects of a liquidity-saving mechanism 0 0 0 45 0 0 0 175
Token- or Account-Based? A Digital Currency Can Be Both 1 3 24 405 5 9 64 1,001
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 0 1 2 50
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 0 5 0 1 1 15
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 0 9 1 3 14 55
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 0 14 26
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 0 1 17
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 26 0 0 4 22
What’s Up with GCF Repo®? 0 0 0 5 1 3 15 63
When should labor contracts be nominal? 0 0 0 12 0 0 0 172
When should labor contracts be nominal? 0 0 0 45 0 0 0 573
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 13 0 0 0 47
Who is Afraid of the Friedman Rule 0 0 0 0 0 0 0 2
Who is Afraid of the Friedman Rule? 0 0 1 67 0 0 1 343
Who is Afraid of the Friedman Rule? 0 0 0 51 0 0 0 223
Who is afraid of the Friedman rule? 0 0 0 56 0 0 0 282
Why Central Bank Digital Currencies? 0 0 1 52 0 0 4 36
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 0 1 47 0 2 6 34
Why Pay Interest on Required Reserve Balances? 0 0 0 27 1 2 3 27
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 0 0 1 296
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 0 4
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 0 0
Total Working Papers 5 29 157 9,063 34 130 652 30,116


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 1 237 0 0 5 670
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 0 0 1 124
A transposon-induced epigenetic change leads to sex determination in melon 0 1 1 2 0 2 6 10
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 1 3 154
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 0 0 0 95
An empirical analysis of the GCF Repo® Service 0 0 1 13 0 1 3 78
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 0 0 3
Bank Capital Regulation and Structured Finance 0 0 0 19 0 0 0 93
Bank Capital Regulation and Structured Finance 0 0 0 1 0 0 0 5
Bank Lending in Times of Large Bank Reserves 1 1 1 35 1 2 4 120
Bank Liquidity, Interbank Markets, and Monetary Policy 0 2 9 192 1 3 15 536
Banks, markets, and efficiency 0 0 0 43 0 0 0 157
Barriers to network-specific investment 0 0 0 33 0 1 1 253
Can the U.S. Interbank Market Be Revived? 0 0 3 12 0 0 11 50
Contracts and Money Revisited 0 0 0 34 0 0 1 159
Currency competition: A partial vindication of Hayek 0 0 0 76 1 2 3 422
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 0 0 90
Divorcing money from monetary policy 0 2 6 96 0 5 23 369
Editors’ Introduction to the Special Issue 0 0 0 1 0 0 0 8
Endogenous Multiple Currencies 0 0 1 40 0 0 3 111
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 1 1 1 40
Explaining the U.S. tri-party repo market 0 0 2 94 0 2 7 272
Financial Intermediaries, Markets, and Growth 0 0 3 6 0 1 4 26
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 1 3 373
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 0 0 4 525
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 0 0 1 56
Is competition in the financial sector a good thing? 0 0 0 0 0 0 1 72
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 1 201 0 2 11 596
Liquidity-saving mechanisms 0 1 1 58 1 7 7 329
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 28 0 0 4 154
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 0 73 0 0 0 172
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 0 0 1 53
Monetary policy implementation: common goals but different practices 0 0 0 84 0 1 3 291
Optimal monetary policy and economic growth 0 1 2 120 0 4 26 391
Optimal pricing of intraday liquidity 0 0 0 99 0 1 4 344
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 0 0 1 141
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 0 0 0 0 9
Payment networks in a search model of money 0 0 1 97 0 1 2 421
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 0 109 0 1 1 446
Reconciling Bagehot and the Fed's Response to September 11 0 0 1 1 0 0 1 18
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 0 1 81
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 0 0 6
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 0 1 67
Repo Runs 0 1 3 60 0 1 9 170
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 35 0 1 5 362
Repos, Fire Sales, and Bankruptcy Policy 0 0 2 99 0 1 8 459
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 16 0 0 1 72
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 1 51 0 1 2 167
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 0 127
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 0 0 1 22
The Market Events of Mid-September 2019 0 0 1 4 1 2 14 35
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 10 0 0 5 56
The fragility of short-term secured funding markets 0 1 2 64 0 1 3 202
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 0 1 120
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 0 1 1 126
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 0 0 0 124
Total Journal Articles 1 10 45 2,648 6 47 213 10,432


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Repo and Securities Lending 0 2 4 80 1 3 11 256
Total Chapters 0 2 4 80 1 3 11 256


Statistics updated 2024-09-04