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 2 41 2 2 11 46
A note on bank lending in times of large bank reserves 0 0 1 85 0 0 12 257
A primer on the GCF Repo® Service 0 0 0 28 0 0 9 150
A study of competing designs for a liquidity-saving mechanism 0 0 2 50 2 3 20 197
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 0 14 37
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 0 49 1 2 51 272
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 0 0 14 26
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 2 0 0 13 31
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 13 1 1 14 78
Bank capital regulation and structured finance 0 0 0 80 0 0 8 163
Bank liquidity, interbank markets and monetary policy 0 0 0 437 0 0 16 953
Bank liquidity, interbank markets, and monetary policy 0 0 0 278 2 3 21 613
Banks, Markets, and Efficiency 0 0 0 216 0 0 15 558
Banks, markets, and efficiency 0 0 0 83 1 1 11 363
Banks, markets, and efficiency 0 0 0 101 2 2 13 361
Barriers to network-specific innovation 0 0 0 73 4 4 15 272
Barriers to network-specific innovation 0 0 0 41 1 1 16 235
Bitcoin Is Not a New Type of Money 0 0 0 74 1 1 15 150
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 2 3 17 35
Can the U.S. Interbank Market Be Revived? 0 0 0 24 0 0 8 52
Can the US Interbank Market be Revived? 0 0 0 39 3 3 16 95
Central Banks and Digital Currencies 0 0 2 102 0 1 16 160
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 1 7 332
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 2 2 8 20
Currency competition: a partial vindication of Hayek 0 0 1 149 1 1 25 577
Deciphering Americans’ Views on Cryptocurrencies 0 0 0 35 0 0 9 72
Endogenous multiple currencies 0 0 0 114 0 0 12 454
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 1 2 11 51
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 1 1 1 46 1 2 14 87
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 1 36 1 2 10 88
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 57 0 2 25 179
Federal Reserve tools for managing rates and reserves 0 0 0 122 0 0 14 204
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 0 3 17
Financial Innovation: The Origins of the Tri-Party Repo Market 0 0 1 33 1 2 9 31
Financial Intermediaries, Markets, and Growth 0 0 0 138 2 2 15 537
Financial intermediaries, markets and growth 0 0 0 114 0 0 13 508
Financial intermediaries, markets, and growth 0 0 0 190 0 2 16 895
Financial intermediaries, markets, and growth 0 0 0 127 0 1 9 569
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 1 62 1 1 23 130
Gates, Fees, and Preemptive Runs 0 0 0 8 0 1 7 65
Gates, Fees, and Preemptive Runs 0 0 0 2 1 1 11 33
Gates, fees, and preemptive runs 0 0 0 14 3 4 18 300
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 2 3 10 461
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 1 2 13 18
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 1 1 4 13
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 1 1 15 379
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 1 78 1 2 17 140
How Competitive are U.S. Treasury Repo Markets? 0 0 2 40 0 5 15 104
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 1 1 10 31
How Do the Fed's MBS Holdings Affect the Economy? 0 0 0 30 0 1 15 79
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 0 22 0 1 10 45
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 1 1 10 46
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 9 12 38 112
How the Fed Changes the Size of Its Balance Sheet 0 0 3 59 0 0 27 146
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 0 23 1 3 15 46
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 2 3 3 67 4 5 18 109
How the Fed’s Overnight Reverse Repo Facility Works 0 0 5 69 4 7 57 186
How the High Level of Reserves Benefits the Payment System 0 0 0 23 2 2 12 35
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 28 1 2 13 25
Intraday Timing of General Collateral Repo Markets 0 2 5 35 2 8 46 172
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 0 6 21
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 0 38 0 1 10 128
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 0 2 24 1,282
Liquidity saving mechanisms 0 0 0 14 1 1 13 104
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 0 102 1 2 17 220
Liquidity-saving mechanisms 0 0 1 69 0 0 10 302
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 2 2 20 209
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 0 0 20 266
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 0 6 31
Mapping and Sizing the U.S. Repo Market 0 0 1 45 0 0 15 138
Market Failures and Official Sector Interventions 0 0 0 17 0 0 8 60
Measuring Settlement Fails 0 0 1 10 1 2 14 48
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 0 0 20 64
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 2 6 1 2 12 55
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 0 1 12 60
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 29 0 1 9 74
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 1 1 13 476
Monetary policy implementation frameworks: a comparative analysis 0 0 0 120 0 0 10 302
Monetary policy implementation with an ample supply of reserves 0 0 0 13 2 4 19 33
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 5 0 0 10 27
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 1 1 27 65
Money Market Funds and Systemic Risk 1 1 1 18 3 3 14 44
Money market funds intermediation, bank instability, and contagion 0 1 2 84 1 2 21 187
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 1 1 15 311
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 0 10 538
Optimal monetary policy and economic growth 0 0 0 1 0 0 12 26
Optimal monetary policy and economic growth 0 0 0 1 2 2 10 49
Optimal pricing of intra-day liquidity 0 0 1 149 0 0 10 573
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 1 2 11 418
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 0 1 15 264
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 1 1 14 345
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 0 1 8 154
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 1 32 1 1 21 169
Payment networks in a search model of money 0 0 0 83 0 1 15 306
Payments network in a search model of money 0 0 0 0 0 0 8 223
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 0 0 14 33
Pricing Liquidity without Preemptive Runs 0 0 1 8 0 0 4 29
Programming Money Without Programmable Money 0 0 16 16 3 4 14 14
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 34 0 0 8 107
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 1 1 9 570
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 0 0 19 405
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 0 0 14 217
Rediscounting under aggregate risk with moral hazard 0 0 0 57 0 0 18 293
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 1 1 1 27 3 3 18 66
Remaining Risks in the Tri-Party Repo Market 0 0 1 7 0 0 6 28
Repo Runs 0 0 0 69 0 1 11 189
Repo Runs 0 0 0 132 2 4 19 257
Repo Runs 0 0 0 0 1 1 14 18
Repo Runs 0 0 0 1 1 1 16 25
Repo Runs 0 0 0 2 1 3 53 117
Repo and Securities Lending 0 0 0 67 0 1 20 210
Repo and securities lending 0 0 0 148 1 3 16 434
Repo over the Financial Crisis 0 0 0 7 1 1 19 44
Repo runs 0 0 0 135 0 0 26 431
Repo runs: evidence from the tri-party repo market 0 1 2 106 1 5 26 417
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 1 10 146
Segregated balance accounts 0 0 1 33 2 5 21 287
Should there be intraday money markets? 0 0 0 70 1 3 14 204
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 0 21 34 76
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 0 11 33
Stressed Outflows and the Supply of Central Bank Reserves 0 0 1 33 0 1 26 122
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 9 266
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 9 620
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 6 14
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 10 13
The Federal Reserve’s Large-Scale Repo Program 0 0 0 32 1 1 4 81
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 0 41 0 2 26 115
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 1 1 9 44
The Fed’s Latest Tool: A Standing Repo Facility 0 0 4 36 2 3 29 87
The Fragility of Short-Term Secured Funding Markets 1 1 1 34 2 3 16 118
The Fragility of an MMF-Intermediated Financial System 1 1 2 5 2 2 9 25
The Future of Payments Is Not Stablecoins 0 1 16 160 1 4 43 265
The Market Events of Mid-September 2019 0 0 0 24 0 0 14 78
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 0 9 24
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 0 0 7 40
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 1 1 1 26 1 1 8 71
The Primary Dealer Credit Facility 0 0 0 30 2 8 19 100
The Tobin effect and the Friedman rule 0 0 0 320 0 2 17 1,671
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 1 1 4 20
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 1 1 1 14 2 3 16 47
The fragility of short-term secured funding markets 0 0 0 29 2 2 14 108
The market events of mid-September 2019 1 1 1 6 2 3 11 36
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 1 9 102
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 2 17 216
The risk of fire sales in the tri-party repo market 0 0 0 32 0 0 14 134
The tri-party repo market before the 2010 reforms 0 0 1 36 0 1 14 157
The welfare effects of a liquidity-saving mechanism 0 0 0 45 1 2 12 189
Token- or Account-Based? A Digital Currency Can Be Both 0 1 9 439 1 3 49 1,102
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 1 1 15 71
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 7 7 9 39 58
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 0 0 9 157
Understanding the Interbank GCF Repo® Market 0 0 0 11 1 4 22 93
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 1 11 45
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 0 11 28
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 28 0 0 7 34
What’s Up with GCF Repo®? 0 0 1 6 4 6 23 99
When should labor contracts be nominal? 0 0 0 45 1 1 7 582
When should labor contracts be nominal? 0 0 0 12 0 0 9 185
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 1 1 23 75
Who is Afraid of the Friedman Rule 0 0 0 1 1 1 7 11
Who is Afraid of the Friedman Rule? 0 0 0 51 0 0 13 239
Who is Afraid of the Friedman Rule? 0 0 1 68 1 2 16 360
Who is afraid of the Friedman rule? 0 0 0 56 0 0 10 295
Why Central Bank Digital Currencies? 0 0 0 54 1 1 12 52
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 1 1 15 143
Why Pay Interest on Excess Reserve Balances? 0 0 0 48 0 0 8 47
Why Pay Interest on Required Reserve Balances? 0 0 0 28 0 0 9 40
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 7 12
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 9 10
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 0 2 10 307
Total Working Papers 10 17 108 9,345 149 281 2,584 33,430


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 0 239 0 0 18 692
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 0 0 15 143
A transposon-induced epigenetic change leads to sex determination in melon 0 2 3 6 1 4 17 32
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 0 6 168
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 0 0 8 105
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 0 16 95
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 1 1 3 8
Bank Capital Regulation and Structured Finance 0 0 0 19 0 1 14 109
Bank Capital Regulation and Structured Finance 0 0 0 2 0 1 14 20
Bank Lending in Times of Large Bank Reserves 1 1 2 38 1 1 27 151
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 6 200 0 1 12 558
Banks, markets, and efficiency 0 0 0 43 1 2 22 179
Barriers to network-specific investment 0 0 0 33 1 2 17 272
Can the U.S. Interbank Market Be Revived? 0 0 1 13 1 1 11 63
Contracts and Money Revisited 0 0 0 34 0 0 4 164
Currency competition: A partial vindication of Hayek 0 0 0 77 1 2 11 440
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 1 5 96
Divorcing money from monetary policy 0 1 1 98 0 4 25 410
Editors’ Introduction to the Special Issue 0 0 0 1 0 1 5 13
Endogenous Multiple Currencies 0 0 0 40 0 0 12 125
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 0 0 7 48
Explaining the U.S. tri-party repo market 0 0 2 97 0 0 24 305
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 0 16 391
Financial Intermediaries, Markets, and Growth 0 0 1 8 1 4 29 57
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 1 2 19 545
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 0 0 10 68
Is competition in the financial sector a good thing? 0 0 0 0 0 1 6 79
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 0 1 11 615
Liquidity-saving mechanisms 0 0 1 60 1 3 15 353
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 1 30 2 3 19 178
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 2 76 0 0 10 185
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 0 1 15 71
Monetary policy implementation: common goals but different practices 0 0 0 87 0 1 16 313
Optimal monetary policy and economic growth 0 0 0 120 0 0 16 424
Optimal pricing of intraday liquidity 0 0 2 101 0 1 16 365
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 0 1 15 157
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 1 1 0 1 14 25
Payment networks in a search model of money 0 0 0 98 0 0 6 433
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 1 110 3 3 15 464
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 0 7 90
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 0 0 9 29
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 0 10 81
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 0 7 14
Repo Runs 0 0 1 65 1 2 23 209
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 0 36 0 3 26 391
Repos, Fire Sales, and Bankruptcy Policy 0 0 2 103 0 2 20 483
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 1 1 18 0 2 17 94
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 2 54 1 4 34 204
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 1 7 136
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 1 1 10 35
The Market Events of Mid-September 2019 0 0 3 7 1 5 38 83
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 11 1 3 10 69
The Primary Dealer Credit Facility 0 0 0 1 1 2 17 26
The fragility of short-term secured funding markets 0 0 0 64 0 0 7 211
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 0 8 128
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 1 1 8 136
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 0 1 18 144
Total Journal Articles 1 5 33 2,710 22 71 817 11,482


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 4 4 28 295
Total Chapters 0 0 0 82 4 4 28 295


Statistics updated 2026-09-10