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 1 2 40 0 3 5 38
A note on bank lending in times of large bank reserves 1 1 2 85 2 3 6 248
A primer on the GCF Repo® Service 0 0 1 28 1 5 10 146
A study of competing designs for a liquidity-saving mechanism 0 1 2 50 2 4 7 182
Are Higher Haircuts Better? A Paradox 0 0 0 1 1 2 3 25
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 1 49 6 14 18 235
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 13 1 6 10 71
Bank Liquidity, Interbank Markets, and Monetary Policy 1 1 1 2 1 2 3 15
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 3 7 10 26
Bank capital regulation and structured finance 0 0 0 80 2 2 4 157
Bank liquidity, interbank markets and monetary policy 0 0 0 437 3 5 7 942
Bank liquidity, interbank markets, and monetary policy 0 0 1 278 3 6 12 598
Banks, Markets, and Efficiency 0 0 0 216 2 4 4 547
Banks, markets, and efficiency 0 0 0 101 1 4 5 352
Banks, markets, and efficiency 0 0 0 83 2 5 5 357
Barriers to network-specific innovation 0 0 0 41 3 3 4 222
Barriers to network-specific innovation 0 0 0 73 3 3 3 260
Bitcoin Is Not a New Type of Money 0 0 1 74 7 11 19 146
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 3 3 3 21
Can the U.S. Interbank Market Be Revived? 0 0 0 24 1 4 4 48
Can the US Interbank Market be Revived? 0 0 0 39 0 1 5 80
Central Banks and Digital Currencies 0 1 4 101 3 4 15 151
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 1 1 5 327
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 2 3 3 15
Currency competition: a partial vindication of Hayek 1 1 1 149 1 3 6 555
Deciphering Americans’ Views on Cryptocurrencies 0 0 1 35 2 4 6 67
Endogenous multiple currencies 0 0 0 114 0 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 2 6 45
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 1 45 4 4 9 77
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 1 4 36 3 4 7 82
Federal Reserve Tools for Managing Rates and Reserves 1 1 2 57 4 11 12 165
Federal Reserve tools for managing rates and reserves 0 0 1 122 1 5 6 195
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 2 2 3 24
Financial Intermediaries, Markets, and Growth 0 0 0 138 3 4 8 526
Financial intermediaries, markets and growth 0 0 0 114 2 8 9 503
Financial intermediaries, markets, and growth 0 0 0 190 1 3 6 883
Financial intermediaries, markets, and growth 0 0 0 127 1 3 4 563
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 2 7 8 114
Gates, Fees, and Preemptive Runs 0 0 0 2 4 4 6 26
Gates, Fees, and Preemptive Runs 0 0 0 8 0 1 3 59
Gates, fees, and preemptive runs 0 0 0 14 2 3 6 285
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 1 2 453
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 1 1 2 10
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 1 2 3 366
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 1 3 7
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 1 3 78 1 4 8 127
How Competitive are U.S. Treasury Repo Markets? 0 0 2 38 1 2 6 91
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 2 4 6 25
How Do the Fed's MBS Holdings Affect the Economy? 0 0 1 30 0 1 5 65
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 1 22 2 5 6 40
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 1 4 5 41
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 2 2 5 77
How the Fed Changes the Size of Its Balance Sheet 0 1 4 57 4 8 19 128
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 1 23 1 3 6 34
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 1 64 1 2 6 93
How the Fed’s Overnight Reverse Repo Facility Works 0 2 7 68 14 17 30 150
How the High Level of Reserves Benefits the Payment System 0 0 0 23 1 2 4 25
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 27 1 3 5 15
Intraday Timing of General Collateral Repo Markets 0 0 1 30 2 8 27 136
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 1 2 2 17
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 2 38 0 1 7 119
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 1 5 7 1,263
Liquidity saving mechanisms 0 0 0 14 2 3 4 94
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 2 7 10 211
Liquidity-saving mechanisms 0 0 0 68 4 4 4 296
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 1 5 6 195
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 3 6 9 253
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 1 1 26
Mapping and Sizing the U.S. Repo Market 0 1 1 45 4 7 11 131
Market Failures and Official Sector Interventions 0 0 3 17 0 0 8 53
Measuring Settlement Fails 0 0 0 9 2 3 6 37
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 1 25 2 4 7 48
Monetary Policy Implementation with an Ample Supply of Reserves 1 1 2 6 1 1 4 46
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 1 3 6 52
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 3 29 1 1 7 66
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 4 5 7 468
Monetary policy implementation frameworks: a comparative analysis 0 0 1 120 2 3 7 295
Monetary policy implementation with an ample supply of reserves 0 0 0 13 0 2 5 16
Money Market Fund Vulnerabilities: A Global Perspective 0 0 2 5 2 4 9 22
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 1 3 9 43
Money Market Funds and Systemic Risk 0 0 0 17 3 4 5 34
Money market funds intermediation, bank instability, and contagion 0 0 1 83 4 5 10 172
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 0 2 4 298
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 3 7 531
Optimal monetary policy and economic growth 0 0 0 1 1 2 4 16
Optimal monetary policy and economic growth 0 0 0 1 1 2 3 41
Optimal pricing of intra-day liquidity 0 0 0 148 2 3 4 566
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 3 3 3 410
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 3 4 4 253
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 3 7 9 338
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 0 0 2 147
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 1 31 7 11 18 159
Payment networks in a search model of money 0 0 0 83 4 4 5 296
Payments network in a search model of money 0 0 0 0 2 3 3 218
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 2 2 4 21
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 7 7 106
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 0 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 2 4 6 207
Rediscounting under aggregate risk with moral hazard 0 0 0 57 3 7 7 282
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 4 26 2 3 9 51
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 0 2 3 24
Repo Runs 0 0 1 1 3 5 6 14
Repo Runs 0 0 0 0 3 5 7 10
Repo Runs 0 0 0 132 3 3 5 242
Repo Runs 0 0 0 2 18 21 22 86
Repo Runs 0 0 0 69 3 3 3 181
Repo and Securities Lending 0 0 0 67 6 8 11 199
Repo and securities lending 0 0 0 148 4 7 11 425
Repo over the Financial Crisis 0 0 2 7 0 6 9 32
Repo runs 0 0 4 135 1 4 8 409
Repo runs: evidence from the tri-party repo market 0 0 2 104 2 7 18 399
Repos, fire sales, and bankruptcy policy 0 0 0 33 1 2 4 138
Segregated balance accounts 0 1 1 33 2 8 13 274
Should there be intraday money markets? 0 0 0 70 2 3 5 193
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 2 3 5 25
Stressed Outflows and the Supply of Central Bank Reserves 0 1 2 33 3 15 18 111
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 1 3 5 261
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 0 2 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 6 7 12 97
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 1 15 1 1 3 36
The Fed’s Latest Tool: A Standing Repo Facility 0 1 6 34 7 14 28 76
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 1 3 4 105
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 1 2 2 18
The Future of Payments Is Not Stablecoins 2 9 25 153 5 18 46 242
The Market Events of Mid-September 2019 0 0 1 24 0 3 8 67
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 2 4 7 20
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 1 1 6 34
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 2 7 83
The Tobin effect and the Friedman rule 0 0 0 320 2 2 7 1,656
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 1 13 1 1 7 32
The fragility of short-term secured funding markets 0 0 0 29 2 2 5 96
The market events of mid-September 2019 0 0 1 5 1 2 7 27
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 2 3 3 96
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 3 6 9 205
The risk of fire sales in the tri-party repo market 0 0 1 32 2 3 5 123
The tri-party repo market before the 2010 reforms 0 0 0 35 2 6 8 149
The welfare effects of a liquidity-saving mechanism 0 0 0 45 1 3 6 181
Token- or Account-Based? A Digital Currency Can Be Both 0 3 20 434 12 22 59 1,078
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 1 2 5 58
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 0 6 0 1 4 20
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 2 5 6 154
Understanding the Interbank GCF Repo® Market 0 0 0 11 1 6 17 78
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 3 8 37
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 4 4 4 21
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 1 2 28 1 2 6 29
What’s Up with GCF Repo®? 0 0 1 6 3 6 16 84
When should labor contracts be nominal? 0 0 0 45 1 2 3 577
When should labor contracts be nominal? 0 0 0 12 1 1 4 177
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 1 3 7 55
Who is Afraid of the Friedman Rule 0 0 1 1 2 2 3 6
Who is Afraid of the Friedman Rule? 0 0 0 51 1 2 5 228
Who is Afraid of the Friedman Rule? 0 0 1 68 1 3 5 348
Who is afraid of the Friedman rule? 0 0 0 56 2 4 6 289
Why Central Bank Digital Currencies? 0 0 1 54 5 8 10 48
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 1 4 4 132
Why Pay Interest on Excess Reserve Balances? 0 0 1 48 2 3 8 42
Why Pay Interest on Required Reserve Balances? 0 0 1 28 0 1 2 32
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 1 2 3 7
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 1 4 5 301
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 1 2 3 3
Total Working Papers 7 30 152 9,277 338 681 1,227 31,589

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 6 10 12 684
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 1 3 6 131
A transposon-induced epigenetic change leads to sex determination in melon 0 1 2 4 3 5 7 20
An economic analysis of liquidity-saving mechanisms 0 0 0 36 1 1 5 163
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 1 2 3 99
An empirical analysis of the GCF Repo® Service 0 0 0 13 2 3 3 82
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 1 2 6
Bank Capital Regulation and Structured Finance 0 0 1 2 3 5 6 11
Bank Capital Regulation and Structured Finance 0 0 0 19 4 6 7 101
Bank Lending in Times of Large Bank Reserves 0 0 1 36 4 7 11 132
Bank Liquidity, Interbank Markets, and Monetary Policy 2 3 4 197 3 4 11 550
Banks, markets, and efficiency 0 0 0 43 3 7 7 164
Barriers to network-specific investment 0 0 0 33 2 2 4 257
Can the U.S. Interbank Market Be Revived? 0 0 0 12 1 1 3 53
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 2 7 14 392
Editors’ Introduction to the Special Issue 0 0 0 1 0 1 1 9
Endogenous Multiple Currencies 0 0 0 40 2 4 6 117
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 2 2 3 43
Explaining the U.S. tri-party repo market 0 0 1 95 6 6 11 287
Financial Intermediaries, Markets, and Growth 0 0 2 8 2 4 7 33
Financial Intermediaries, Markets, and Growth 0 0 0 98 1 4 8 381
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 1 5 6 531
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 1 2 4 60
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 0 3 6 607
Liquidity-saving mechanisms 0 1 2 60 1 5 12 343
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 1 2 30 5 8 12 168
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 0 74 0 2 4 177
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 2 4 7 60
Monetary policy implementation: common goals but different practices 0 0 1 87 3 3 7 300
Optimal monetary policy and economic growth 0 0 0 120 0 3 12 411
Optimal pricing of intraday liquidity 0 0 1 100 2 3 9 353
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 0 0 1 2 13
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 1 4 6 147
Payment networks in a search model of money 0 0 1 98 3 3 6 430
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 0 109 1 3 5 452
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 1 1 1 21
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 1 2 4 85
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 2 2 9
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 1 3 6 74
Repo Runs 0 0 3 64 4 10 19 196
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 1 6 7 371
Repos, Fire Sales, and Bankruptcy Policy 0 0 2 101 0 3 7 466
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 17 3 7 13 85
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 1 2 53 7 15 20 187
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 1 1 2 130
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 1 3 5 28
The Market Events of Mid-September 2019 0 3 3 7 3 17 28 65
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 1 4 7 63
The Primary Dealer Credit Facility 0 0 0 1 3 3 5 12
The fragility of short-term secured funding markets 0 0 0 64 0 2 4 206
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 1 1 1 121
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 1 2 5 131
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 1 4 6 130
Total Journal Articles 2 10 34 2,689 99 221 387 10,901

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 1 82 1 3 13 272
Total Chapters 0 0 1 82 1 3 13 272

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Statistics updated 2026-01-09