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 0 38 0 0 2 32
A note on bank lending in times of large bank reserves 0 0 0 82 0 0 0 241
A primer on the GCF Repo® Service 0 0 0 26 0 0 3 134
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 0 5 19
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 2 48 0 0 6 217
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 11 0 0 1 57
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 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 0 2 584
Banks, Markets, and Efficiency 0 0 0 216 0 0 0 543
Banks, markets, and efficiency 0 0 0 101 0 0 1 346
Banks, markets, and efficiency 0 0 0 83 0 0 0 352
Barriers to network-specific innovation 0 0 0 41 0 0 0 217
Barriers to network-specific innovation 0 0 0 73 0 0 1 257
Bitcoin Is Not a New Type of Money 0 0 2 73 0 0 4 124
COVID Response: The Primary Dealer Credit Facility 0 1 2 7 1 2 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 1 1 75
Central Banks and Digital Currencies 0 0 4 93 2 6 22 126
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 2 547
Deciphering Americans’ Views on Cryptocurrencies 0 0 2 34 1 1 5 59
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 1 10 0 0 2 36
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 0 42 0 0 0 66
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 1 4 32 2 6 16 69
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 54 1 1 5 151
Federal Reserve tools for managing rates and reserves 0 1 1 121 0 1 2 187
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 1 516
Financial intermediaries, markets and growth 0 0 0 114 0 0 1 492
Financial intermediaries, markets, and growth 0 0 0 190 0 1 8 877
Financial intermediaries, markets, and growth 0 0 0 127 0 0 6 559
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 0 0 3 104
Gates, Fees, and Preemptive Runs 0 1 1 8 0 1 1 56
Gates, Fees, and Preemptive Runs 0 1 1 2 0 1 2 20
Gates, fees, and preemptive runs 0 0 0 14 0 4 12 271
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 0 1 451
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 0 0 7
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 0 0 4
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 1 2 3 363
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 1 74 1 2 7 118
How Competitive are U.S. Treasury Repo Markets? 0 0 4 33 0 1 9 79
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 0 1 18
How Do the Fed's MBS Holdings Affect the Economy? 0 0 1 28 0 1 3 59
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 1 21 0 1 3 33
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 27 0 0 0 34
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 2 5 32 1 5 17 69
How the Fed Changes the Size of Its Balance Sheet 2 3 8 51 2 3 25 104
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 1 3 22 0 1 5 27
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 1 3 63 0 3 11 84
How the Fed’s Overnight Reverse Repo Facility Works 0 2 10 52 1 7 20 103
How the High Level of Reserves Benefits the Payment System 0 0 0 22 0 0 2 19
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 2 2 6 27 4 7 31 96
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 0 2 14
Lifting the Veil on the U.S. Bilateral Repo Market 0 2 5 32 0 5 15 104
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 0 0 2 89
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 99 0 1 7 196
Liquidity-saving mechanisms 0 0 0 67 0 0 0 290
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 0 1 2 189
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 0 0 1 241
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 1 4 1 1 3 25
Mapping and Sizing the U.S. Repo Market 0 0 6 41 1 4 22 113
Market Failures and Official Sector Interventions 0 1 2 12 0 4 6 39
Measuring Settlement Fails 2 2 2 9 2 2 3 31
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 23 0 1 2 39
Monetary Policy Implementation with an Ample Supply of Reserves 0 1 1 4 0 1 3 40
Monetary Policy Implementation with an Ample Supply of Reserves 0 1 1 18 0 1 2 45
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 26 1 2 5 57
Monetary policy implementation frameworks: a comparative analysis 0 0 0 119 0 0 0 287
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 1 3 23 1 3 9 29
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 3 0 1 3 12
Money Market Funds and Systemic Risk 0 0 0 17 0 0 2 28
Money market funds intermediation, bank instability, and contagion 0 0 1 82 0 0 2 162
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 0 0 2 293
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 0 1 522
Optimal monetary policy and economic growth 0 0 0 1 0 1 3 11
Optimal monetary policy and economic growth 0 0 1 1 0 4 8 32
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 1 406
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 1 2 31 0 2 6 140
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 0 30 0 0 3 141
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 5 16
Pricing Liquidity without Preemptive Runs 0 1 1 7 0 1 1 23
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 33 0 0 0 97
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 0 0 86 0 0 1 382
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 1 1 4 20 1 3 6 38
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 0 0 0 20
Repo Runs 0 0 0 0 0 0 0 3
Repo Runs 0 0 0 0 1 1 1 7
Repo Runs 0 0 0 2 0 0 1 63
Repo Runs 0 0 0 69 0 0 3 177
Repo Runs 0 0 1 132 0 0 2 235
Repo and Securities Lending 0 1 2 67 0 2 5 186
Repo and securities lending 0 0 2 148 1 2 11 414
Repo over the Financial Crisis 0 0 0 4 0 1 1 21
Repo runs 0 0 1 131 0 0 3 397
Repo runs: evidence from the tri-party repo market 0 0 2 102 1 5 13 374
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 0 4 132
Segregated balance accounts 0 0 2 32 0 0 13 253
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 0 0 0 39
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 1 1 20
Stressed Outflows and the Supply of Central Bank Reserves 0 1 2 29 0 3 9 83
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 2 10 609
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 6
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
The Federal Reserve’s Large-Scale Repo Program 0 0 0 30 1 1 1 73
The Fed’s Balance Sheet Runoff and the ON RRP Facility 1 3 7 39 1 6 18 79
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 14 0 1 2 33
The Fed’s Latest Tool: A Standing Repo Facility 0 4 7 28 0 7 14 42
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 1 2 13 114 2 5 30 174
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 6 0 1 3 23
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 1 2 28 0 1 3 74
The Tobin effect and the Friedman rule 0 0 0 320 1 1 8 1,646
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 1 1 5 11 4 4 9 24
The fragility of short-term secured funding markets 0 0 0 29 0 1 1 89
The market events of mid-September 2019 0 0 0 4 1 1 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 2 93
The risk of fire sales in the tri-party repo market 0 0 0 30 1 1 6 114
The tri-party repo market before the 2010 reforms 0 0 1 35 0 0 4 139
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 2 8 43 402 4 15 92 992
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 0 0 22 49
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 0 5 0 0 0 14
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 1 9 1 4 16 52
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 0 19 26
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 1 2 17
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 1 1 26 0 1 5 22
What’s Up with GCF Repo®? 0 0 0 5 1 5 15 60
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 1 1 6 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 0 4 32
Why Pay Interest on Required Reserve Balances? 0 0 1 27 1 1 2 25
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 0
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 1 4
Total Working Papers 12 50 201 9,034 46 173 771 29,986


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 2 5 670
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 1 1 1 124
A transposon-induced epigenetic change leads to sex determination in melon 0 0 0 1 0 3 4 8
An economic analysis of liquidity-saving mechanisms 0 0 2 36 0 0 4 153
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 0 2 77
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 0 0 0 34 1 1 4 118
Bank Liquidity, Interbank Markets, and Monetary Policy 1 1 9 190 1 1 17 533
Banks, markets, and efficiency 0 0 0 43 0 0 0 157
Barriers to network-specific investment 0 0 0 33 0 0 0 252
Can the U.S. Interbank Market Be Revived? 0 0 3 12 1 2 14 50
Contracts and Money Revisited 0 0 0 34 0 0 1 159
Currency competition: A partial vindication of Hayek 0 0 0 76 0 0 1 420
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 4 94 2 6 20 364
Editors’ Introduction to the Special Issue 0 0 0 1 0 0 0 8
Endogenous Multiple Currencies 1 1 1 40 2 2 3 111
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 0 0 0 39
Explaining the U.S. tri-party repo market 1 1 3 94 2 3 8 270
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 0 4 372
Financial Intermediaries, Markets, and Growth 0 0 3 6 0 0 3 25
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 1 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 1 1 201 0 4 9 594
Liquidity-saving mechanisms 0 0 0 57 0 0 0 322
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 28 1 1 5 154
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 1 3 0 0 2 53
Monetary policy implementation: common goals but different practices 0 0 0 84 1 1 2 290
Optimal monetary policy and economic growth 0 0 1 119 3 9 29 387
Optimal pricing of intraday liquidity 0 0 1 99 0 2 4 343
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 2 97 0 0 2 420
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 0 109 0 0 6 445
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 1 1 3 59 2 4 9 169
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 35 0 0 4 361
Repos, Fire Sales, and Bankruptcy Policy 1 1 2 99 1 2 8 458
SHOULD THERE BE INTRADAY MONEY MARKETS? 1 1 1 16 1 1 2 72
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 1 51 0 0 1 166
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 4 7 15 33
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 10 0 1 5 56
The fragility of short-term secured funding markets 0 0 1 63 0 1 2 201
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 0 0 125
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 0 0 0 124
Total Journal Articles 6 9 44 2,638 23 55 208 10,385


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Repo and Securities Lending 1 2 4 78 2 3 13 253
Total Chapters 1 2 4 78 2 3 13 253


Statistics updated 2024-06-06