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 1 39 1 2 3 35
A note on bank lending in times of large bank reserves 0 0 1 83 2 2 3 244
A primer on the GCF Repo® Service 0 0 1 27 1 1 3 137
A study of competing designs for a liquidity-saving mechanism 0 0 0 48 0 2 2 176
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 0 3 22
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 0 48 2 2 2 219
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 1 2 0 1 1 17
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 2 13 1 2 6 63
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 1 0 0 1 12
Bank capital regulation and structured finance 0 0 0 80 1 1 1 154
Bank liquidity, interbank markets and monetary policy 0 0 0 437 1 1 1 936
Bank liquidity, interbank markets, and monetary policy 0 0 0 277 1 3 4 588
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 1 347
Barriers to network-specific innovation 0 0 0 73 0 0 0 257
Barriers to network-specific innovation 0 0 0 41 0 0 1 218
Bitcoin Is Not a New Type of Money 1 1 1 74 5 7 10 134
COVID Response: The Primary Dealer Credit Facility 0 0 1 7 0 0 2 18
Can the U.S. Interbank Market Be Revived? 0 0 0 24 0 0 0 44
Can the US Interbank Market be Revived? 0 0 0 39 2 2 3 77
Central Banks and Digital Currencies 1 2 5 98 2 6 19 139
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 1 2 2 324
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 4 4 551
Deciphering Americans’ Views on Cryptocurrencies 0 0 0 34 0 0 3 61
Endogenous multiple currencies 0 0 0 114 0 0 0 440
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 0 1 3 39
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 2 44 2 2 4 70
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 2 3 34 0 3 14 77
Federal Reserve Tools for Managing Rates and Reserves 0 1 2 56 0 1 4 154
Federal Reserve tools for managing rates and reserves 0 0 1 121 0 0 3 189
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 0 1 14
Financial Innovation: The Origins of the Tri-Party Repo Market 0 0 1 32 0 1 2 21
Financial Intermediaries, Markets, and Growth 0 0 0 138 0 1 3 519
Financial intermediaries, markets and growth 0 0 0 114 0 2 2 494
Financial intermediaries, markets, and growth 0 0 0 127 0 0 0 559
Financial intermediaries, markets, and growth 0 0 0 190 0 0 1 877
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 0 0 2 106
Gates, Fees, and Preemptive Runs 0 0 1 2 0 0 1 20
Gates, Fees, and Preemptive Runs 0 0 1 8 1 1 2 57
Gates, fees, and preemptive runs 0 0 0 14 0 2 13 280
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 0 0 451
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 0 0 4
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 0 0 2 363
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 1 1 2 9
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 1 1 2 76 2 2 5 121
How Competitive are U.S. Treasury Repo Markets? 1 1 4 37 2 4 10 88
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 0 1 19
How Do the Fed's MBS Holdings Affect the Economy? 0 0 1 29 0 0 2 60
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 0 21 0 1 2 34
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 1 28 0 1 2 36
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 3 33 2 4 10 74
How the Fed Changes the Size of Its Balance Sheet 1 1 6 54 2 5 13 114
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 1 1 2 23 2 2 4 30
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 1 1 2 64 2 2 8 89
How the Fed’s Overnight Reverse Repo Facility Works 1 2 12 62 3 4 27 123
How the High Level of Reserves Benefits the Payment System 0 0 1 23 1 2 3 22
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 0 26 1 1 1 11
Intraday Timing of General Collateral Repo Markets 0 1 4 29 3 8 26 115
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 0 1 15
Lifting the Veil on the U.S. Bilateral Repo Market 0 1 6 36 1 3 14 113
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 0 0 0 1,256
Liquidity saving mechanisms 0 0 0 14 0 0 1 90
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 2 101 0 1 6 201
Liquidity-saving mechanisms 0 0 1 68 0 0 2 292
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 0 0 3 244
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 0 0 1 189
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 0 1 25
Mapping and Sizing the U.S. Repo Market 0 0 3 44 0 2 13 122
Market Failures and Official Sector Interventions 0 0 3 14 2 2 12 47
Measuring Settlement Fails 0 0 2 9 2 2 4 33
Monetary Policy Implementation With an Ample Supply of Reserves 0 1 2 25 1 2 5 43
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 18 0 1 3 47
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 4 0 0 3 42
Monetary Policy Implementation with an Ample Supply of Reserves 1 2 2 28 3 4 8 63
Monetary policy implementation frameworks: a comparative analysis 0 0 0 119 0 0 1 288
Monetary policy implementation frameworks: a comparative analysis 0 0 1 166 0 1 2 462
Monetary policy implementation with an ample supply of reserves 0 0 0 13 1 1 2 12
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 23 1 5 11 37
Money Market Fund Vulnerabilities: A Global Perspective 0 1 1 4 0 1 3 14
Money Market Funds and Systemic Risk 0 0 0 17 0 1 1 29
Money market funds intermediation, bank instability, and contagion 0 0 0 82 0 0 0 162
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 1 1 2 295
Optimal Monetary Policy and Economic Growth 0 0 0 240 1 2 4 526
Optimal monetary policy and economic growth 0 0 0 1 0 0 2 12
Optimal monetary policy and economic growth 0 0 0 1 0 2 11 39
Optimal pricing of intra-day liquidity 0 0 0 148 0 1 1 563
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 0 0 2 407
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 0 0 0 249
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 0 0 0 329
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 1 31 0 0 7 145
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 0 30 0 3 3 144
Payment networks in a search model of money 0 0 0 83 0 0 0 291
Payments network in a search model of money 0 0 0 0 0 0 2 215
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 0 0 2 17
Pricing Liquidity without Preemptive Runs 0 0 1 7 0 0 2 24
Quantifying the benefits of a liquidity-saving mechanism 0 0 1 34 0 0 2 99
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 0 0 1 560
Reconciling Bagehot with the Fed's response to September 11 0 0 1 87 0 0 3 385
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 1 3 22 0 2 8 43
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 1 1 2 22
Repo Runs 0 1 1 1 0 1 3 9
Repo Runs 0 0 0 132 0 1 3 238
Repo Runs 0 0 0 2 0 0 1 64
Repo Runs 0 0 0 69 0 0 1 178
Repo Runs 0 0 0 0 0 0 0 3
Repo and Securities Lending 0 0 1 67 0 1 4 188
Repo and securities lending 0 0 0 148 1 1 3 415
Repo over the Financial Crisis 0 1 2 6 0 1 4 24
Repo runs 0 0 0 131 0 2 4 401
Repo runs: evidence from the tri-party repo market 0 0 0 102 2 5 16 385
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 2 3 135
Segregated balance accounts 0 0 0 32 1 1 9 262
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 1 9 1 1 3 42
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 1 1 2 21
Stressed Outflows and the Supply of Central Bank Reserves 0 0 3 31 0 1 13 93
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 1 3 610
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 1 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 1 1 2 8
The Federal Reserve’s Large-Scale Repo Program 0 0 0 30 1 1 3 75
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 4 40 0 2 14 87
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 14 1 1 2 34
The Fed’s Latest Tool: A Standing Repo Facility 1 1 5 29 1 2 14 49
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 0 0 2 101
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 0 0 16
The Future of Payments Is Not Stablecoins 1 7 20 132 2 11 32 201
The Market Events of Mid-September 2019 0 0 0 23 1 1 2 60
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 1 1 1 14
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 1 4 9 2 4 9 31
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 1 1 1 62
The Primary Dealer Credit Facility 0 1 2 29 0 1 4 77
The Tobin effect and the Friedman rule 0 0 0 320 1 2 6 1,651
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 0 1 15
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 1 2 12 1 4 8 28
The fragility of short-term secured funding markets 0 0 0 29 0 0 3 91
The market events of mid-September 2019 0 0 0 4 1 1 3 21
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 minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 0 1 196
The risk of fire sales in the tri-party repo market 0 0 1 31 1 1 6 119
The tri-party repo market before the 2010 reforms 0 0 0 35 1 1 3 142
The welfare effects of a liquidity-saving mechanism 0 0 0 45 0 2 2 177
Token- or Account-Based? A Digital Currency Can Be Both 3 6 24 418 7 14 54 1,031
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 1 1 5 54
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 6 1 1 3 17
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 2 11 2 5 17 65
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 2 6 6 32
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 1 2 27 0 2 3 24
What’s Up with GCF Repo®? 0 0 0 5 1 3 15 70
When should labor contracts be nominal? 0 0 0 45 0 1 1 574
When should labor contracts be nominal? 0 0 0 12 0 1 1 173
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 1 14 0 0 1 48
Who is Afraid of the Friedman Rule 0 0 0 0 0 1 1 3
Who is Afraid of the Friedman Rule? 0 0 0 67 1 1 1 344
Who is Afraid of the Friedman Rule? 0 0 0 51 0 1 1 224
Who is afraid of the Friedman rule? 0 0 0 56 2 2 3 285
Why Central Bank Digital Currencies? 1 1 2 54 1 2 4 39
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 0 47 2 2 4 36
Why Pay Interest on Required Reserve Balances? 0 0 0 27 0 2 6 30
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 1 1 1 1
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 0 0 0 296
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 0 4
Total Working Papers 15 44 173 9,157 101 229 719 30,532


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 1 238 0 1 4 672
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 1 2 4 127
A transposon-induced epigenetic change leads to sex determination in melon 0 0 1 2 0 2 8 13
An economic analysis of liquidity-saving mechanisms 0 0 0 36 2 4 7 160
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 1 1 2 97
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 0 2 79
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 1 2 2 5
Bank Capital Regulation and Structured Finance 0 0 0 1 0 0 0 5
Bank Capital Regulation and Structured Finance 0 0 0 19 0 0 1 94
Bank Lending in Times of Large Bank Reserves 0 0 1 35 1 2 6 123
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 4 193 1 1 8 540
Banks, markets, and efficiency 0 0 0 43 0 0 0 157
Barriers to network-specific investment 0 0 0 33 0 0 1 253
Can the U.S. Interbank Market Be Revived? 0 0 0 12 1 1 3 51
Contracts and Money Revisited 0 0 0 34 0 0 0 159
Currency competition: A partial vindication of Hayek 0 0 0 76 3 5 8 428
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 0 0 90
Divorcing money from monetary policy 0 0 4 96 0 3 20 378
Editors’ Introduction to the Special Issue 0 0 0 1 0 0 0 8
Endogenous Multiple Currencies 0 0 1 40 0 0 2 111
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 0 0 1 40
Explaining the U.S. tri-party repo market 0 1 2 95 1 4 12 279
Financial Intermediaries, Markets, and Growth 0 1 1 7 0 1 2 27
Financial Intermediaries, Markets, and Growth 0 0 0 98 1 2 3 375
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 0 0 0 525
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 0 72
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 1 201 2 2 13 603
Liquidity-saving mechanisms 0 0 1 58 2 3 12 334
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 28 1 1 4 157
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 1 74 0 0 1 173
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 0 0 0 53
Monetary policy implementation: common goals but different practices 0 1 2 86 1 2 5 294
Optimal monetary policy and economic growth 0 0 1 120 1 2 22 400
Optimal pricing of intraday liquidity 0 0 0 99 2 2 5 346
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 0 0 1 2 11
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 0 0 0 141
Payment networks in a search model of money 0 0 0 97 0 2 4 424
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 0 109 1 2 3 448
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 0 0 81
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 0 2 2 20
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 2 2 69
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 1 1 7
Repo Runs 0 2 5 63 0 6 14 179
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 0 35 0 0 3 364
Repos, Fire Sales, and Bankruptcy Policy 0 0 1 99 0 0 3 459
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 1 1 1 52 1 3 4 170
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 1 128
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 1 1 2 24
The Market Events of Mid-September 2019 0 0 0 4 1 2 12 38
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 10 0 0 1 56
The fragility of short-term secured funding markets 0 0 1 64 0 0 2 202
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 0 0 120
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 0 0 1 126
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 0 0 0 124
Total Journal Articles 1 6 30 2,659 26 65 217 10,547


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 6 82 1 4 11 261
Total Chapters 0 2 6 82 1 4 11 261


Statistics updated 2025-03-03