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 41 1 4 7 42
A note on bank lending in times of large bank reserves 0 0 2 85 3 6 10 254
A primer on the GCF Repo® Service 0 0 0 28 0 4 12 150
A study of competing designs for a liquidity-saving mechanism 0 0 2 50 2 8 13 190
Are Higher Haircuts Better? A Paradox 0 0 0 1 1 5 7 30
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 1 49 4 30 46 265
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 1 6 9 21
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 2 1 4 13 30
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 13 1 5 12 76
Bank capital regulation and structured finance 0 0 0 80 0 4 7 161
Bank liquidity, interbank markets and monetary policy 0 0 0 437 3 9 15 951
Bank liquidity, interbank markets, and monetary policy 0 0 0 278 3 8 16 606
Banks, Markets, and Efficiency 0 0 0 216 0 8 12 555
Banks, markets, and efficiency 0 0 0 101 0 5 10 357
Banks, markets, and efficiency 0 0 0 83 1 2 7 359
Barriers to network-specific innovation 0 0 0 41 0 12 16 234
Barriers to network-specific innovation 0 0 0 73 1 6 9 266
Bitcoin Is Not a New Type of Money 0 0 0 74 0 3 15 149
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 1 4 7 25
Can the U.S. Interbank Market Be Revived? 0 0 0 24 0 3 7 51
Can the US Interbank Market be Revived? 0 0 0 39 2 10 13 90
Central Banks and Digital Currencies 0 0 3 101 0 6 16 157
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 2 5 329
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 0 1 4 16
Currency competition: a partial vindication of Hayek 0 0 1 149 2 8 12 563
Deciphering Americans’ Views on Cryptocurrencies 0 0 1 35 0 2 8 69
Endogenous multiple currencies 0 0 0 114 0 5 11 451
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 1 2 8 47
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 1 45 2 7 14 84
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 2 36 1 2 7 84
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 57 3 6 17 171
Federal Reserve tools for managing rates and reserves 0 0 1 122 1 6 12 201
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 2 2 16
Financial Innovation: The Origins of the Tri-Party Repo Market 0 1 1 33 0 2 5 26
Financial Intermediaries, Markets, and Growth 0 0 0 138 1 7 12 533
Financial intermediaries, markets and growth 0 0 0 114 1 3 12 506
Financial intermediaries, markets, and growth 0 0 0 190 1 10 16 893
Financial intermediaries, markets, and growth 0 0 0 127 1 4 8 567
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 0 8 16 122
Gates, Fees, and Preemptive Runs 0 0 0 2 0 1 7 27
Gates, Fees, and Preemptive Runs 0 0 0 8 0 3 5 62
Gates, fees, and preemptive runs 0 0 0 14 0 6 9 291
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 1 3 5 456
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 2 9 12 375
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 1 5 8 12
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 2 3 12
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 2 78 1 10 15 137
How Competitive are U.S. Treasury Repo Markets? 0 2 3 40 0 6 9 97
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 1 7 26
How Do the Fed's MBS Holdings Affect the Economy? 0 0 1 30 0 4 8 69
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 1 22 0 3 9 43
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 1 2 7 43
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 2 11 14 88
How the Fed Changes the Size of Its Balance Sheet 1 2 5 59 2 13 27 141
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 0 23 1 6 10 40
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 0 64 1 10 14 103
How the Fed’s Overnight Reverse Repo Facility Works 0 1 7 69 2 20 46 170
How the High Level of Reserves Benefits the Payment System 0 0 0 23 0 7 10 32
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 1 2 28 0 4 8 19
Intraday Timing of General Collateral Repo Markets 0 2 3 32 4 20 40 156
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 3 5 20
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 2 38 0 4 10 123
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 5 13 19 1,276
Liquidity saving mechanisms 0 0 0 14 1 7 10 101
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 0 5 14 216
Liquidity-saving mechanisms 0 1 1 69 0 4 8 300
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 1 8 14 203
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 5 11 20 264
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 1 2 27
Mapping and Sizing the U.S. Repo Market 0 0 1 45 0 3 11 134
Market Failures and Official Sector Interventions 0 0 1 17 0 5 8 58
Measuring Settlement Fails 0 1 1 10 0 4 7 41
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 2 8 13 56
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 2 6 1 6 10 52
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 29 0 4 6 70
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 1 7 12 59
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 1 4 10 472
Monetary policy implementation frameworks: a comparative analysis 0 0 1 120 0 6 13 301
Monetary policy implementation with an ample supply of reserves 0 0 0 13 2 8 11 24
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 5 0 3 11 25
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 2 17 23 60
Money Market Funds and Systemic Risk 0 0 0 17 0 5 9 39
Money market funds intermediation, bank instability, and contagion 0 0 1 83 1 10 20 182
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 1 8 11 306
Optimal Monetary Policy and Economic Growth 0 0 0 240 2 6 9 537
Optimal monetary policy and economic growth 0 0 0 1 1 6 9 22
Optimal monetary policy and economic growth 0 0 0 1 2 5 7 46
Optimal pricing of intra-day liquidity 0 1 1 149 1 5 8 571
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 1 2 5 412
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 1 6 10 259
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 1 4 13 342
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 1 4 6 151
Overnight RRP operations as a monetary policy tool: some design considerations 1 1 2 32 2 8 23 167
Payment networks in a search model of money 0 0 0 83 1 7 12 303
Payments network in a search model of money 0 0 0 0 0 2 5 220
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 1 9 13 30
Pricing Liquidity without Preemptive Runs 0 1 1 8 0 2 3 27
Programming Money Without Programmable Money 0 16 16 16 2 6 6 6
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 34 0 0 7 106
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 1 5 7 568
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 4 17 17 403
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 1 6 11 213
Rediscounting under aggregate risk with moral hazard 0 0 0 57 1 7 14 289
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 4 26 1 7 15 58
Remaining Risks in the Tri-Party Repo Market 0 1 1 7 0 2 4 26
Repo Runs 0 0 0 0 1 6 13 16
Repo Runs 0 0 0 1 0 4 9 18
Repo Runs 0 0 0 132 1 9 13 251
Repo Runs 0 0 0 2 1 26 48 112
Repo Runs 0 0 0 69 0 5 8 186
Repo and Securities Lending 0 0 0 67 0 8 19 207
Repo and securities lending 0 0 0 148 0 5 15 430
Repo over the Financial Crisis 0 0 1 7 1 5 13 37
Repo runs 0 0 2 135 0 9 15 418
Repo runs: evidence from the tri-party repo market 0 0 2 104 1 5 19 404
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 3 6 141
Segregated balance accounts 0 0 1 33 0 4 16 278
Should there be intraday money markets? 0 0 0 70 0 5 10 198
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 1 5 7 49
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 5 9 30
Stressed Outflows and the Supply of Central Bank Reserves 0 0 2 33 0 3 20 114
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 2 7 263
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 4 5 616
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 5 5 8
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 2 5 13
The Federal Reserve’s Large-Scale Repo Program 0 0 2 32 0 1 4 79
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 1 12 21 109
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 2 6 7 42
The Fed’s Latest Tool: A Standing Repo Facility 0 1 6 35 1 6 33 82
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 1 7 10 112
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 2 4 20
The Future of Payments Is Not Stablecoins 0 3 23 156 1 14 54 256
The Market Events of Mid-September 2019 0 0 1 24 1 6 13 73
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 0 6 20
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 1 4 5 38
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 1 7 8 70
The Primary Dealer Credit Facility 0 0 1 30 3 6 12 89
The Tobin effect and the Friedman rule 0 0 0 320 1 8 12 1,664
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 2 3 18
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 1 13 1 8 11 40
The fragility of short-term secured funding markets 0 0 0 29 2 6 11 102
The market events of mid-September 2019 0 0 1 5 0 4 10 31
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 6 14 211
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 5 8 101
The risk of fire sales in the tri-party repo market 0 0 1 32 4 7 11 130
The tri-party repo market before the 2010 reforms 0 0 0 35 0 5 12 154
The welfare effects of a liquidity-saving mechanism 0 0 0 45 1 5 9 186
Token- or Account-Based? A Digital Currency Can Be Both 0 2 16 436 4 16 60 1,094
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 0 4 8 62
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 1 1 7 7 17 20 37
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 1 2 8 156
Understanding the Interbank GCF Repo® Market 0 0 0 11 1 6 18 84
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 4 8 41
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 2 5 9 26
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 28 1 3 7 32
What’s Up with GCF Repo®? 0 0 1 6 1 5 18 89
When should labor contracts be nominal? 0 0 0 12 0 6 10 183
When should labor contracts be nominal? 0 0 0 45 0 1 4 578
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 1 13 19 68
Who is Afraid of the Friedman Rule 0 0 1 1 1 1 4 7
Who is Afraid of the Friedman Rule? 0 0 1 68 2 4 8 352
Who is Afraid of the Friedman Rule? 0 0 0 51 0 9 13 237
Who is afraid of the Friedman rule? 0 0 0 56 0 5 9 294
Why Central Bank Digital Currencies? 0 0 0 54 0 3 12 51
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 1 7 11 139
Why Pay Interest on Excess Reserve Balances? 0 0 1 48 0 3 9 45
Why Pay Interest on Required Reserve Balances? 0 0 1 28 0 5 7 37
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 0 3 8 304
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 4 7 11
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 2 4 5
Total Working Papers 2 39 148 9,316 158 1,020 2,023 32,609


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 1 5 17 689
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 0 11 15 142
A transposon-induced epigenetic change leads to sex determination in melon 0 0 2 4 2 4 11 24
An economic analysis of liquidity-saving mechanisms 0 0 0 36 1 5 8 168
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 1 4 6 103
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 4 7 86
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 0 1 6
Bank Capital Regulation and Structured Finance 0 0 0 19 1 4 11 105
Bank Capital Regulation and Structured Finance 0 0 1 2 1 5 11 16
Bank Lending in Times of Large Bank Reserves 0 0 1 36 0 11 20 143
Bank Liquidity, Interbank Markets, and Monetary Policy 0 2 6 199 0 4 14 554
Banks, markets, and efficiency 0 0 0 43 0 7 14 171
Barriers to network-specific investment 0 0 0 33 0 8 12 265
Can the U.S. Interbank Market Be Revived? 0 0 0 12 0 6 8 59
Contracts and Money Revisited 0 0 0 34 1 2 3 162
Currency competition: A partial vindication of Hayek 0 0 1 77 3 9 10 438
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 1 2 3 93
Divorcing money from monetary policy 0 0 1 97 1 7 20 399
Editors’ Introduction to the Special Issue 0 0 0 1 1 2 3 11
Endogenous Multiple Currencies 0 0 0 40 1 6 11 123
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 1 3 6 46
Explaining the U.S. tri-party repo market 0 2 2 97 2 12 20 299
Financial Intermediaries, Markets, and Growth 0 0 1 8 5 18 24 51
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 7 13 388
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 1 7 13 538
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 0 4 6 64
Is competition in the financial sector a good thing? 0 0 0 0 0 3 5 77
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 0 3 6 610
Liquidity-saving mechanisms 0 0 1 60 0 6 14 349
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 1 30 1 6 16 174
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 1 2 2 76 2 7 11 184
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 1 4 11 64
Monetary policy implementation: common goals but different practices 0 0 1 87 0 6 12 306
Optimal monetary policy and economic growth 0 0 0 120 4 10 19 421
Optimal pricing of intraday liquidity 0 1 2 101 3 9 15 362
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 1 1 1 3 9 11 22
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 1 7 13 154
Payment networks in a search model of money 0 0 1 98 0 2 7 432
Recent evolution of large-value payment systems: balancing liquidity and risk 0 1 1 110 0 6 10 458
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 2 6 7 27
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 2 6 87
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 6 11 80
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 1 3 5 12
Repo Runs 0 1 2 65 2 10 26 206
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 1 9 16 380
Repos, Fire Sales, and Bankruptcy Policy 0 2 4 103 0 9 16 475
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 17 0 3 15 88
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 1 1 2 54 4 12 29 199
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 4 5 134
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 0 2 6 30
The Market Events of Mid-September 2019 0 0 3 7 1 10 37 75
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 0 1 8 64
The Primary Dealer Credit Facility 0 0 0 1 3 8 13 20
The fragility of short-term secured funding markets 0 0 0 64 1 3 7 209
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 1 5 6 126
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 0 0 5 131
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 0 11 17 141
Total Journal Articles 2 13 40 2,702 56 339 672 11,240


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 1 18 27 290
Total Chapters 0 0 0 82 1 18 27 290


Statistics updated 2026-04-09