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 1 39 0 0 3 35
A note on bank lending in times of large bank reserves 0 0 1 84 0 0 3 245
A primer on the GCF Repo® Service 0 0 1 28 0 3 6 141
A study of competing designs for a liquidity-saving mechanism 0 0 0 48 0 0 3 177
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 0 3 23
Bank Liquidity, Interbank Markets and Monetary Policy 0 1 1 49 1 2 4 221
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 1 0 0 1 12
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 13 0 0 5 64
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 1 1 2 18
Bank capital regulation and structured finance 0 0 0 80 0 1 2 155
Bank liquidity, interbank markets and monetary policy 0 0 0 437 1 1 2 937
Bank liquidity, interbank markets, and monetary policy 0 0 1 278 2 2 7 592
Banks, Markets, and Efficiency 0 0 0 216 0 0 0 543
Banks, markets, and efficiency 0 0 0 101 0 1 2 348
Banks, markets, and efficiency 0 0 0 83 0 0 0 352
Barriers to network-specific innovation 0 0 0 41 0 0 1 219
Barriers to network-specific innovation 0 0 0 73 0 0 0 257
Bitcoin Is Not a New Type of Money 0 0 1 74 0 1 11 135
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 0 0 0 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 1 2 4 79
Central Banks and Digital Currencies 1 2 6 100 1 2 13 144
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 1 1 3 325
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 1 5 552
Deciphering Americans’ Views on Cryptocurrencies 0 1 1 35 0 2 2 63
Endogenous multiple currencies 0 0 0 114 0 2 2 442
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 0 1 4 40
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 1 2 45 1 2 6 73
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 1 3 35 0 1 6 78
Federal Reserve Tools for Managing Rates and Reserves 0 0 2 56 0 0 2 154
Federal Reserve tools for managing rates and reserves 0 0 1 122 0 0 2 190
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 3 22
Financial Intermediaries, Markets, and Growth 0 0 0 138 0 1 6 522
Financial intermediaries, markets and growth 0 0 0 114 0 0 3 495
Financial intermediaries, markets, and growth 0 0 0 190 1 2 2 879
Financial intermediaries, markets, and growth 0 0 0 127 0 1 1 560
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 0 0 2 107
Gates, Fees, and Preemptive Runs 0 0 0 2 1 1 2 22
Gates, Fees, and Preemptive Runs 0 0 0 8 1 1 2 58
Gates, fees, and preemptive runs 0 0 0 14 0 0 11 282
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 1 5
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 1 1 1 364
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 0 2 9
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 1 3 77 0 1 5 123
How Competitive are U.S. Treasury Repo Markets? 0 1 3 38 0 1 8 89
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 1 2 21
How Do the Fed's MBS Holdings Affect the Economy? 0 0 2 30 0 1 5 64
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 1 22 0 0 2 35
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 0 0 1 36
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 1 33 0 0 5 74
How the Fed Changes the Size of Its Balance Sheet 0 1 4 56 2 4 14 119
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 1 23 0 1 3 31
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 1 64 1 1 5 91
How the Fed’s Overnight Reverse Repo Facility Works 0 1 10 64 1 3 19 129
How the High Level of Reserves Benefits the Payment System 0 0 0 23 1 1 3 23
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 27 0 0 2 12
Intraday Timing of General Collateral Repo Markets 0 0 3 30 1 5 22 126
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 1 2 5 38 1 3 11 118
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 1 1 2 1,258
Liquidity saving mechanisms 0 0 0 14 0 0 1 91
Liquidity, Collateral Quality, and Negative Interest Rate 1 1 3 102 1 1 7 203
Liquidity-saving mechanisms 0 0 0 68 0 0 0 292
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 0 0 0 189
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 0 2 3 246
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 0 0 25
Mapping and Sizing the U.S. Repo Market 0 0 2 44 0 0 6 123
Market Failures and Official Sector Interventions 0 0 4 17 0 1 11 52
Measuring Settlement Fails 0 0 0 9 0 0 3 34
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 2 25 1 1 5 44
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 0 0 3 48
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 4 1 1 1 43
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 3 29 1 1 8 65
Monetary policy implementation frameworks: a comparative analysis 0 0 1 166 0 1 3 463
Monetary policy implementation frameworks: a comparative analysis 0 0 1 120 0 3 4 292
Monetary policy implementation with an ample supply of reserves 0 0 0 13 1 1 4 14
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 0 1 6 38
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 4 0 2 4 17
Money Market Funds and Systemic Risk 0 0 0 17 0 0 2 30
Money market funds intermediation, bank instability, and contagion 0 0 0 82 0 1 4 166
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 1 1 3 296
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 0 6 528
Optimal monetary policy and economic growth 0 0 0 1 0 0 7 39
Optimal monetary policy and economic growth 0 0 0 1 1 1 3 14
Optimal pricing of intra-day liquidity 0 0 0 148 0 0 1 563
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 0 0 0 407
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 1 2 331
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 1 1 4 146
Overnight RRP operations as a monetary policy tool: some design considerations 0 1 1 31 2 4 7 148
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 2 2 2 19
Pricing Liquidity without Preemptive Runs 0 0 0 7 0 0 1 25
Quantifying the benefits of a liquidity-saving mechanism 0 0 1 34 0 0 1 99
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 0 0 2 561
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 0 0 3 386
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 1 1 2 203
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 2 6 26 1 2 10 48
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 0 0 2 22
Repo Runs 0 0 0 0 0 0 1 4
Repo Runs 0 0 0 132 0 0 2 238
Repo Runs 0 0 0 2 0 0 0 64
Repo Runs 0 0 1 1 0 0 2 9
Repo Runs 0 0 0 69 0 0 1 178
Repo and Securities Lending 0 0 0 67 1 1 3 190
Repo and securities lending 0 0 0 148 1 1 4 418
Repo over the Financial Crisis 1 1 3 7 1 1 4 25
Repo runs 1 1 4 135 1 1 8 405
Repo runs: evidence from the tri-party repo market 0 1 2 104 0 4 14 391
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 0 3 136
Segregated balance accounts 0 0 0 32 1 2 11 266
Should there be intraday money markets? 0 0 0 70 1 1 2 190
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 1 9 0 0 2 42
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 1 2 22
Stressed Outflows and the Supply of Central Bank Reserves 1 1 2 32 2 2 11 96
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 1 1 257
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 0 2 611
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 2 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 0 0 1 3
The Federal Reserve’s Large-Scale Repo Program 0 2 2 32 0 2 3 77
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 1 1 41 0 1 7 89
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 1 15 0 0 2 35
The Fed’s Latest Tool: A Standing Repo Facility 0 1 4 32 1 5 12 58
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 0 0 3 102
The Fragility of an MMF-Intermediated Financial System 0 0 0 3 0 0 0 16
The Future of Payments Is Not Stablecoins 2 8 25 144 4 13 40 222
The Market Events of Mid-September 2019 1 1 1 24 2 2 6 64
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 0 2 15
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 2 9 0 0 8 33
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 81
The Tobin effect and the Friedman rule 0 0 0 320 0 1 7 1,654
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 0 2 16
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 1 2 13 0 1 7 31
The fragility of short-term secured funding markets 0 0 0 29 0 1 4 94
The market events of mid-September 2019 0 0 1 5 0 0 6 25
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 1 4 199
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 risk of fire sales in the tri-party repo market 0 1 1 32 0 1 3 120
The tri-party repo market before the 2010 reforms 0 0 0 35 1 1 3 143
The welfare effects of a liquidity-saving mechanism 0 0 0 45 0 0 2 177
Token- or Account-Based? A Digital Currency Can Be Both 0 5 25 430 2 12 52 1,053
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 0 2 6 56
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 6 0 2 4 19
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 1 3 16 71
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 1 8 34
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 0 0 17
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 27 1 2 5 27
What’s Up with GCF Repo®? 0 0 0 5 1 3 13 76
When should labor contracts be nominal? 0 0 0 12 0 1 4 176
When should labor contracts be nominal? 0 0 0 45 1 1 2 575
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 1 14 1 2 5 52
Who is Afraid of the Friedman Rule 0 0 1 1 0 0 2 4
Who is Afraid of the Friedman Rule? 0 0 0 67 0 0 1 344
Who is Afraid of the Friedman Rule? 0 0 0 51 0 1 3 226
Who is afraid of the Friedman rule? 0 0 0 56 0 0 3 285
Why Central Bank Digital Currencies? 0 0 2 54 0 0 4 40
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 48 0 0 5 39
Why Pay Interest on Required Reserve Balances? 0 0 1 28 0 0 4 31
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 0 1 1 297
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 1 1
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 1 5
Total Working Papers 10 40 174 9,237 60 163 730 30,846


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 1 2 239 1 2 4 674
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 0 1 4 128
A transposon-induced epigenetic change leads to sex determination in melon 0 1 1 3 1 2 5 15
An economic analysis of liquidity-saving mechanisms 0 0 0 36 1 2 8 162
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 0 0 2 97
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 0 1 79
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 0 2 5
Bank Capital Regulation and Structured Finance 0 1 1 2 0 1 1 6
Bank Capital Regulation and Structured Finance 0 0 0 19 0 1 2 95
Bank Lending in Times of Large Bank Reserves 0 0 1 36 0 0 4 124
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 2 194 0 4 10 546
Banks, markets, and efficiency 0 0 0 43 0 0 0 157
Barriers to network-specific investment 0 0 0 33 0 2 2 255
Can the U.S. Interbank Market Be Revived? 0 0 0 12 1 1 2 52
Contracts and Money Revisited 0 0 0 34 0 0 1 160
Currency competition: A partial vindication of Hayek 0 1 1 77 0 1 7 429
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 1 1 91
Divorcing money from monetary policy 0 0 1 97 0 1 16 385
Editors’ Introduction to the Special Issue 0 0 0 1 0 0 0 8
Endogenous Multiple Currencies 0 0 0 40 1 1 2 113
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 41
Explaining the U.S. tri-party repo market 0 0 1 95 0 1 9 281
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 0 2 375
Financial Intermediaries, Markets, and Growth 0 0 1 7 0 1 2 28
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 1 1 1 526
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 0 0 2 58
Is competition in the financial sector a good thing? 0 0 0 0 1 1 1 73
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 0 0 8 604
Liquidity-saving mechanisms 0 0 1 59 0 2 9 338
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 1 29 0 0 5 159
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 1 74 0 2 3 175
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 3 3 3 56
Monetary policy implementation: common goals but different practices 1 1 3 87 1 2 6 297
Optimal monetary policy and economic growth 0 0 0 120 2 4 17 408
Optimal pricing of intraday liquidity 0 0 0 99 1 2 5 349
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 0 0 0 2 11
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 0 0 1 142
Payment networks in a search model of money 0 0 1 98 0 1 6 427
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 0 109 0 1 3 449
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 0 0 2 20
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 2 2 83
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 0 1 7
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 2 4 71
Repo Runs 0 1 4 64 0 3 16 186
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 1 36 0 0 3 365
Repos, Fire Sales, and Bankruptcy Policy 0 1 2 101 0 3 4 463
SHOULD THERE BE INTRADAY MONEY MARKETS? 1 1 1 17 2 3 5 77
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 1 52 0 0 3 170
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 2 129
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 0 1 3 25
The Market Events of Mid-September 2019 0 0 0 4 1 6 10 45
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 1 11 0 2 3 59
The Primary Dealer Credit Facility 0 0 0 1 0 1 2 9
The fragility of short-term secured funding markets 0 0 0 64 0 1 2 204
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 2 128
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 0 2 2 126
Total Journal Articles 2 9 28 2,677 17 67 226 10,665


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 2 82 0 0 11 267
Total Chapters 0 0 2 82 0 0 11 267


Statistics updated 2025-09-05