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 2 41 0 3 9 44
A note on bank lending in times of large bank reserves 0 0 1 85 1 6 12 257
A primer on the GCF Repo® Service 0 0 0 28 0 0 12 150
A study of competing designs for a liquidity-saving mechanism 0 0 2 50 0 6 17 194
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 8 14 37
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 1 49 3 9 51 270
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 2 0 2 14 31
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 1 6 14 26
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 13 0 2 13 77
Bank capital regulation and structured finance 0 0 0 80 0 2 9 163
Bank liquidity, interbank markets and monetary policy 0 0 0 437 0 5 17 953
Bank liquidity, interbank markets, and monetary policy 0 0 0 278 0 7 20 610
Banks, Markets, and Efficiency 0 0 0 216 0 3 15 558
Banks, markets, and efficiency 0 0 0 101 1 2 12 359
Banks, markets, and efficiency 0 0 0 83 0 4 10 362
Barriers to network-specific innovation 0 0 0 41 0 0 15 234
Barriers to network-specific innovation 0 0 0 73 0 3 11 268
Bitcoin Is Not a New Type of Money 0 0 0 74 0 0 15 149
COVID Response: The Primary Dealer Credit Facility 0 0 0 7 0 8 14 32
Can the U.S. Interbank Market Be Revived? 0 0 0 24 0 1 8 52
Can the US Interbank Market be Revived? 0 0 0 39 0 4 15 92
Central Banks and Digital Currencies 0 1 4 102 0 2 17 159
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 2 7 331
Counterparties and Collateral Requirements for Implementing Monetary Policy 0 0 0 21 0 2 6 18
Currency competition: a partial vindication of Hayek 0 0 1 149 9 15 25 576
Deciphering Americans’ Views on Cryptocurrencies 0 0 1 35 0 3 11 72
Endogenous multiple currencies 0 0 0 114 1 3 14 454
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask 0 0 0 10 1 3 10 49
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 1 45 0 3 14 85
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 2 36 1 3 9 86
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 57 0 9 23 177
Federal Reserve tools for managing rates and reserves 0 0 0 122 1 4 14 204
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 1 3 17
Financial Innovation: The Origins of the Tri-Party Repo Market 0 0 1 33 1 3 8 29
Financial Intermediaries, Markets, and Growth 0 0 0 138 0 3 14 535
Financial intermediaries, markets and growth 0 0 0 114 0 3 13 508
Financial intermediaries, markets, and growth 0 0 0 127 0 2 9 568
Financial intermediaries, markets, and growth 0 0 0 190 0 1 16 893
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 1 1 1 62 3 7 22 129
Gates, Fees, and Preemptive Runs 0 0 0 8 0 2 7 64
Gates, Fees, and Preemptive Runs 0 0 0 2 0 5 11 32
Gates, fees, and preemptive runs 0 0 0 14 1 5 14 296
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 3 7 458
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 5 11 16
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 2 5 15 378
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 0 3 12
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 2 78 0 2 16 138
How Competitive are U.S. Treasury Repo Markets? 0 0 3 40 1 2 11 99
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 4 10 30
How Do the Fed's MBS Holdings Affect the Economy? 0 0 0 30 4 9 15 78
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 0 22 0 1 9 44
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 0 3 9 45
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 5 14 26 100
How the Fed Changes the Size of Its Balance Sheet 0 1 4 59 0 7 31 146
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 0 23 0 4 13 43
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 0 64 0 2 14 104
How the Fed’s Overnight Reverse Repo Facility Works 0 0 6 69 4 11 53 179
How the High Level of Reserves Benefits the Payment System 0 0 0 23 0 1 11 33
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 1 28 0 4 11 23
Intraday Timing of General Collateral Repo Markets 1 1 3 33 1 12 43 164
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 1 6 21
Lifting the Veil on the U.S. Bilateral Repo Market 0 0 2 38 0 4 12 127
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 0 9 23 1,280
Liquidity saving mechanisms 0 0 0 14 1 3 12 103
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 0 2 16 218
Liquidity-saving mechanisms 0 0 1 69 1 2 10 302
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 1 7 22 266
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 0 5 18 207
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market 0 0 0 4 0 4 6 31
Mapping and Sizing the U.S. Repo Market 0 0 1 45 1 4 15 138
Market Failures and Official Sector Interventions 0 0 0 17 1 2 9 60
Measuring Settlement Fails 0 0 1 10 1 5 12 46
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 1 10 21 64
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 0 1 11 59
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 29 0 3 9 73
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 2 6 1 2 11 53
Monetary policy implementation frameworks: a comparative analysis 0 0 0 120 0 1 13 302
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 1 4 13 475
Monetary policy implementation with an ample supply of reserves 0 0 0 13 2 7 16 29
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 5 0 2 12 27
Money Market Fund Vulnerabilities: A Global Perspective 0 0 0 23 0 6 27 64
Money Market Funds and Systemic Risk 0 0 0 17 0 2 11 41
Money market funds intermediation, bank instability, and contagion 0 0 1 83 0 4 20 185
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 1 5 15 310
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 3 10 538
Optimal monetary policy and economic growth 0 0 0 1 0 3 8 47
Optimal monetary policy and economic growth 0 0 0 1 0 5 13 26
Optimal pricing of intra-day liquidity 0 0 1 149 0 3 10 573
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 1 5 9 416
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 0 5 14 263
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 1 3 14 344
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 0 3 8 153
Overnight RRP operations as a monetary policy tool: some design considerations 0 1 2 32 0 3 24 168
Payment networks in a search model of money 0 0 0 83 0 3 14 305
Payments network in a search model of money 0 0 0 0 1 3 8 223
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 1 4 16 33
Pricing Liquidity without Preemptive Runs 0 0 1 8 2 2 4 29
Programming Money Without Programmable Money 0 0 16 16 1 6 10 10
Quantifying the benefits of a liquidity-saving mechanism 0 0 0 34 0 1 8 107
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 0 2 8 569
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 1 6 19 405
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 0 5 15 217
Rediscounting under aggregate risk with moral hazard 0 0 0 57 1 5 18 293
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 2 26 1 6 17 63
Remaining Risks in the Tri-Party Repo Market 0 0 1 7 0 2 6 28
Repo Runs 0 0 0 1 1 6 15 24
Repo Runs 0 0 0 2 0 3 50 114
Repo Runs 0 0 0 132 1 3 15 253
Repo Runs 0 0 0 0 1 2 13 17
Repo Runs 0 0 0 69 0 2 10 188
Repo and Securities Lending 0 0 0 67 0 2 20 209
Repo and securities lending 0 0 0 148 0 1 14 431
Repo over the Financial Crisis 0 0 1 7 0 7 19 43
Repo runs 0 0 1 135 9 13 27 431
Repo runs: evidence from the tri-party repo market 1 1 2 105 3 9 25 412
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 4 9 145
Segregated balance accounts 0 0 1 33 1 4 18 282
Should there be intraday money markets? 0 0 0 70 0 3 12 201
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 3 7 13 55
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 3 12 33
Stressed Outflows and the Supply of Central Bank Reserves 0 0 2 33 1 7 27 121
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 10 266
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 1 4 7 618
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 6 10 13
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 6 14
The Federal Reserve’s Large-Scale Repo Program 0 0 2 32 0 1 5 80
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 1 41 0 5 25 113
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 1 3 8 43
The Fed’s Latest Tool: A Standing Repo Facility 0 1 5 36 0 3 31 84
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 0 4 13 115
The Fragility of an MMF-Intermediated Financial System 1 1 1 4 2 3 7 23
The Future of Payments Is Not Stablecoins 1 3 23 159 1 6 52 261
The Market Events of Mid-September 2019 0 0 1 24 0 6 16 78
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 1 4 9 24
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 0 3 7 40
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 0 1 7 70
The Primary Dealer Credit Facility 0 0 0 30 0 6 13 92
The Tobin effect and the Friedman rule 0 0 0 320 0 6 16 1,669
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 1 3 19
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 1 13 1 5 14 44
The fragility of short-term secured funding markets 0 0 0 29 1 6 13 106
The market events of mid-September 2019 0 0 0 5 0 2 8 33
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 4 16 214
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 0 8 101
The risk of fire sales in the tri-party repo market 0 0 1 32 1 8 15 134
The tri-party repo market before the 2010 reforms 1 1 1 36 1 2 14 156
The welfare effects of a liquidity-saving mechanism 0 0 0 45 0 2 10 187
Token- or Account-Based? A Digital Currency Can Be Both 0 2 13 438 1 9 58 1,099
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 0 8 16 70
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 7 5 19 32 49
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 0 2 9 157
Understanding the Interbank GCF Repo® Market 0 0 0 11 1 6 21 89
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 1 3 11 44
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 4 11 28
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 28 0 3 9 34
What’s Up with GCF Repo®? 0 0 1 6 1 5 20 93
When should labor contracts be nominal? 0 0 0 45 1 3 7 581
When should labor contracts be nominal? 0 0 0 12 0 2 10 185
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 0 0 14 0 7 24 74
Who is Afraid of the Friedman Rule 0 0 0 1 0 4 6 10
Who is Afraid of the Friedman Rule? 0 0 0 51 0 2 14 239
Who is Afraid of the Friedman Rule? 0 0 1 68 1 8 14 358
Who is afraid of the Friedman rule? 0 0 0 56 1 1 10 295
Why Central Bank Digital Currencies? 0 0 0 54 0 0 11 51
Why Does Overnight Liquidity Cost More Than Intraday Liquidity? 0 0 0 28 0 4 14 142
Why Pay Interest on Excess Reserve Balances? 0 0 0 48 1 2 8 47
Why Pay Interest on Required Reserve Balances? 0 0 0 28 0 3 9 40
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 1 1 9 305
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 2 5 9 10
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 1 7 12
Total Working Papers 6 14 131 9,328 111 698 2,466 33,149


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 4 20 692
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 0 1 16 143
A transposon-induced epigenetic change leads to sex determination in melon 0 0 2 4 1 6 15 28
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 1 8 168
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 0 3 8 105
An empirical analysis of the GCF Repo® Service 0 0 0 13 3 9 16 95
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 1 2 7
Bank Capital Regulation and Structured Finance 0 0 0 19 0 4 14 108
Bank Capital Regulation and Structured Finance 0 0 1 2 0 4 14 19
Bank Lending in Times of Large Bank Reserves 1 1 1 37 2 7 26 150
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 7 200 1 3 15 557
Banks, markets, and efficiency 0 0 0 43 0 6 20 177
Barriers to network-specific investment 0 0 0 33 0 5 17 270
Can the U.S. Interbank Market Be Revived? 0 1 1 13 0 3 11 62
Contracts and Money Revisited 0 0 0 34 0 3 4 164
Currency competition: A partial vindication of Hayek 0 0 1 77 0 3 10 438
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 3 5 95
Divorcing money from monetary policy 0 0 0 97 5 8 22 406
Editors’ Introduction to the Special Issue 0 0 0 1 1 2 4 12
Endogenous Multiple Currencies 0 0 0 40 0 3 13 125
Evolución reciente de los sistemas de pagos de alto valor: equilibrando la liquidez y el riesgo.Antoine Martin 0 0 0 3 0 3 7 48
Explaining the U.S. tri-party repo market 0 0 2 97 0 8 25 305
Financial Intermediaries, Markets, and Growth 0 0 0 98 2 3 16 391
Financial Intermediaries, Markets, and Growth 0 0 1 8 1 7 26 53
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 2 6 18 543
Innovation on networks: Coordination, governance, and the case of VISA 0 0 0 0 0 4 10 68
Is competition in the financial sector a good thing? 0 0 0 0 0 1 6 78
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 0 4 10 614
Liquidity-saving mechanisms 0 0 1 60 0 1 14 350
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 1 30 1 2 16 175
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 1 2 76 0 3 12 185
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 0 7 17 70
Monetary policy implementation: common goals but different practices 0 0 1 87 4 6 17 312
Optimal monetary policy and economic growth 0 0 0 120 0 7 20 424
Optimal pricing of intraday liquidity 0 0 2 101 2 5 17 364
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 0 3 14 156
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 1 1 0 5 13 24
Payment networks in a search model of money 0 0 0 98 1 1 7 433
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 1 110 0 3 13 461
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 1 4 9 29
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 1 3 9 90
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 3 7 14
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 1 12 81
Repo Runs 0 0 2 65 0 3 24 207
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 0 36 2 9 23 388
Repos, Fire Sales, and Bankruptcy Policy 0 0 3 103 1 6 21 481
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 17 1 4 18 92
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 1 2 54 1 5 30 200
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 2 6 135
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 0 4 10 34
The Market Events of Mid-September 2019 0 0 3 7 1 4 39 78
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 11 1 2 9 66
The Primary Dealer Credit Facility 0 0 0 1 1 7 16 24
The fragility of short-term secured funding markets 0 0 0 64 0 3 8 211
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 3 8 128
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 2 4 7 135
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 0 2 19 143
Total Journal Articles 1 5 37 2,705 39 227 813 11,411


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 0 2 24 291
Total Chapters 0 0 0 82 0 2 24 291


Statistics updated 2026-06-04