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 2 9 44
A note on bank lending in times of large bank reserves 0 0 1 85 0 3 12 257
A primer on the GCF Repo® Service 0 0 0 28 0 0 10 150
A study of competing designs for a liquidity-saving mechanism 0 0 2 50 1 5 18 195
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 7 14 37
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 0 49 1 6 51 271
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 13 0 1 13 77
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 2 0 5 14 26
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 2 0 1 14 31
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 2 17 953
Bank liquidity, interbank markets, and monetary policy 0 0 0 278 1 5 21 611
Banks, Markets, and Efficiency 0 0 0 216 0 3 15 558
Banks, markets, and efficiency 0 0 0 83 0 3 10 362
Banks, markets, and efficiency 0 0 0 101 0 2 11 359
Barriers to network-specific innovation 0 0 0 41 0 0 15 234
Barriers to network-specific innovation 0 0 0 73 0 2 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 1 8 15 33
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 2 15 92
Central Banks and Digital Currencies 0 1 4 102 1 3 18 160
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 1 3 8 332
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 0 13 25 576
Deciphering Americans’ Views on Cryptocurrencies 0 0 0 35 0 3 9 72
Endogenous multiple currencies 0 0 0 114 0 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 11 50
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 0 0 0 45 1 2 14 86
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 1 36 1 3 9 87
Federal Reserve Tools for Managing Rates and Reserves 0 0 1 57 2 8 25 179
Federal Reserve tools for managing rates and reserves 0 0 0 122 0 3 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 4 9 30
Financial Intermediaries, Markets, and Growth 0 0 0 138 0 2 13 535
Financial intermediaries, markets and growth 0 0 0 114 0 2 13 508
Financial intermediaries, markets, and growth 0 0 0 190 1 1 17 894
Financial intermediaries, markets, and growth 0 0 0 127 1 2 9 569
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 1 1 62 0 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 0 5 14 296
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 1 3 8 459
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 0 3 12
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 1 5 12 17
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 0 3 15 378
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 0 0 2 78 1 2 17 139
How Competitive are U.S. Treasury Repo Markets? 0 0 2 40 4 6 14 103
How Do Central Bank Balance Sheets Change in Times of Crisis? 0 0 0 23 0 4 9 30
How Do the Fed's MBS Holdings Affect the Economy? 0 0 0 30 1 10 16 79
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 0 22 1 2 10 45
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 0 28 0 2 9 45
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 0 0 33 3 15 29 103
How the Fed Changes the Size of Its Balance Sheet 0 0 3 59 0 5 29 146
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 0 23 1 4 14 44
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 1 1 1 65 1 2 15 105
How the Fed’s Overnight Reverse Repo Facility Works 0 0 5 69 2 11 53 181
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 2 4 34 4 12 43 168
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 1 38 1 5 11 128
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 2 6 25 1,282
Liquidity saving mechanisms 0 0 0 14 0 2 12 103
Liquidity, Collateral Quality, and Negative Interest Rate 0 0 1 102 1 3 17 219
Liquidity-saving mechanisms 0 0 1 69 0 2 10 302
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 37 0 4 18 207
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 52 0 2 22 266
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 0 4 15 138
Market Failures and Official Sector Interventions 0 0 0 17 0 2 9 60
Measuring Settlement Fails 0 0 1 10 0 5 12 46
Monetary Policy Implementation With an Ample Supply of Reserves 0 0 0 25 0 8 21 64
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 2 6 1 2 12 54
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 29 1 4 10 74
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 18 1 1 12 60
Monetary policy implementation frameworks: a comparative analysis 0 0 0 166 0 3 12 475
Monetary policy implementation frameworks: a comparative analysis 0 0 0 120 0 1 11 302
Monetary policy implementation with an ample supply of reserves 0 0 0 13 1 6 17 30
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 4 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 3 20 185
Money, output and the payment system: Optimal monetary policy in a model with hidden effort 0 0 0 93 0 4 15 310
Optimal Monetary Policy and Economic Growth 0 0 0 240 0 1 10 538
Optimal monetary policy and economic growth 0 0 0 1 0 4 13 26
Optimal monetary policy and economic growth 0 0 0 1 0 1 8 47
Optimal pricing of intra-day liquidity 0 0 1 149 0 2 10 573
Optimality of the Friedman Rule in Overlapping Generations Model with Spatial Separation 0 0 0 70 1 5 10 417
Optimality of the Friedman rule in an overlapping generations model with spatial separation 0 0 0 66 1 5 15 264
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 0 2 13 344
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 0 31 0 2 8 153
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 2 32 0 1 24 168
Payment networks in a search model of money 0 0 0 83 1 3 15 306
Payments network in a search model of money 0 0 0 0 0 3 8 223
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 0 0 0 2 0 3 16 33
Pricing Liquidity without Preemptive Runs 0 0 1 8 0 2 4 29
Programming Money Without Programmable Money 0 0 16 16 1 5 11 11
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 1 8 569
Reconciling Bagehot with the Fed's response to September 11 0 0 0 87 0 2 19 405
Rediscounting Under Aggregate Risk with Moral Hazard 0 0 0 25 0 4 15 217
Rediscounting under aggregate risk with moral hazard 0 0 0 57 0 4 18 293
Regulatory Incentives and Quarter-End Dynamics in the Repo Market 0 0 1 26 0 5 16 63
Remaining Risks in the Tri-Party Repo Market 0 0 1 7 0 2 6 28
Repo Runs 0 0 0 132 1 3 16 254
Repo Runs 0 0 0 2 1 3 51 115
Repo Runs 0 0 0 69 0 2 10 188
Repo Runs 0 0 0 0 0 1 13 17
Repo Runs 0 0 0 1 0 6 15 24
Repo and Securities Lending 0 0 0 67 1 3 21 210
Repo and securities lending 0 0 0 148 2 3 16 433
Repo over the Financial Crisis 0 0 1 7 0 6 19 43
Repo runs 0 0 1 135 0 13 27 431
Repo runs: evidence from the tri-party repo market 0 1 1 105 1 9 23 413
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 4 9 145
Segregated balance accounts 0 0 1 33 1 5 19 283
Should there be intraday money markets? 0 0 0 70 1 4 13 202
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind” 0 0 0 9 20 26 33 75
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 3 11 33
Stressed Outflows and the Supply of Central Bank Reserves 0 0 2 33 0 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 0 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 0 2 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 1 6 14
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 5 10 13
The Federal Reserve’s Large-Scale Repo Program 0 0 0 32 0 1 3 80
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 0 41 2 6 26 115
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 15 0 1 8 43
The Fed’s Latest Tool: A Standing Repo Facility 0 1 4 36 1 3 29 85
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 1 4 14 116
The Fragility of an MMF-Intermediated Financial System 0 1 1 4 0 3 7 23
The Future of Payments Is Not Stablecoins 1 4 21 160 3 8 52 264
The Market Events of Mid-September 2019 0 0 1 24 0 5 16 78
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 4 9 24
The Odd Behavior of Repo Haircuts during the Financial Crisis 0 0 0 9 0 2 7 40
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 0 0 7 70
The Primary Dealer Credit Facility 0 0 0 30 6 9 19 98
The Tobin effect and the Friedman rule 0 0 0 320 1 6 17 1,670
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 0 4 14 44
The fragility of short-term secured funding markets 0 0 0 29 0 4 12 106
The market events of mid-September 2019 0 0 0 5 1 3 9 34
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 0 3 15 214
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 0 32 0 4 14 134
The tri-party repo market before the 2010 reforms 0 1 1 36 1 3 15 157
The welfare effects of a liquidity-saving mechanism 0 0 0 45 1 2 11 188
Token- or Account-Based? A Digital Currency Can Be Both 0 2 9 438 0 5 51 1,099
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 0 8 15 70
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 0 1 7 1 13 32 50
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 0 1 9 157
Understanding the Interbank GCF Repo® Market 0 0 0 11 2 7 22 91
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 3 10 44
What Explains the June Spike in Treasury Settlement Fails? 0 0 0 4 0 2 11 28
What Is the Composition of Central Bank Balance Sheets in Normal Times? 0 0 1 28 0 2 9 34
What’s Up with GCF Repo®? 0 0 1 6 1 5 20 94
When should labor contracts be nominal? 0 0 0 45 0 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 6 24 74
Who is Afraid of the Friedman Rule 0 0 0 1 0 3 6 10
Who is Afraid of the Friedman Rule? 0 0 1 68 1 7 15 359
Who is Afraid of the Friedman Rule? 0 0 0 51 0 2 14 239
Who is afraid of the Friedman rule? 0 0 0 56 0 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 3 14 142
Why Pay Interest on Excess Reserve Balances? 0 0 0 48 0 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 0 0 5 9 10
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 60 2 3 11 307
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 1 7 12
Total Working Papers 3 15 112 9,331 98 638 2,509 33,247


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 0 3 20 692
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 0 1 15 143
A transposon-induced epigenetic change leads to sex determination in melon 2 2 4 6 3 7 18 31
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 0 7 168
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 0 2 8 105
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 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 2 1 4 14 20
Bank Capital Regulation and Structured Finance 0 0 0 19 0 3 14 108
Bank Lending in Times of Large Bank Reserves 0 1 1 37 0 7 26 150
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 6 200 0 3 11 557
Banks, markets, and efficiency 0 0 0 43 1 7 21 178
Barriers to network-specific investment 0 0 0 33 1 6 17 271
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 2 4 164
Currency competition: A partial vindication of Hayek 0 0 1 77 0 0 10 438
Discussion: Interest Rate Dynamics and Monetary Policy Implementation in Switzerland 0 0 0 20 0 2 4 95
Divorcing money from monetary policy 0 0 0 97 1 8 23 407
Editors’ Introduction to the Special Issue 0 0 0 1 0 1 4 12
Endogenous Multiple Currencies 0 0 0 40 0 2 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 2 7 48
Explaining the U.S. tri-party repo market 0 0 2 97 0 6 25 305
Financial Intermediaries, Markets, and Growth 0 0 1 8 2 4 28 55
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 3 16 391
HETEROGENEITY, REDISTRIBUTION, AND THE FRIEDMAN RULE 0 0 0 148 0 5 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 1 2 7 79
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard 0 0 0 201 1 5 11 615
Liquidity-saving mechanisms 0 0 1 60 1 2 15 351
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 1 30 0 1 16 175
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 0 2 76 0 1 11 185
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 1 7 18 71
Monetary policy implementation: common goals but different practices 0 0 1 87 0 6 17 312
Optimal monetary policy and economic growth 0 0 0 120 0 3 20 424
Optimal pricing of intraday liquidity 0 0 2 101 0 2 17 364
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 1 1 1 3 14 25
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 0 2 14 156
Payment networks in a search model of money 0 0 0 98 0 1 7 433
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 1 110 0 3 12 461
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 1 0 2 9 29
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 3 9 90
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 1 12 81
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 2 7 14
Repo Runs 0 0 1 65 0 1 22 207
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 0 36 1 9 24 389
Repos, Fire Sales, and Bankruptcy Policy 0 0 2 103 0 6 19 481
SHOULD THERE BE INTRADAY MONEY MARKETS? 0 0 1 17 0 4 18 92
Settlement liquidity and monetary policy implementation—lessons from the financial crisis 0 0 2 54 0 1 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 1 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 2 5 36 80
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 11 1 3 9 67
The Primary Dealer Credit Facility 0 0 0 1 0 4 16 24
The fragility of short-term secured funding markets 0 0 0 64 0 2 8 211
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 2 8 128
WHO IS AFRAID OF THE FRIEDMAN RULE? 0 0 0 29 0 4 7 135
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 27 0 2 19 143
Total Journal Articles 2 5 35 2,707 18 189 810 11,429


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 1 24 291
Total Chapters 0 0 0 82 0 1 24 291


Statistics updated 2026-07-10