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Access Statistics for Antoine Martin

Author contact details at EconPapers.

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 0 38 0 1 1 33
A note on bank lending in times of large bank reserves 0 0 1 83 0 0 1 242
A primer on the GCF Repo® Service 0 0 1 27 0 1 3 136
A study of competing designs for a liquidity-saving mechanism 0 0 0 48 0 0 0 174
Are Higher Haircuts Better? A Paradox 0 0 0 1 0 2 3 22
Bank Liquidity, Interbank Markets and Monetary Policy 0 0 0 48 0 0 0 217
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 1 0 1 1 12
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 1 12 2 2 5 61
Bank Liquidity, Interbank Markets, and Monetary Policy 0 0 0 1 0 0 0 16
Bank capital regulation and structured finance 0 0 0 80 0 0 0 153
Bank liquidity, interbank markets and monetary policy 0 0 0 437 0 0 1 935
Bank liquidity, interbank markets, and monetary policy 0 0 0 277 0 0 2 585
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 1 1 347
Barriers to network-specific innovation 0 0 0 41 0 0 1 218
Barriers to network-specific innovation 0 0 0 73 0 0 0 257
Bitcoin Is Not a New Type of Money 0 0 0 73 2 3 5 127
COVID Response: The Primary Dealer Credit Facility 0 0 2 7 0 0 5 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 0 0 1 75
Central Banks and Digital Currencies 1 2 4 96 1 2 19 133
Costly banknote issuance and interest rates under the national banking system 0 0 0 30 0 0 1 322
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 0 0 547
Deciphering Americans’ Views on Cryptocurrencies 0 0 0 34 0 0 5 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 1 2 2 38
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic 1 1 2 44 1 1 2 68
Explaining the Puzzling Behavior of Short-Term Money Market Rates 0 0 2 32 0 2 12 74
Federal Reserve Tools for Managing Rates and Reserves 0 1 2 55 0 1 6 153
Federal Reserve tools for managing rates and reserves 0 0 1 121 0 1 3 189
Financial Innovation: Evolution of the Tri-Party Repo Arrangement 0 0 0 6 0 1 1 14
Financial Innovation: The Origins of the Tri-Party Repo Market 0 1 2 32 0 1 2 20
Financial Intermediaries, Markets, and Growth 0 0 0 138 0 2 2 518
Financial intermediaries, markets and growth 0 0 0 114 0 0 0 492
Financial intermediaries, markets, and growth 0 0 0 190 0 0 1 877
Financial intermediaries, markets, and growth 0 0 0 127 0 0 0 559
Floor systems and the Friedman rule: the fiscal arithmetic of open market operations 0 0 0 61 1 1 5 106
Gates, Fees, and Preemptive Runs 0 0 1 2 0 0 2 20
Gates, Fees, and Preemptive Runs 0 0 1 8 0 0 1 56
Gates, fees, and preemptive runs 0 0 0 14 1 7 15 278
Heterogeneity, Redistribution, and the Friedman Rule 0 0 0 36 0 0 0 451
Heterogeneity, redistribution, and the Friedman rule 0 0 0 112 0 0 3 363
Heterogeneity, redistribution, and the Friedman rule 0 0 0 0 0 0 0 4
Heterogeneity, redistribution, and the Friedman rule 0 0 0 2 0 1 1 8
Hey, Economist! What’s the Case for Central Bank Digital Currencies? 1 1 1 75 1 1 3 119
How Competitive are U.S. Treasury Repo Markets? 0 1 3 36 1 3 7 84
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? 1 1 1 29 1 1 3 60
How Do the Fed's MBS Purchases Affect Credit Allocation? 0 0 0 21 0 0 1 33
How Does Information Affect Liquidity in Over-the-Counter Markets? 0 0 1 28 0 0 1 35
How the Fed Adjusts the Fed Funds Rate within Its Target Range 0 1 3 33 0 1 9 70
How the Fed Changes the Size of Its Balance Sheet 0 1 6 53 1 4 14 109
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities 0 0 2 22 0 0 4 28
How the Federal Reserve’s Monetary Policy Implementation Framework Has Evolved 0 0 1 63 0 1 8 87
How the Fed’s Overnight Reverse Repo Facility Works 4 6 12 60 4 9 25 119
How the High Level of Reserves Benefits the Payment System 0 0 1 23 0 0 1 20
Implementing Monetary Policy Post-Crisis: What Do We Need to Know? 0 0 0 26 0 0 1 10
Intraday Timing of General Collateral Repo Markets 0 1 3 28 0 3 28 107
Is Risk Rising in the Tri-Party Repo Market? 0 0 0 6 0 1 1 15
Lifting the Veil on the U.S. Bilateral Repo Market 0 2 5 35 0 3 15 110
Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard? 0 0 0 556 0 0 1 1,256
Liquidity saving mechanisms 0 0 0 14 0 0 1 90
Liquidity, Collateral Quality, and Negative Interest Rate 1 2 2 101 1 4 6 200
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 1 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 2 25
Mapping and Sizing the U.S. Repo Market 1 2 5 44 1 3 17 120
Market Failures and Official Sector Interventions 0 1 3 14 1 4 10 45
Measuring Settlement Fails 0 0 2 9 0 0 2 31
Monetary Policy Implementation With an Ample Supply of Reserves 1 1 1 24 1 2 4 41
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 0 26 0 2 6 59
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 4 0 0 5 42
Monetary Policy Implementation with an Ample Supply of Reserves 0 0 1 18 0 1 2 46
Monetary policy implementation frameworks: a comparative analysis 0 0 0 119 0 0 1 288
Monetary policy implementation frameworks: a comparative analysis 0 1 1 166 0 1 3 461
Monetary policy implementation with an ample supply of reserves 0 0 0 13 1 1 1 11
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 23 0 0 8 32
Money Market Fund Vulnerabilities: A Global Perspective 0 0 1 3 0 0 3 13
Money Market Funds and Systemic Risk 0 0 0 17 0 0 0 28
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 0 1 1 294
Optimal Monetary Policy and Economic Growth 0 0 0 240 2 2 2 524
Optimal monetary policy and economic growth 0 0 1 1 2 5 12 37
Optimal monetary policy and economic growth 0 0 0 1 1 1 3 12
Optimal pricing of intra-day liquidity 0 0 0 148 0 0 0 562
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 1 249
Optimality of the Friedman rule in overlapping generations model with spatial separation 0 0 0 69 0 0 1 329
Overnight RRP Operations as a Monetary Policy Tool: Some Design Considerations 0 0 1 31 0 3 7 145
Overnight RRP operations as a monetary policy tool: some design considerations 0 0 0 30 0 0 0 141
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 2 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 1 1 34 0 1 2 99
Reconciling Bagehot with the Fed's response to Sept. 11 0 0 0 75 0 1 1 560
Reconciling Bagehot with the Fed's response to September 11 0 0 1 87 0 2 4 385
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 1 1 2 21 2 3 6 41
Remaining Risks in the Tri-Party Repo Market 0 0 0 6 0 1 1 21
Repo Runs 0 0 0 2 0 0 1 64
Repo Runs 0 0 1 132 1 1 3 237
Repo Runs 0 0 0 69 1 1 4 178
Repo Runs 0 0 0 0 0 1 2 8
Repo Runs 0 0 0 0 0 0 0 3
Repo and Securities Lending 0 0 1 67 0 0 3 187
Repo and securities lending 0 0 0 148 0 0 5 414
Repo over the Financial Crisis 0 1 1 5 0 2 3 23
Repo runs 0 0 0 131 2 2 4 399
Repo runs: evidence from the tri-party repo market 0 0 1 102 1 3 14 380
Repos, fire sales, and bankruptcy policy 0 0 0 33 0 0 3 133
Segregated balance accounts 0 0 0 32 0 6 10 261
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 1 1 9 0 1 2 41
Standard Elements of a Monetary Policy Implementation Framework 0 0 0 21 0 0 1 20
Stressed Outflows and the Supply of Central Bank Reserves 1 1 3 31 5 7 15 92
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 0 2 609
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 1 7
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 1 3
The Federal Reserve’s Large-Scale Repo Program 0 0 0 30 0 0 2 74
The Fed’s Balance Sheet Runoff and the ON RRP Facility 0 0 4 40 1 3 15 85
The Fed’s Balance Sheet Runoff: The Role of Levered NBFIs and Households 0 0 0 14 0 0 1 33
The Fed’s Latest Tool: A Standing Repo Facility 0 0 6 28 0 1 15 47
The Fragility of Short-Term Secured Funding Markets 0 0 0 33 0 2 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 3 6 15 125 4 8 28 190
The Market Events of Mid-September 2019 0 0 0 23 0 1 1 59
The Minimum Balance at Risk: A Proposal to Stabilize Money Market Funds 0 0 0 9 0 0 0 13
The Odd Behavior of Repo Haircuts during the Financial Crisis 1 1 3 8 1 2 6 27
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard 0 0 0 25 0 0 0 61
The Primary Dealer Credit Facility 0 0 1 28 1 2 3 76
The Tobin effect and the Friedman rule 0 0 0 320 0 2 6 1,649
The Tri-Party Repo Market Like You Have Never Seen It Before 0 0 0 5 0 1 1 15
The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis 0 0 2 11 0 0 5 24
The fragility of short-term secured funding markets 0 0 0 29 1 1 3 91
The market events of mid-September 2019 0 0 0 4 0 1 2 20
The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds 0 0 0 18 1 1 1 196
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 0 1 31 0 1 8 118
The tri-party repo market before the 2010 reforms 0 0 0 35 0 1 2 141
The welfare effects of a liquidity-saving mechanism 0 0 0 45 0 0 0 175
Token- or Account-Based? A Digital Currency Can Be Both 5 7 26 412 6 16 62 1,017
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay 0 0 0 23 0 3 4 53
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis 0 1 1 6 0 1 2 16
Understanding the Cost Difference Between Intraday and Overnight Liquidity 0 0 0 0 0 0 0 148
Understanding the Interbank GCF Repo® Market 0 2 2 11 1 5 15 60
Understanding the cost difference between intraday and overnight liquidity 0 0 0 0 0 0 9 26
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 0 1 26 0 0 3 22
What’s Up with GCF Repo®? 0 0 0 5 1 4 16 67
When should labor contracts be nominal? 0 0 0 12 0 0 0 172
When should labor contracts be nominal? 0 0 0 45 0 0 0 573
Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets 0 1 1 14 0 1 1 48
Who is Afraid of the Friedman Rule 0 0 0 0 0 0 0 2
Who is Afraid of the Friedman Rule? 0 0 0 67 0 0 0 343
Who is Afraid of the Friedman Rule? 0 0 0 51 0 0 0 223
Who is afraid of the Friedman rule? 0 0 0 56 1 1 1 283
Why Central Bank Digital Currencies? 0 1 1 53 0 1 2 37
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 47 0 0 3 34
Why Pay Interest on Required Reserve Balances? 0 0 0 27 0 1 4 28
Why does overnight liquidity cost more than intraday liquidity? 0 0 0 0 0 0 0 4
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 0
Total Working Papers 22 50 158 9,113 57 187 660 30,303


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 1 238 0 1 5 671
A study of competing designs for a liquidity-saving mechanism 0 0 0 33 1 1 2 125
A transposon-induced epigenetic change leads to sex determination in melon 0 0 1 2 1 1 7 11
An economic analysis of liquidity-saving mechanisms 0 0 0 36 0 2 3 156
An economic perspective on the enforcement of credit arrangements: the case of daylight overdrafts in Fedwire 0 0 0 16 1 1 1 96
An empirical analysis of the GCF Repo® Service 0 0 0 13 0 1 2 79
An integrated introduction to spreadsheet and programming skills for operational research students 0 0 0 0 0 0 0 3
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 1 1 94
Bank Lending in Times of Large Bank Reserves 0 0 1 35 0 1 5 121
Bank Liquidity, Interbank Markets, and Monetary Policy 0 1 5 193 1 3 11 539
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 0 0 4 50
Contracts and Money Revisited 0 0 0 34 0 0 0 159
Currency competition: A partial vindication of Hayek 0 0 0 76 0 1 4 423
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 2 6 21 375
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 0 2 94 0 3 10 275
Financial Intermediaries, Markets, and Growth 0 0 0 98 0 0 3 373
Financial Intermediaries, Markets, and Growth 0 0 2 6 0 0 3 26
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 0 5 12 601
Liquidity-saving mechanisms 0 0 1 58 1 2 9 331
Liquidity-saving mechanisms in collateral-based RTGS payment systems 0 0 0 28 1 2 4 156
MONETARY POLICY IMPLEMENTATION FRAMEWORKS: A COMPARATIVE ANALYSIS 0 1 1 74 0 1 1 173
Marcos de implementación de la política monetaria: un análisis comparativo 0 0 0 3 0 0 1 53
Monetary policy implementation: common goals but different practices 0 1 1 85 0 1 4 292
Optimal monetary policy and economic growth 0 0 1 120 3 7 31 398
Optimal pricing of intraday liquidity 0 0 0 99 0 0 3 344
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 0 1 1 1 10
Optimality of the Friedman Rule in an Overlapping Generations Model with Spatial Separation 0 0 0 36 0 0 1 141
Payment networks in a search model of money 0 0 1 97 0 1 3 422
Recent evolution of large-value payment systems: balancing liquidity and risk 0 0 0 109 0 0 1 446
Reconciling Bagehot and the Fed's Response to September 11 0 0 1 1 0 0 1 18
Reconciling Bagehot and the Fed's Response to September 11 0 0 0 19 0 0 1 81
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 7 0 0 0 67
Rediscounting under Aggregate Risk with Moral Hazard 0 0 0 0 0 0 0 6
Repo Runs 1 1 4 61 1 3 12 173
Repo Runs: Evidence from the Tri-Party Repo Market 0 0 0 35 0 2 5 364
Repos, Fire Sales, and Bankruptcy Policy 0 0 2 99 0 0 5 459
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 0 0 0 51 0 0 1 167
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 1 128
THE RISK OF FIRE SALES IN THE TRI-PARTY REPO MARKET 0 0 0 2 0 1 2 23
The Market Events of Mid-September 2019 0 0 0 4 0 1 13 36
The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds 0 0 0 10 0 0 4 56
The fragility of short-term secured funding markets 0 0 2 64 0 0 3 202
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 5 33 2,653 13 50 208 10,482


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 4 80 1 1 7 257
Total Chapters 0 0 4 80 1 1 7 257


Statistics updated 2024-12-04