| Title | Co-authors | Date | Status | extra stuff |
|---|---|---|---|---|
| Repo over the Financial Crisis | Antoine Martin | Dec 2021 | circulating | |
| Reserves were not so ample after all | Darrell Duffie and Yilin (David) Yang |
July 2021 | circulating | |
| The Value of Internal Liquidity Sources: Evidence from Broker-Dealers over the 2007 Financial Crisis | Cecilia Caglio and Antoine Martin |
May 2021 | circulating | |
| The Federal Funds Market Over the 2007-09 Crisis | Nov 2019 | circulating | ||
| Information Management in Times of Crisis | Haelim Anderson | Dec 2019 | under revision | |
| Reference Guide to U.S. Repo and Securities Lending Markets | Viktoria Baklanova and Rebecca McCaughrin |
Sept 2015 | reference piece | Note: this is also published as an OFR working paper (September 2015) |
| The Tri-Party Repo Market before the 2010 Reforms | Antoine Martin and Michael Walker |
Nov 2010 | reference piece | "Repo Runs: Evidence from the Tri-Party Repo market" is a companion piece that has been published |
| Estimating Prices for R&D Investment in the 2007 R&D Satellite Account | Gabriel W. Medeiros and Carol A. Robbins |
Nov 2007 | reference piece |
| Academic journals | Federal Reserve Bank of New York journal (peer reviewed) |
|---|---|
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Interest Rates and the Market for New Automobiles
George Hall and Louis J. Maccini Journal of Money, Credit, and Banking (August 2019) vol. 51(5), pp. 1137-1168. |
The Market Events of Mid-September 2019
Gara Afonso, Marco Cipriani, Anna Kovner, Gabriele La Spada, and Antoine Martin Economic Policy Review (August 2021) vol. 27(2). |
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The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
Viktoria Baklanova, Cecilia Caglio, and Marco Cipriani Review of Economic Dynamics, special issue on Fragmented Financial Markets (July 2019) vol. 33, pp.228-249. |
A Primer on the GCF Repo Service
Paul Agueci, Leyla Alkan, Isaac Davis, Antoine Martin, Kate Pingitore, Caroline Prugar, and Tyisha Rivas Economic Policy Review (December 2015) vol. 21(2), pp. 1-38. |
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Do Long-Haul Truckers Undervalue Future Fuel Savings?
Jacob Adenbaum and John J. Stevens Energy Economics (June 2019) vol. 81, pp. 1148-1166 |
Challenges In Identifying Interbank Loans
with Olivier Armantier Economic Policy Review (October 2015) vol. 21(1), pp. 1-18. Also circulated as: "What do we know about Federal Funds Activity?" and "Assessing the Quality of 'Furfine-based' Algorithms", |
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Nonlinear Pricing and the Market for Settling Payments
Rodney Garratt Journal of Money, Credit, and Banking (February 2019) vol. 51(1), pp.195-226. |
Key Mechanics of the U.S. Tri-Party Repo Market
with Darrell Duffie, Antoine Martin, and Susan McLaughlin Economic Policy Review (November 2012) vol. 18(3), pp. 17-28. |
|
Price Setting and Rapid Technology Adoption: the case of the PC industry
with Adam H. Shapiro Review of Economics and Statistics (July 2016) vol. 98(3), pp. 601-616. Also circulated as: "The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis" |
Evolution and Heterogeneity among Larger Bank Holding Companies: 1994 to 2010
Economic Policy Review (July 2012) vol. 18(2), pp. 83-93 |
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Repo Runs: Evidence from the Tri-Party Repo Market
with Antoine Martin and Michael Walker Journal of Finance (December 2014) vol. 69(6), pp. 2343-2380 |
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Intertemporal Substitution and New Car Purchases
Rand Journal of Economics (Fall 2014) vol. 45(3), pp. 624-644 Online Appendix |
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Repo and Securities Lending
with Tobias Adrian, Brian Begalle, and Antoine Martin Risk Topography: Systemic Risk and Macro Modeling. Ed. Markus Brunnermeier and Arvind Krishnamurthy. Chicago: University of Chicago Press, 2013 |
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Seasonality, Consumer Heterogeneity and Price Indexes: The Case of Prepackaged Software
Journal of Productivity Analysis (February 2013) vol. 39(1), pp.47-59 |
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The Production Impact of `Cash-for-Clunkers': Implications for Stabilization Policy
with Jim Kahn Economic Inquiry (January 2013) vol. 51(1), pp.288-303 |
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Measuring the Price of Research and Development Output
with Dennis Fixler Review of Income and Wealth (March 2012) vol. 58(1), pp. 166-182. |
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Inventories and the Automobile Market
with George Hall and Wendy Dunn Rand Journal of Economics (Spring 2011) vol. 42(1), pp. 121-149. |
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The Response of Prices, Sales, and Output to Temporary Changes in Demand
with George Hall Journal of Applied Econometrics (March 2011) vol. 26(2), pp. 232-269. |
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| The Welfare Effects of Incentive Schemes
with Cyril Monnet Review of Economic Studies (January 2009) vol. 76(1), pp. 93-113. |
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| Learning Dynamics with Private and Public Signals
Economic Theory (June 2007) vol. 31(3), pp. 523-538. |