Senior Vice President
Why Central Bank Digital Currencies?
At the New York Fed: Implications of Federal Reserve Actions in Response to the COVID-19 Pandemic
Intraday Timing of General Collateral Repo Markets
Central Banks and Digital Currencies
Hey, Economist! What’s the Case for Central Bank Digital Currencies?
How Competitive are U.S. Treasury Repo Markets?
The Official Sector’s Response to the Coronavirus Pandemic and Moral Hazard
Market Failures and Official Sector Interventions
Expanding the Toolkit: Facilities Established to Respond to the COVID-19 Pandemic
Explaining the Puzzling Behavior of Short-Term Money Market Rates
Token- or Account-Based? A Digital Currency Can Be Both
The Federal Reserve’s Large-Scale Repo Program
Bitcoin Is Not a New Type of Money
The Primary Dealer Credit Facility
How Does Information Affect Liquidity in Over-the-Counter Markets?
Deciphering Americans’ Views on Cryptocurrencies
Stressed Outflows and the Supply of Central Bank Reserves
How do the Fed’s MBS Holdings Affect the Economy?
How Do the Fed's MBS Purchases Affect Credit Allocation?
Hey, Economist! What Do Cryptocurrencies Have to Do with Trust?
Why Pay Interest on Excess Reserve Balances?
Why Pay Interest on Required Reserve Balances?
Regulatory Incentives and Quarter-End Dynamics in the Repo Market
A Closer Look at the Fed’s Balance Sheet Accounting
How the Fed Changes the Size of Its Balance Sheet: The Case of Mortgage-Backed Securities
How the Fed Changes the Size of Its Balance Sheet
Implementing Monetary Policy Post-Crisis: What Do We Need to Know?
Understanding the Interbank GCF Repo® Market
What’s Up with GCF Repo®?
How Do Central Bank Balance Sheets Change in Times of Crisis?
What Is the Composition of Central Bank Balance Sheets in Normal Times?
Counterparties and Collateral Requirements for Implementing Monetary Policy
Standard Elements of a Monetary Policy Implementation Framework
The Tri-Party Repo Market Like You Have Never Seen It Before
Financial Innovation: Evolution of the Tri-Party Repo Arrangement
Financial Innovation: The Origins of the Tri-Party Repo Market
What Explains the June Spike in Treasury Settlement Fails?
Measuring Settlement Fails
Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It’s Okay
Gates, Fees, and Preemptive Runs
Lifting the Veil on the U.S. Bilateral Repo Market
The Fragility of an MMF-Intermediated Financial System
Twenty-Eight Money Market Funds That Could Have Broken the Buck: New Data on Losses during the 2008 Crisis
Are Higher Haircuts Better? A Paradox
Magnifying the Risk of Fire Sales in the Tri-Party Repo Market
Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011
Mapping and Sizing the U.S. Repo Market
Money Market Funds and Systemic Risk
Is Risk Rising in the Tri-Party Repo Market?
How the High Level of Reserves Benefits the Payment System
Remaining Risks in the Tri-Party Repo Market
Just Released: Money and Payments Workshop Examines Repo Market Reform
Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind”
Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask
Antoine Martin's CV The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.