| Repo runs: Evidence from the tri‐party repo market A Copeland, A Martin, M Walker The Journal of Finance 69 (6), 2343-2380, 2014 | 414 | 2014 |
| Bank liquidity, interbank markets, and monetary policy X Freixas, A Martin, D Skeie The Review of Financial Studies 24 (8), 2656-2692, 2011 | 337 | 2011 |
| Repo runs A Martin, D Skeie, EL Thadden The Review of Financial Studies 27 (4), 957-989, 2014 | 291* | 2014 |
| Divorcing money from monetary policy T Keister, A Martin, J McAndrews Economic Policy Review 14 (2), 2008 | 251 | 2008 |
| Repo and securities lending T Adrian, B Begalle, A Copeland, A Martin Risk topography: Systemic risk and macro modeling, 131-148, 2013 | 158 | 2013 |
| The tri-party repo market before the 2010 reforms AM Copeland, A Martin, M Walker FRB of New York Staff Report, 2010 | 150 | 2010 |
| Liquidity provision vs. deposit insurance: preventing bank panics without moral hazard A Martin Economic Theory 28, 197-211, 2006 | 127 | 2006 |
| Bank lending in times of large bank reserves A Martin, J McAndrews, D Skeie 46th issue (December 2016) of the International Journal of Central Banking, 2018 | 114* | 2018 |
| Heterogeneity, redistribution, and the Friedman rule J Bhattacharya, JH Haslag, A Martin International Economic Review 46 (2), 437-454, 2005 | 111 | 2005 |
| Key mechanics of the US tri-party repo market A Copeland, D Duffie, A Martin, S McLaughlin Federal Reserve System: Federal Reserve Bank of New York, 2012 | 92 | 2012 |
| Liquidity-saving mechanisms A Martin, J McAndrews Journal of Monetary Economics 55 (3), 554-567, 2008 | 89 | 2008 |
| Federal reserve tools for managing rates and reserves A Martin, J McAndrews, A Palida, DR Skeie Available at SSRN 2335506, 2019 | 87 | 2019 |
| Overnight RRP operations as a monetary policy tool: Some design considerations J Frost, L Logan, A Martin, PE McCabe, FM Natalucci, J Remache FRB of New York Staff Report, 2015 | 83 | 2015 |
| Optimal pricing of intraday liquidity A Martin Journal of Monetary Economics 51 (2), 401-424, 2004 | 69 | 2004 |
| The fragility of short-term secured funding markets A Martin, D Skeie, EL von Thadden Journal of Economic Theory 149, 15-42, 2014 | 62 | 2014 |
| Repos, fire sales, and bankruptcy policy G Antinolfi, F Carapella, C Kahn, A Martin, DC Mills, E Nosal Review of Economic Dynamics 18 (1), 21-31, 2015 | 52 | 2015 |
| Settlement liquidity and monetary policy implementation—lessons from the financial crisis ML Bech, A Martin, J McAndrews Economic Policy Review 18 (1), 2012 | 52 | 2012 |
| Reconciling Bagehot and the Fed's response to September 11 A Martin Journal of Money, Credit and Banking 41 (2‐3), 397-415, 2009 | 52* | 2009 |
| The minimum balance at risk: A proposal to mitigate the systemic risks posed by money market funds PE McCabe, M Cipriani, M Holscher, A Martin Brookings Papers on Economic Activity 2013 (1), 211-278, 2013 | 47 | 2013 |
| Gates, fees, and preemptive runs M Cipriani, A Martin, PE McCabe, BM Parigi FRB of New York Staff Report, 2014 | 45 | 2014 |
Adam CopelandFederal Reserve Bank of New YorkVerified email at ny.frb.org
