Details about Adam Matthew Copeland

Access statistics for papers by Adam Matthew Copeland.

Last updated 2023-12-20. Update your information in the RePEc Author Service.

Short-id: pco241

Working Papers

2024

1. Internal Liquidity’s Value in a Financial Crisis
   Liberty Street Economics, Federal Reserve Bank of New York
2. Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo
   Staff Reports, Federal Reserve Bank of New York
3. The Dueling Intraday Demands on Reserves
   Liberty Street Economics, Federal Reserve Bank of New York

2023

4. Are There Too Many Ways to Clear and Settle Secured Financing Transactions?
   Liberty Street Economics, Federal Reserve Bank of New York
5. Banks Runs and Information
   Liberty Street Economics, Federal Reserve Bank of New York

2022

6. The Global Dash for Cash in March 2020
   Liberty Street Economics, Federal Reserve Bank of New York
7. The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020
   Staff Reports, Federal Reserve Bank of New York View citations (3)
   See also Journal Article The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020, Economic Policy Review, Federal Reserve Bank of New York (2023) (2023)
8. With Abundant Reserves, Do Banks Adjust Reserve Balances to Accommodate Payment Flows?
   Liberty Street Economics, Federal Reserve Bank of New York

2021

9. How Competitive are U.S. Treasury Repo Markets?
   Liberty Street Economics, Federal Reserve Bank of New York
10. Intraday Timing of General Collateral Repo Markets
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
11. Repo over the Financial Crisis
    Staff Reports, Federal Reserve Bank of New York
12. Reserves Were Not So Ample After All
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
    Also in Staff Reports, Federal Reserve Bank of New York (2021) View citations (7)
    Research Papers, Stanford University, Graduate School of Business (2021) View citations (17)
13. The Value of Internal Sources of Funding Liquidity: U.S. Broker-Dealers and the Financial Crisis
    Staff Reports, Federal Reserve Bank of New York
14. What Quantity of Reserves Is Sufficient?
    Liberty Street Economics, Federal Reserve Bank of New York

2020

15. The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic
    Staff Reports, Federal Reserve Bank of New York View citations (1)
16. The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
17. The Fed Funds Market during the 2007-09 Financial Crisis
    Liberty Street Economics, Federal Reserve Bank of New York
18. The Market Events of Mid-September 2019
    Staff Reports, Federal Reserve Bank of New York View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (12)
    See also Journal Article The Market Events of Mid-September 2019, Economic Policy Review, Federal Reserve Bank of New York (2021) View citations (2) (2021)
19. The Value of Opacity in a Banking Crisis
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2019

20. Are New Repo Participants Gaining Ground?
    Liberty Street Economics, Federal Reserve Bank of New York
21. Information Management in Times of Crisis
    Staff Reports, Federal Reserve Bank of New York
    See also Journal Article Information management in times of crisis, Journal of Monetary Economics, Elsevier (2023) (2023)
22. The Federal Funds Market over the 2007-09 Crisis
    Staff Reports, Federal Reserve Bank of New York
23. What Can We Learn from the Timing of Interbank Payments?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2018

24. Do You Know How Your Treasury Trades Are Cleared and Settled?
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2017

25. Excess Funding Capacity in Tri-Party Repo
    Liberty Street Economics, Federal Reserve Bank of New York
26. Introducing the Revised Broad Treasuries Financing Rate
    Liberty Street Economics, Federal Reserve Bank of New York
27. The Cost and Duration of Excess Funding Capacity in Tri-Party Repo
    Liberty Street Economics, Federal Reserve Bank of New York

2016

28. Borrowing, Lending, and Swapping Collateral in GCF Repo®
    Liberty Street Economics, Federal Reserve Bank of New York
29. Do long-haul truckers undervalue future fuel savings?
    Staff Reports, Federal Reserve Bank of New York
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
    See also Journal Article Do long-haul truckers undervalue future fuel savings?, Energy Economics, Elsevier (2019) View citations (3) (2019)
30. Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates
    Liberty Street Economics, Federal Reserve Bank of New York
31. The U.S. Bilateral Repo Market: Lessons from a New Survey
    Briefs, Office of Financial Research, US Department of the Treasury View citations (4)
32. The use of collateral in bilateral repurchase and securities lending agreements
    Staff Reports, Federal Reserve Bank of New York View citations (7)
    See also Journal Article The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019) View citations (16) (2019)
33. Why Dealers Trade in GCF Repo®
    Liberty Street Economics, Federal Reserve Bank of New York

2015

34. End of the Road? Impact of Interest Rate Changes on the Automobile Market
    Liberty Street Economics, Federal Reserve Bank of New York
35. Interest Rates and the Market for New Light Vehicles
    Working Papers, Brandeis University, Department of Economics and International Business School
    Also in Staff Reports, Federal Reserve Bank of New York (2015)
    See also Journal Article Interest Rates and the Market for New Light Vehicles, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (2) (2019)
36. Nonlinear pricing with competition: the market for settling payments
    Staff Reports, Federal Reserve Bank of New York View citations (1)
37. Reference Guide to U.S. Repo and Securities Lending Markets
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (37)
    Also in Staff Reports, Federal Reserve Bank of New York (2015) View citations (37)

2014

38. A primer on the GCF Repo® Service
    Staff Reports, Federal Reserve Bank of New York View citations (6)
39. Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts
    Liberty Street Economics, Federal Reserve Bank of New York
40. Lifting the Veil on the U.S. Bilateral Repo Market
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
41. What’s Your WAM? Taking Stock of Dealers’ Funding Durability
    Liberty Street Economics, Federal Reserve Bank of New York

2013

42. Are Higher Haircuts Better? A Paradox
    Liberty Street Economics, Federal Reserve Bank of New York
43. Magnifying the Risk of Fire Sales in the Tri-Party Repo Market
    Liberty Street Economics, Federal Reserve Bank of New York
44. Price Setting in an Innovative Market
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (3)

2012

45. Assessing the quality of “Furfine-based” algorithms
    Staff Reports, Federal Reserve Bank of New York View citations (42)
46. Cash Assets of Foreign Banks: An Example of Seasonal Adjustment Gone Awry
    Liberty Street Economics, Federal Reserve Bank of New York
47. Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry
    2012 Meeting Papers, Society for Economic Dynamics
48. Exchange rate pass-through, markups, and inventories
    Staff Reports, Federal Reserve Bank of New York View citations (3)
49. Income Evolution at BHCs: How Big BHCs Differ
    Liberty Street Economics, Federal Reserve Bank of New York
50. Intraday Liquidity Flows
    Liberty Street Economics, Federal Reserve Bank of New York
51. Mapping and Sizing the U.S. Repo Market
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
52. Repo and Securities Lending
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    Also in Staff Reports, Federal Reserve Bank of New York (2012) View citations (7)
    See also Chapter Repo and Securities Lending, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (38) (2013)
53. The Odd Behavior of Repo Haircuts during the Financial Crisis
    Liberty Street Economics, Federal Reserve Bank of New York

2011

54. Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask
    Liberty Street Economics, Federal Reserve Bank of New York View citations (3)
55. Repo runs: evidence from the tri-party repo market
    Staff Reports, Federal Reserve Bank of New York View citations (107)
    See also Journal Article Repo Runs: Evidence from the Tri-Party Repo Market, Journal of Finance, American Finance Association (2014) View citations (166) (2014)
56. The production impact of "cash-for-clunkers": implications for stabilization policy
    Staff Reports, Federal Reserve Bank of New York View citations (2)
    See also Journal Article THE PRODUCTION IMPACT OF “CASH-FOR-CLUNKERS”: IMPLICATIONS FOR STABILIZATION POLICY, Economic Inquiry, Western Economic Association International (2013) View citations (23) (2013)

2010

57. The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in BEA Working Papers, Bureau of Economic Analysis (2010) View citations (4)
    Staff Reports, Federal Reserve Bank of New York (2010) View citations (5)
58. The tri-party repo market before the 2010 reforms
    Staff Reports, Federal Reserve Bank of New York View citations (66)

2009

59. The dynamics of automobile expenditures
    Staff Reports, Federal Reserve Bank of New York
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008)

2007

60. Estimating Prices for R&D Investment in the 2007 R&D Satellite Account
    BEA Papers, Bureau of Economic Analysis View citations (11)

2006

61. The Response of Prices, Sales, and Output to Temporary Changes in Demand
    2006 Meeting Papers, Society for Economic Dynamics
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2005) View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (3)
    See also Journal Article The response of prices, sales, and output to temporary changes in demand, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2011) View citations (18) (2011)

2005

62. Prices, Production and Inventories over the Automotive Model Year
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
    Also in Working Papers, Yale University, Department of Economics (2005) View citations (17)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (12)
    2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (16)

2004

63. Learning dynamics with private and public signals
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Learning Dynamics with Private and Public Signals, Economic Theory, Springer (2007) View citations (2) (2007)

2003

64. The welfare effects of incentive schemes
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    See also Journal Article The Welfare Effects of Incentive Schemes, The Review of Economic Studies, Review of Economic Studies Ltd (2009) View citations (32) (2009)

Journal Articles

2023

1. Information management in times of crisis
   Journal of Monetary Economics, 2023, 136, (C), 35-49
   See also Working Paper Information Management in Times of Crisis, Staff Reports (2019) (2019)
2. The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020
   Economic Policy Review, 2023, 29, (3), 1-29
   See also Working Paper The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020, Staff Reports (2022) View citations (3) (2022)

2021

3. The Market Events of Mid-September 2019
   Economic Policy Review, 2021, 27, (2), 26 View citations (2)
   See also Working Paper The Market Events of Mid-September 2019, Staff Reports (2020) View citations (9) (2020)

2019

4. Do long-haul truckers undervalue future fuel savings?
   Energy Economics, 2019, 81, (C), 1148-1166 View citations (3)
   See also Working Paper Do long-haul truckers undervalue future fuel savings?, Staff Reports (2016) (2016)
5. Interest Rates and the Market for New Light Vehicles
   Journal of Money, Credit and Banking, 2019, 51, (5), 1137-1168 View citations (2)
   See also Working Paper Interest Rates and the Market for New Light Vehicles, Working Papers (2015) (2015)
6. Nonlinear Pricing and the Market for Settling Payments
   Journal of Money, Credit and Banking, 2019, 51, (1), 195-226 View citations (2)
7. The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
   Review of Economic Dynamics, 2019, 33, 228-249 View citations (16)
   See also Working Paper The use of collateral in bilateral repurchase and securities lending agreements, Staff Reports (2016) View citations (7) (2016)
   Software Item Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements", Computer Codes (2019) (2019)

2016

8. Price Setting and Rapid Technology Adoption: The Case of the PC Industry
   The Review of Economics and Statistics, 2016, 98, (3), 601-616 View citations (6)

2015

9. An empirical analysis of the GCF Repo® Service
   Economic Policy Review, 2015, (2), 25-37 View citations (1)
10. Challenges in identifying interbank loans
    Economic Policy Review, 2015, (21-1), 1-17 View citations (4)
11. Introduction [to A Primer on the GCF Repo® Service]
    Economic Policy Review, 2015, (2), 1-6
12. The financial plumbing of the GCF Repo® Service
    Economic Policy Review, 2015, (2), 7-24

2014

13. Intertemporal substitution and new car purchases
    RAND Journal of Economics, 2014, 45, (3), 624-644 View citations (10)
14. Repo Runs: Evidence from the Tri-Party Repo Market
    Journal of Finance, 2014, 69, (6), 2343-2380 View citations (166)
    See also Working Paper Repo runs: evidence from the tri-party repo market, Staff Reports (2011) View citations (107) (2011)

2013

15. Seasonality, consumer heterogeneity and price indexes: the case of prepackaged software
    Journal of Productivity Analysis, 2013, 39, (1), 47-59 View citations (11)
16. THE PRODUCTION IMPACT OF “CASH-FOR-CLUNKERS”: IMPLICATIONS FOR STABILIZATION POLICY
    Economic Inquiry, 2013, 51, (1), 288-303 View citations (23)
    See also Working Paper The production impact of "cash-for-clunkers": implications for stabilization policy, Staff Reports (2011) View citations (2) (2011)

2012

17. Explaining the U.S. tri-party repo market
    Economic Policy Review, 2012, 18, (Nov), 17-28 View citations (1)
18. MEASURING THE PRICE OF RESEARCH AND DEVELOPMENT OUTPUT
    Review of Income and Wealth, 2012, 58, (1), 166-182 View citations (15)

2011

19. Inventories and the automobile market
    RAND Journal of Economics, 2011, 42, (1), 121-149 View citations (35)
20. The response of prices, sales, and output to temporary changes in demand
    Journal of Applied Econometrics, 2011, 26, (2), 232-269 View citations (18)
    See also Working Paper The Response of Prices, Sales, and Output to Temporary Changes in Demand, 2006 Meeting Papers (2006) (2006)

2009

21. The Welfare Effects of Incentive Schemes
    The Review of Economic Studies, 2009, 76, (1), 93-113 View citations (32)
    See also Working Paper The welfare effects of incentive schemes, Finance and Economics Discussion Series (2003) View citations (2) (2003)

2007

22. Learning Dynamics with Private and Public Signals
    Economic Theory, 2007, 31, (3), 523-538 View citations (2)
    See also Working Paper Learning dynamics with private and public signals, Finance and Economics Discussion Series (2004) (2004)

Chapters

2013

1. Repo and Securities Lending
   A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2013, pp 131-148 View citations (38)
   See also Working Paper Repo and Securities Lending, National Bureau of Economic Research, Inc (2012) View citations (31) (2012)

Software Items

2019

1. Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019) View citations (16) (2019)