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Martin, Antoine Hall, George J. Cipriani, Marco Anderson, Haelim Park Shapiro, Adam Hale Dunn, Wendy E. Adrian, Tobias Walker, Michael Kahn, James A. Stevens, John J. Begalle, Brian Baklanova, Viktoria Adenbaum, Jacob Duffie, Darrell La Spada, Gabriele Kovner, Anna Afonso, Gara Alkan, Leyla Chaboud, Alain Kavoussi, Cullen Fixler, Dennis J. Davis, Isaac Rivas, Tyisha Prugar, Caroline Pingitore, Kate Armantier, Olivier Agueci, Paul Yang, Yilin Maccini, Louis J. Searls, Seth Barone, Jordan Chang, Jin Wook Caglio, Cecilia Monnet, Cyril Aizcorbe, Ana M. MacLaughlin, Susan Kahn, R. Jay Caglio, C. Garratt, Rod Keane, Frank Keane, Frank M. McCaughrin, Rebecca All co-authors market securities rate federal markets data banks funds fuel dealers financial lending gcf funding crisis new tri party model paper evidence large reserve settlement service output cash rates vehicles prices companies consumers geldmarkt central activity use collateral provide treasury intraday efficiency finanzkrise bankenliquidität preismanagement kreditsicherung analysis mid pandemic future impact changes year balance increased level increase fed average results broker bilateral long technology temporary associated aggregate spikes payment timing stresses fedwire respond rentenmarkt zins information haul undervalue pricing exchange based reforms runs demand affected program using state charter short term percent account zentralbank geldpolitik finanzmarkt nachfrage frühwarnsystem kraftfahrzeug repo sponsored sovereign bond functioning events effect bank light pass clunkers policy adoption response effects end range assets sheets share percentage significant levels higher time repos credit coronavirus stability role deposit did increases provides important haircuts regulation
Composed repo geschäft repo transactions tri party party repo financial crisis kfz industrie automotive industry bank holding holding companies money market federal reserve bank liquidity funds market repo securities fuel efficiency pricing strategy future fuel fuel savings model year bond market repo rate rate spikes payment timing timing stresses interest rate monetary policy bank lending financial market central bank federal funds long haul undervalue future prices sales early warning system motor vehicle sponsored repo sovereign bond lending markets repo service exchange rate cash clunkers technology adoption sales output output temporary temporary changes changes demand production inventories balance sheets intraday payment money markets short term banks respond average price settlement gcf algorithm output systemic risk banking crisis risk management corporate bond warehouse management technology choice price index economic model global dash dash cash market functioning market events events mid information management liquidity support influenza pandemic repo market haul truckers new light light vehicles durable goods prices production automotive model state charter charter banks times crisis market new
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Adam Copeland Alternative spellings: A. Copeland
Profession Economist
Affiliations USA. Bureau of Economic Analysis Federal Reserve Bank of New York University of Minnesota. Department of Economics
Publishing years Series Staff reports / Federal Reserve Bank of New York (23) Finance and economics discussion series (5) BEA working papers (5) Working paper / National Bureau of Economic Research, Inc. (3) NBER working paper series (1) Discussion papers / CEPR (1) Working papers series / Federal Reserve Bank of San Francisco (1) Working papers / Brandeis University, Department of Economics and International Business School (1) Cowles Foundation discussion paper (1) Yale Economics Department working papers (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
