Access Statistics for Robert Jay Kahn

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anatomy of the Repo Rate Spikes in September 2019 1 1 1 1 1 1 1 1
Basis Trades and Treasury Market Illiquidity 0 1 4 47 0 3 17 257
Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege 0 0 1 33 0 1 5 56
Hedge Funds and the Treasury Cash-Futures Disconnect 0 4 8 22 1 8 21 80
How Competitive are U.S. Treasury Repo Markets? 0 1 3 38 0 1 8 89
Intraday Timing of General Collateral Repo Markets 0 0 3 30 0 6 22 125
Key Finding on Non-centrally Cleared Repo 0 0 0 0 0 0 5 5
Money Market Fund Repo and the ON RRP Facility 0 0 3 8 0 1 9 14
Monitoring Reserve Scarcity Through Nonbank Cash Lenders 0 4 5 5 0 1 2 2
Negative Rates in Bilateral Repo Markets 0 0 2 18 0 0 11 70
Non-centrally Cleared Bilateral Repo 0 1 1 1 1 2 5 5
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 2 2 3 3
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 1 2 3 3
Proportionate margining for repo transactions 0 0 0 0 0 1 4 4
Reaching for Duration and Leverage in the Treasury Market 0 1 3 4 1 4 15 23
Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"? 1 1 4 36 1 3 13 72
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 0 18 18 1 2 12 12
Repo Market Intermediation 0 0 1 1 0 0 4 4
The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries 2 2 2 2 2 2 2 2
The term structure of the price of variance risk 0 0 0 20 1 1 2 85
Treasury Market Stress, Lessons from 1958 and Today 0 0 0 0 0 0 0 0
Treasury Market Stress: Lessons from 1958 and Today 0 0 1 1 0 1 5 5
Who Participates in Cleared Repo? 0 0 0 11 0 0 1 37
Why Is So Much Repo Not Centrally Cleared? 0 0 1 1 0 1 4 4
Total Working Papers 4 16 61 297 12 43 174 958

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anatomy of the Repo Rate Spikes in September 2019 0 0 2 2 0 1 8 13
Estimating and Testing Dynamic Corporate Finance Models 0 0 0 46 0 0 1 138
Identification Is Not Causality, and Vice Versa 0 1 2 8 0 4 12 45
Identification with Models and Exogenous Data Variation 0 0 0 7 0 0 1 42
Total Journal Articles 0 1 4 63 0 5 22 238

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Statistics updated 2025-08-05