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 0 0 0 0 0 0 0 0
Basis Trades and Treasury Market Illiquidity 0 2 4 45 1 5 13 248
Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege 0 0 3 33 0 0 36 55
Hedge Funds and the Treasury Cash-Futures Disconnect 1 1 2 16 2 3 8 66
How Competitive are U.S. Treasury Repo Markets? 1 1 4 37 2 4 10 88
Intraday Timing of General Collateral Repo Markets 0 1 4 29 3 8 26 115
Key Finding on Non-centrally Cleared Repo 0 0 0 0 1 1 1 1
Money Market Fund Repo and the ON RRP Facility 1 1 3 8 1 3 9 13
Negative Rates in Bilateral Repo Markets 0 1 3 18 2 4 15 69
Non-centrally Cleared Bilateral Repo 0 0 0 0 2 2 2 2
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 0 0 0 0
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 1 1 1 1
Reaching for Duration and Leverage in the Treasury Market 1 1 2 2 1 1 17 17
Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"? 0 1 8 34 0 4 20 67
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 18 18 18 1 8 8 8
Repo Market Intermediation 0 0 0 0 2 2 2 2
The term structure of the price of variance risk 0 0 0 20 1 1 2 84
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 0 0 1 1 1 1
Who Participates in Cleared Repo? 0 0 0 11 0 1 2 37
Why Is So Much Repo Not Centrally Cleared? 1 1 1 1 2 2 2 2
Total Working Papers 5 28 52 272 23 51 175 876


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 1 2 2 2 4 6 12 12
Estimating and Testing Dynamic Corporate Finance Models 0 0 2 46 0 0 4 138
Identification Is Not Causality, and Vice Versa 0 0 1 7 2 3 8 39
Identification with Models and Exogenous Data Variation 0 0 0 7 0 1 1 42
Total Journal Articles 1 2 5 62 6 10 25 231


Statistics updated 2025-03-03