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 1 0 9 38 39
Basis Trades and Treasury Market Illiquidity 1 2 3 50 4 9 31 288
Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege 0 0 0 33 0 3 19 75
Hedge Funds and the Treasury Cash-Futures Disconnect 0 1 6 28 2 14 60 140
How Competitive are U.S. Treasury Repo Markets? 0 0 2 40 1 6 15 104
How Resilient is the U.S. Repo Market to Cyber-Induced Outages? 0 0 0 0 0 0 2 2
Intraday Timing of General Collateral Repo Markets 1 3 5 35 2 7 45 170
Key Findings on Non-centrally Cleared Repo 0 0 1 2 0 0 12 16
Money Market Fund Repo and the ON RRP Facility 0 0 0 8 0 1 16 30
Monitoring Reserve Scarcity Through Nonbank Cash Lenders 0 0 1 6 0 0 16 18
Negative Rates in Bilateral Repo Markets 0 0 0 18 0 2 13 83
Non-centrally Cleared Bilateral Repo 1 1 1 2 1 3 17 22
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 0 2 11 14
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 0 5 8
Proportionate margining for repo transactions 0 0 0 0 0 3 12 16
Proportionate margining for repo transactions 0 0 0 0 1 3 3 3
Reaching for Duration and Leverage in the Treasury Market 1 1 1 5 1 3 19 42
Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"? 0 1 3 39 0 1 15 87
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 1 2 20 1 6 33 45
Repo Market Intermediation 0 0 1 2 2 3 15 19
Rising hedge fund leverage affects monetary policy implementation 2 9 9 9 6 14 14 14
Short Circuiting Short-Term Funding 0 1 1 1 0 1 3 3
The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries 0 0 3 5 11 11 27 29
The Central Bank Balance-Sheet Trilemma 0 2 13 13 6 21 51 51
The Cross-Border Trail of the Treasury Basis Trade 0 1 8 8 3 31 91 91
The Rise of Sponsored Service for Clearing Repo 0 0 4 4 1 1 17 17
The term structure of the price of variance risk 0 0 0 20 0 3 19 104
Treasury Market Stress, Lessons from 1958 and Today 0 0 0 0 0 0 4 4
Treasury Market Stress: Lessons from 1958 and Today 0 0 0 1 2 7 16 21
Who Participates in Cleared Repo? 0 0 0 11 1 1 13 50
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 0 2 27 32
Total Working Papers 6 23 64 361 45 167 679 1,637

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 3 5 1 15 57 70
Estimating and Testing Dynamic Corporate Finance Models 0 1 3 49 0 2 14 152
Hedge funds and the Treasury cash-futures basis trade 2 5 32 32 15 30 175 175
Identification Is Not Causality, and Vice Versa 0 0 1 9 1 2 15 60
Identification with Models and Exogenous Data Variation 0 0 1 8 0 0 9 51
The term structure of the price of variance risk 0 0 0 0 0 3 17 17
Total Journal Articles 2 6 40 103 17 52 287 525

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07