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 1 1 8 18 38 38
Basis Trades and Treasury Market Illiquidity 0 0 1 48 3 6 26 282
Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege 0 0 0 33 1 7 17 73
Hedge Funds and the Treasury Cash-Futures Disconnect 1 2 8 28 4 16 55 130
How Competitive are U.S. Treasury Repo Markets? 0 0 3 40 1 2 11 99
How Resilient is the U.S. Repo Market to Cyber-Induced Outages? 0 0 0 0 0 1 2 2
Intraday Timing of General Collateral Repo Markets 1 1 3 33 1 12 43 164
Key Findings on Non-centrally Cleared Repo 0 0 1 2 0 2 12 16
Money Market Fund Repo and the ON RRP Facility 0 0 0 8 1 4 17 30
Monitoring Reserve Scarcity Through Nonbank Cash Lenders 0 0 1 6 0 4 17 18
Negative Rates in Bilateral Repo Markets 0 0 0 18 1 4 12 82
Non-centrally Cleared Bilateral Repo 0 0 1 1 2 6 18 21
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 2 5 13 14
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 4 7 8
Proportionate margining for repo transactions 0 0 0 0 2 2 2 2
Proportionate margining for repo transactions 0 0 0 0 3 4 12 16
Reaching for Duration and Leverage in the Treasury Market 0 0 1 4 1 4 20 40
Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"? 0 0 3 38 0 3 17 86
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 0 1 19 1 8 29 40
Repo Market Intermediation 0 0 1 2 0 1 12 16
Rising hedge fund leverage affects monetary policy implementation 0 0 0 0 0 0 0 0
Short Circuiting Short-Term Funding 1 1 1 1 1 3 3 3
The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries 0 0 5 5 0 3 18 18
The Central Bank Balance-Sheet Trilemma 2 3 13 13 7 23 37 37
The Cross-Border Trail of the Treasury Basis Trade 0 3 7 7 19 50 79 79
The Rise of Sponsored Service for Clearing Repo 0 1 4 4 0 5 16 16
The term structure of the price of variance risk 0 0 0 20 0 4 17 101
Treasury Market Stress, Lessons from 1958 and Today 0 0 0 0 0 2 4 4
Treasury Market Stress: Lessons from 1958 and Today 0 0 0 1 5 7 14 19
Who Participates in Cleared Repo? 0 0 0 11 0 2 12 49
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 2 13 27 32
Total Working Papers 5 11 55 343 65 225 607 1,535

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 1 3 5 4 27 47 59
Estimating and Testing Dynamic Corporate Finance Models 1 1 3 49 2 4 14 152
Hedge funds and the Treasury cash-futures basis trade 1 2 28 28 7 49 152 152
Identification Is Not Causality, and Vice Versa 0 0 2 9 0 7 16 58
Identification with Models and Exogenous Data Variation 0 0 1 8 0 2 9 51
The term structure of the price of variance risk 0 0 0 0 1 6 15 15
Total Journal Articles 2 4 37 99 14 95 253 487

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Statistics updated 2026-06-04