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 2 1 2 39 40
Basis Trades and Treasury Market Illiquidity 1 3 4 51 2 8 32 290
Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege 0 0 0 33 4 6 23 79
Hedge Funds and the Treasury Cash-Futures Disconnect 0 0 3 28 0 10 56 140
How Competitive are U.S. Treasury Repo Markets? 0 0 2 40 0 5 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 0 2 5 35 2 8 46 172
Key Findings on Non-centrally Cleared Repo 0 0 1 2 1 1 13 17
Money Market Fund Repo and the ON RRP Facility 0 0 0 8 0 0 14 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 1 13 83
Non-centrally Cleared Bilateral Repo 0 1 1 2 0 1 17 22
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 1 1 12 15
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 1 1 6 9
Proportionate margining for repo transactions 0 0 0 0 0 1 3 3
Proportionate margining for repo transactions 0 0 0 0 0 0 12 16
Reaching for Duration and Leverage in the Treasury Market 0 1 1 5 2 4 21 44
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 1 2 3 21 3 8 36 48
Repo Market Intermediation 0 0 1 2 0 3 15 19
Rising hedge fund leverage affects monetary policy implementation 1 10 10 10 3 17 17 17
Short Circuiting Short-Term Funding 0 0 1 1 1 1 4 4
The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries 1 1 4 6 9 20 33 38
The Central Bank Balance-Sheet Trilemma 1 1 14 14 20 34 71 71
The Cross-Border Trail of the Treasury Basis Trade 1 2 9 9 20 32 111 111
The Rise of Sponsored Service for Clearing Repo 0 0 4 4 0 1 17 17
The term structure of the price of variance risk 0 0 0 20 0 3 18 104
Treasury Market Stress, Lessons from 1958 and Today 0 0 0 0 3 3 6 7
Treasury Market Stress: Lessons from 1958 and Today 0 0 0 1 0 2 15 21
Who Participates in Cleared Repo? 0 0 0 11 1 2 14 51
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 0 0 27 32
Total Working Papers 7 25 68 368 74 176 739 1,711

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 1 4 6 4 15 61 74
Estimating and Testing Dynamic Corporate Finance Models 0 0 3 49 0 0 14 152
Hedge funds and the Treasury cash-futures basis trade 4 8 36 36 16 39 191 191
Identification Is Not Causality, and Vice Versa 0 0 1 9 0 2 15 60
Identification with Models and Exogenous Data Variation 0 0 0 8 1 1 7 52
The term structure of the price of variance risk 0 0 0 0 1 3 18 18
Total Journal Articles 5 9 44 108 22 60 306 547

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Statistics updated 2026-09-10