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 6 15 30 30
Basis Trades and Treasury Market Illiquidity 0 0 2 48 2 8 25 279
Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege 0 0 0 33 3 7 17 72
Hedge Funds and the Treasury Cash-Futures Disconnect 1 1 9 27 11 16 54 126
How Competitive are U.S. Treasury Repo Markets? 0 2 3 40 1 4 10 98
How Resilient is the U.S. Repo Market to Cyber-Induced Outages? 0 0 0 0 1 2 2 2
Intraday Timing of General Collateral Repo Markets 0 2 2 32 7 19 44 163
Key Findings on Non-centrally Cleared Repo 0 0 1 2 2 2 13 16
Money Market Fund Repo and the ON RRP Facility 0 0 0 8 3 3 16 29
Monitoring Reserve Scarcity Through Nonbank Cash Lenders 0 0 5 6 2 6 17 18
Negative Rates in Bilateral Repo Markets 0 0 0 18 2 4 11 81
Non-centrally Cleared Bilateral Repo 0 0 1 1 3 6 16 19
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 3 4 11 12
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 4 4 7 8
Proportionate margining for repo transactions 0 0 0 0 1 2 10 13
Reaching for Duration and Leverage in the Treasury Market 0 0 1 4 1 5 20 39
Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"? 0 0 3 38 3 3 17 86
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 0 1 19 4 8 29 39
Repo Market Intermediation 0 1 1 2 1 2 12 16
Short Circuiting Short-Term Funding 0 0 0 0 2 2 2 2
The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries 0 0 5 5 1 6 18 18
The Central Bank Balance-Sheet Trilemma 0 11 11 11 8 30 30 30
The Cross-Border Trail of the Treasury Basis Trade 2 3 7 7 20 36 60 60
The Rise of Sponsored Service for Clearing Repo 1 1 4 4 4 6 16 16
The term structure of the price of variance risk 0 0 0 20 3 6 17 101
Treasury Market Stress, Lessons from 1958 and Today 0 0 0 0 1 2 4 4
Treasury Market Stress: Lessons from 1958 and Today 0 0 0 1 2 4 10 14
Who Participates in Cleared Repo? 0 0 0 11 2 4 12 49
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 11 14 25 30
Total Working Papers 4 21 57 338 114 230 555 1,470

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 3 5 13 26 43 55
Estimating and Testing Dynamic Corporate Finance Models 0 0 2 48 2 5 12 150
Hedge funds and the Treasury cash-futures basis trade 0 4 27 27 23 51 145 145
Identification Is Not Causality, and Vice Versa 0 1 2 9 4 8 17 58
Identification with Models and Exogenous Data Variation 0 0 1 8 2 3 9 51
The term structure of the price of variance risk 0 0 0 0 5 5 14 14
Total Journal Articles 1 6 35 97 49 98 240 473

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Statistics updated 2026-05-06