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 5 19 20 20
Basis Trades and Treasury Market Illiquidity 0 0 3 48 5 15 28 276
Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege 0 0 0 33 1 6 11 66
Hedge Funds and the Treasury Cash-Futures Disconnect 0 0 10 26 4 24 48 114
How Competitive are U.S. Treasury Repo Markets? 2 2 3 40 3 7 9 97
How Resilient is the U.S. Repo Market to Cyber-Induced Outages? 0 0 0 0 1 1 1 1
Intraday Timing of General Collateral Repo Markets 2 2 3 32 8 18 37 152
Key Findings on Non-centrally Cleared Repo 0 0 1 2 0 8 12 14
Money Market Fund Repo and the ON RRP Facility 0 0 0 8 0 3 13 26
Monitoring Reserve Scarcity Through Nonbank Cash Lenders 0 1 6 6 2 7 14 14
Negative Rates in Bilateral Repo Markets 0 0 0 18 1 7 9 78
Non-centrally Cleared Bilateral Repo 0 0 1 1 2 6 13 15
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 1 4 9 9
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 1 3 4
Proportionate margining for repo transactions 0 0 0 0 1 6 11 12
Reaching for Duration and Leverage in the Treasury Market 0 0 2 4 2 11 19 36
Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"? 0 1 4 38 0 6 16 83
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 0 1 19 1 16 24 32
Repo Market Intermediation 1 1 2 2 1 8 13 15
Short Circuiting Short-Term Funding 0 0 0 0 0 0 0 0
The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries 0 0 5 5 3 5 15 15
The Central Bank Balance-Sheet Trilemma 10 10 10 10 14 14 14 14
The Cross-Border Trail of the Treasury Basis Trade 0 2 4 4 5 26 29 29
The Rise of Sponsored Service for Clearing Repo 0 0 3 3 1 5 11 11
The term structure of the price of variance risk 0 0 0 20 2 6 13 97
Treasury Market Stress, Lessons from 1958 and Today 0 0 0 0 0 1 2 2
Treasury Market Stress: Lessons from 1958 and Today 0 0 1 1 2 6 11 12
Who Participates in Cleared Repo? 0 0 0 11 2 7 10 47
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 3 13 18 19
Total Working Papers 15 19 60 332 70 256 433 1,310

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 2 4 3 12 20 32
Estimating and Testing Dynamic Corporate Finance Models 0 2 2 48 3 8 10 148
Hedge funds and the Treasury cash-futures basis trade 3 7 26 26 9 56 103 103
Identification Is Not Causality, and Vice Versa 1 1 2 9 1 5 12 51
Identification with Models and Exogenous Data Variation 0 0 1 8 1 4 7 49
The term structure of the price of variance risk 0 0 0 0 0 9 9 9
Total Journal Articles 4 11 33 95 17 94 161 392

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Statistics updated 2026-03-04