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 0 0 0 0 0
Basis Trades and Treasury Market Illiquidity 0 2 4 47 1 9 19 257
Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege 0 0 2 33 0 1 34 56
Hedge Funds and the Treasury Cash-Futures Disconnect 2 6 8 22 4 12 20 79
How Competitive are U.S. Treasury Repo Markets? 1 1 4 38 1 1 9 89
Intraday Timing of General Collateral Repo Markets 0 1 3 30 4 9 28 125
Key Finding on Non-centrally Cleared Repo 0 0 0 0 0 1 5 5
Money Market Fund Repo and the ON RRP Facility 0 0 3 8 1 1 9 14
Monitoring Reserve Scarcity Through Nonbank Cash Lenders 0 5 5 5 1 2 2 2
Negative Rates in Bilateral Repo Markets 0 0 2 18 0 1 13 70
Non-centrally Cleared Bilateral Repo 1 1 1 1 1 2 4 4
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 0 1 1 1
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 1 1 2 2
Proportionate margining for repo transactions 0 0 0 0 0 2 4 4
Reaching for Duration and Leverage in the Treasury Market 1 2 4 4 2 4 21 22
Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"? 0 1 4 35 2 4 16 71
Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo 0 0 18 18 0 1 11 11
Repo Market Intermediation 0 1 1 1 0 1 4 4
The term structure of the price of variance risk 0 0 0 20 0 0 2 84
Treasury Market Stress, Lessons from 1958 and Today 0 0 0 0 0 0 0 0
Treasury Market Stress: Lessons from 1958 and Today 0 0 1 1 0 1 5 5
Who Participates in Cleared Repo? 0 0 0 11 0 0 1 37
Why Is So Much Repo Not Centrally Cleared? 0 0 1 1 0 1 4 4
Total Working Papers 5 20 61 293 18 55 214 946


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 2 2 1 1 8 13
Estimating and Testing Dynamic Corporate Finance Models 0 0 1 46 0 0 2 138
Identification Is Not Causality, and Vice Versa 1 1 2 8 3 6 12 45
Identification with Models and Exogenous Data Variation 0 0 0 7 0 0 1 42
Total Journal Articles 1 1 5 63 4 7 23 238


Statistics updated 2025-07-04