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Details about Robert Jay Kahn

Homepage:http://j-kahn.com
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Robert Jay Kahn.

Last updated 2025-02-18. Update your information in the RePEc Author Service.

Short-id: pka1384


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Working Papers

2025

  1. Proportionate margining for repo transactions
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2024

  1. Reaching for Duration and Leverage in the Treasury Market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo
    Staff Reports, Federal Reserve Bank of New York Downloads
  3. Repo Market Intermediation
    Briefs, Office of Financial Research, US Department of the Treasury Downloads

2023

  1. Anatomy of the Repo Rate Spikes in September 2019
    Working Papers, Office of Financial Research, US Department of the Treasury Downloads View citations (1)
    See also Journal Article Anatomy of the Repo Rate Spikes in September 2019, Journal of Financial Crises, Yale Program on Financial Stability (YPFS) (2023) Downloads View citations (1) (2023)
  2. Key Finding on Non-centrally Cleared Repo
    Briefs, Office of Financial Research, US Department of the Treasury Downloads
  3. Money Market Fund Repo and the ON RRP Facility
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
  4. OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates
    The OFR Blog, Office of Financial Research, US Department of the Treasury Downloads
  5. Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"?
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  6. Why Is So Much Repo Not Centrally Cleared?
    The OFR Blog, Office of Financial Research, US Department of the Treasury Downloads

2022

  1. Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads
  2. Non-centrally Cleared Bilateral Repo
    The OFR Blog, Office of Financial Research, US Department of the Treasury Downloads
  3. OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market
    The OFR Blog, Office of Financial Research, US Department of the Treasury Downloads
  4. Treasury Market Stress, Lessons from 1958 and Today
    The OFR Blog, Office of Financial Research, US Department of the Treasury Downloads
    Also in Briefs, Office of Financial Research, US Department of the Treasury (2022) Downloads

2021

  1. Hedge Funds and the Treasury Cash-Futures Disconnect
    Working Papers, Office of Financial Research, US Department of the Treasury Downloads View citations (22)
  2. How Competitive are U.S. Treasury Repo Markets?
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. Intraday Timing of General Collateral Repo Markets
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (2)
  4. Negative Rates in Bilateral Repo Markets
    Briefs, Office of Financial Research, US Department of the Treasury Downloads View citations (3)
  5. Who Participates in Cleared Repo?
    Briefs, Office of Financial Research, US Department of the Treasury Downloads View citations (3)

2020

  1. Basis Trades and Treasury Market Illiquidity
    Briefs, Office of Financial Research, US Department of the Treasury Downloads View citations (12)

2015

  1. The term structure of the price of variance risk
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (14)

Journal Articles

2023

  1. Anatomy of the Repo Rate Spikes in September 2019
    Journal of Financial Crises, 2023, 5, (4), 1-25 Downloads View citations (1)
    See also Working Paper Anatomy of the Repo Rate Spikes in September 2019, Working Papers (2023) Downloads View citations (1) (2023)

2018

  1. Estimating and Testing Dynamic Corporate Finance Models
    The Review of Financial Studies, 2018, 31, (1), 322-361 Downloads View citations (26)
  2. Identification Is Not Causality, and Vice Versa
    The Review of Corporate Finance Studies, 2018, 7, (1), 1-21 Downloads View citations (14)

2016

  1. Identification with Models and Exogenous Data Variation
    Foundations and Trends(R) in Accounting, 2016, 10, (2-4), 361-375 Downloads View citations (1)
 
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