Details about Robert Jay Kahn

Access statistics for papers by Robert Jay Kahn.

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

Short-id: pka1384

Working Papers

2025

1. Monitoring Reserve Scarcity Through Nonbank Cash Lenders
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
2. Proportionate margining for repo transactions
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2024

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

2023

6. Anatomy of the Repo Rate Spikes in September 2019
   Working Papers, Office of Financial Research, US Department of the Treasury 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) View citations (1) (2023)
7. Key Finding on Non-centrally Cleared Repo
   Briefs, Office of Financial Research, US Department of the Treasury
8. Money Market Fund Repo and the ON RRP Facility
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
9. 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
10. 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.) View citations (1)
11. Why Is So Much Repo Not Centrally Cleared?
    The OFR Blog, Office of Financial Research, US Department of the Treasury

2022

12. Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege
    Research Working Paper, Federal Reserve Bank of Kansas City
13. Non-centrally Cleared Bilateral Repo
    The OFR Blog, Office of Financial Research, US Department of the Treasury
14. 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
15. Treasury Market Stress, Lessons from 1958 and Today
    The OFR Blog, Office of Financial Research, US Department of the Treasury
    Also in Briefs, Office of Financial Research, US Department of the Treasury (2022)

2021

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

2020

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

2015

22. The term structure of the price of variance risk
    Staff Reports, Federal Reserve Bank of New York 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 View citations (1)
   See also Working Paper Anatomy of the Repo Rate Spikes in September 2019, Working Papers (2023) View citations (1) (2023)

2018

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

2016

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