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
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Working Papers
2025
- Proportionate margining for repo transactions
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
2024
- Reaching for Duration and Leverage in the Treasury Market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
- Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo
Staff Reports, Federal Reserve Bank of New York
- Repo Market Intermediation
Briefs, Office of Financial Research, US Department of the Treasury
2023
- 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)
- Key Finding on Non-centrally Cleared Repo
Briefs, Office of Financial Research, US Department of the Treasury
- Money Market Fund Repo and the ON RRP Facility
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
- 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
- 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)
- Why Is So Much Repo Not Centrally Cleared?
The OFR Blog, Office of Financial Research, US Department of the Treasury
2022
- Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege
Research Working Paper, Federal Reserve Bank of Kansas City
- Non-centrally Cleared Bilateral Repo
The OFR Blog, Office of Financial Research, US Department of the Treasury
- 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
- 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
- Hedge Funds and the Treasury Cash-Futures Disconnect
Working Papers, Office of Financial Research, US Department of the Treasury View citations (22)
- How Competitive are U.S. Treasury Repo Markets?
Liberty Street Economics, Federal Reserve Bank of New York
- Intraday Timing of General Collateral Repo Markets
Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
- Negative Rates in Bilateral Repo Markets
Briefs, Office of Financial Research, US Department of the Treasury View citations (3)
- Who Participates in Cleared Repo?
Briefs, Office of Financial Research, US Department of the Treasury View citations (3)
2020
- Basis Trades and Treasury Market Illiquidity
Briefs, Office of Financial Research, US Department of the Treasury View citations (12)
2015
- The term structure of the price of variance risk
Staff Reports, Federal Reserve Bank of New York View citations (14)
Journal Articles
2023
- 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
- Estimating and Testing Dynamic Corporate Finance Models
The Review of Financial Studies, 2018, 31, (1), 322-361 View citations (26)
- Identification Is Not Causality, and Vice Versa
The Review of Corporate Finance Studies, 2018, 7, (1), 1-21 View citations (14)
2016
- Identification with Models and Exogenous Data Variation
Foundations and Trends(R) in Accounting, 2016, 10, (2-4), 361-375 View citations (1)
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