Robert Jay Kahn

Names

Identifer

Contact

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • EDIRC entry
  • location:

Research profile

author of:

• Reaching for Duration and Leverage in the Treasury Market (RePEc:fip:fedgfe:2024-39)
  by Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy
• Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"? (RePEc:fip:fedgfn:2023-08-30-2)
  by Daniel Barth & R. Jay Kahn & Robert Mann
• Money Market Fund Repo and the ON RRP Facility (RePEc:fip:fedgfn:2023-12-15-2)
  by Samuel J. Hempel & Calvin Isley & R. Jay Kahn & Patrick E. McCabe
• Proportionate margining for repo transactions (RePEc:fip:fedgfn:2025-02-14-1)
  by R. Jay Kahn & Matthew McCormick
• Monitoring Reserve Scarcity Through Nonbank Cash Lenders (RePEc:fip:fedgfn:2025-03-28-4)
  by Stefan Gissler & Samuel J. Hempel & R. Jay Kahn & Patrick E. McCabe & Borghan N. Narajabad
• Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege (RePEc:fip:fedkrw:94751)
  by Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn
• How Competitive are U.S. Treasury Repo Markets? (RePEc:fip:fednls:89915)
  by Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Matthew McCormick & Will Riordan & Timothy Wessel
• Intraday Timing of General Collateral Repo Markets (RePEc:fip:fednls:92894)
  by Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Mark E. Paddrik & Benjamin Taylor
• The term structure of the price of variance risk (RePEc:fip:fednsr:736)
  by Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz
• Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo (RePEc:fip:fednsr:99298)
  by Adam Copeland & R. Jay Kahn
• Identification with Models and Exogenous Data Variation (RePEc:now:fntacc:1400000051)
  by Kahn, R. Jay & Whited, Toni M.
• Basis Trades and Treasury Market Illiquidity (RePEc:ofr:briefs:20-01)
  by Daniel Barth & Jay Kahn
• Who Participates in Cleared Repo? (RePEc:ofr:briefs:21-01)
  by R. Jay Kahn & Luke M. Olson
• Negative Rates in Bilateral Repo Markets (RePEc:ofr:briefs:21-03)
  by Samuel J. Hempel & R. Jay Kahn
• Treasury Market Stress: Lessons from 1958 and Today (RePEc:ofr:briefs:22-01)
  by R. Jay Kahn & Vy Nguyen
• Key Finding on Non-centrally Cleared Repo (RePEc:ofr:briefs:23-01)
  by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik
• Repo Market Intermediation (RePEc:ofr:briefs:24-07)
  by Robert Mann & Mark Paddrik & Samuel Hempel & R. Jay Kahn
• Treasury Market Stress, Lessons from 1958 and Today (RePEc:ofr:ofrblg:22-01)
  by R. Jay Kahn & Vy Nguyen
• Non-centrally Cleared Bilateral Repo (RePEc:ofr:ofrblg:22-07)
  by Samuel J. Hempel & R. Jay Kahn & Vy Nguyen & Sharon Y. Ross
• OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market (RePEc:ofr:ofrblg:22-09)
  by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik
• OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates (RePEc:ofr:ofrblg:23-10)
  by R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young
• Why Is So Much Repo Not Centrally Cleared? (RePEc:ofr:ofrblg:23-11)
  by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik
• Hedge Funds and the Treasury Cash-Futures Disconnect (RePEc:ofr:wpaper:21-01)
  by Daniel Barth & R. Jay Kahn
• Anatomy of the Repo Rate Spikes in September 2019 (RePEc:ofr:wpaper:23-04)
  by R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young
• Identification Is Not Causality, and Vice Versa (RePEc:oup:rcorpf:v:7:y:2018:i:1:p:1-21.)
  by R Kahn & Toni M Whited
• Estimating and Testing Dynamic Corporate Finance Models (RePEc:oup:rfinst:v:31:y:2018:i:1:p:322-361.)
  by Santiago Bazdresch & R. Jay Kahn & Toni M. Whited
• Anatomy of the Repo Rate Spikes in September 2019 (RePEc:ysm:ypfsfc:v:5:y:2023:i:4:p:1-25)
  by Kahn, R. Jay & McCormick, Matthew & Nguyen, Vy & Paddrik, Mark & Young, H. Peyton