Robert Jay Kahn
Names
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Robert |
| middle: |
Jay |
| last: |
Kahn |
Identifer
Contact
Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- Reaching for Duration and Leverage in the Treasury Market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2024)
by Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy
(ReDIF-paper, fip:fedgfe:2024-39) - 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.) (2023)
by Daniel Barth & R. Jay Kahn & Robert Mann
(ReDIF-paper, fip:fedgfn:2023-08-30-2) - Money Market Fund Repo and the ON RRP Facility
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Samuel J. Hempel & Calvin Isley & R. Jay Kahn & Patrick E. McCabe
(ReDIF-paper, fip:fedgfn:2023-12-15-2) - Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege
Research Working Paper, Federal Reserve Bank of Kansas City (2022)
by Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn
(ReDIF-paper, fip:fedkrw:94751) - How Competitive are U.S. Treasury Repo Markets?
Liberty Street Economics, Federal Reserve Bank of New York (2021)
by Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Matthew McCormick & Will Riordan & Timothy Wessel
(ReDIF-paper, fip:fednls:89915) - Intraday Timing of General Collateral Repo Markets
Liberty Street Economics, Federal Reserve Bank of New York (2021)
by Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Mark E. Paddrik & Benjamin Taylor
(ReDIF-paper, fip:fednls:92894) - The term structure of the price of variance risk
Staff Reports, Federal Reserve Bank of New York (2015)
by Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz
(ReDIF-paper, fip:fednsr:736) - Identification with Models and Exogenous Data Variation
Foundations and Trends(R) in Accounting, now publishers (2016)
by Kahn, R. Jay & Whited, Toni M.
(ReDIF-article, now:fntacc:1400000051) - Basis Trades and Treasury Market Illiquidity
Briefs, Office of Financial Research, US Department of the Treasury (2020)
by Daniel Barth & Jay Kahn
(ReDIF-paper, ofr:briefs:20-01) - Who Participates in Cleared Repo?
Briefs, Office of Financial Research, US Department of the Treasury (2021)
by R. Jay Kahn & Luke Olson
(ReDIF-paper, ofr:briefs:21-01) - Negative Rates in Bilateral Repo Markets
Briefs, Office of Financial Research, US Department of the Treasury (2021)
by Samuel Hempel & R. Jay Kahn
(ReDIF-paper, ofr:briefs:21-03) - Hedge Funds and the Treasury Cash-Futures Disconnect
Working Papers, Office of Financial Research, US Department of the Treasury (2021)
by Daniel Barth & R. Jay Kahn
(ReDIF-paper, ofr:wpaper:21-01) - Identification Is Not Causality, and Vice Versa
The Review of Corporate Finance Studies, Society for Financial Studies (2018)
by R Kahn & Toni M Whited
(ReDIF-article, oup:rcorpf:v:7:y:2018:i:1:p:1-21.) - Estimating and Testing Dynamic Corporate Finance Models
The Review of Financial Studies, Society for Financial Studies (2018)
by Santiago Bazdresch & R. Jay Kahn & Toni M. Whited
(ReDIF-article, oup:rfinst:v:31:y:2018:i:1:p:322-361.) - Anatomy of the Repo Rate Spikes in September 2019
Journal of Financial Crises, Yale Program on Financial Stability (YPFS) (2023)
by Kahn, R. Jay & McCormick, Matthew & Nguyen, Vy & Paddrik, Mark & Young, H. Peyton
(ReDIF-article, ysm:ypfsfc:v:5:y:2023:i:4:p:1-25)