Robert Jay Kahn
Names
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Robert |
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Jay |
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Kahn |
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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) - Proportionate margining for repo transactions
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2025)
by R. Jay Kahn & Matthew McCormick
(ReDIF-paper, fip:fedgfn:2025-02-14-1) - Monitoring Reserve Scarcity Through Nonbank Cash Lenders
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2025)
by Stefan Gissler & Samuel J. Hempel & R. Jay Kahn & Patrick E. McCabe & Borghan N. Narajabad
(ReDIF-paper, fip:fedgfn:2025-03-28-4) - 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) - Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo
Staff Reports, Federal Reserve Bank of New York (2024)
by Adam Copeland & R. Jay Kahn
(ReDIF-paper, fip:fednsr:99298) - 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 M. 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 J. Hempel & R. Jay Kahn
(ReDIF-paper, ofr:briefs:21-03) - Treasury Market Stress: Lessons from 1958 and Today
Briefs, Office of Financial Research, US Department of the Treasury (2022)
by R. Jay Kahn & Vy Nguyen
(ReDIF-paper, ofr:briefs:22-01) - Key Finding on Non-centrally Cleared Repo
Briefs, Office of Financial Research, US Department of the Treasury (2023)
by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik
(ReDIF-paper, ofr:briefs:23-01) - Repo Market Intermediation
Briefs, Office of Financial Research, US Department of the Treasury (2024)
by Robert Mann & Mark Paddrik & Samuel Hempel & R. Jay Kahn
(ReDIF-paper, ofr:briefs:24-07) - Treasury Market Stress, Lessons from 1958 and Today
The OFR Blog, Office of Financial Research, US Department of the Treasury (2022)
by R. Jay Kahn & Vy Nguyen
(ReDIF-paper, ofr:ofrblg:22-01) - Non-centrally Cleared Bilateral Repo
The OFR Blog, Office of Financial Research, US Department of the Treasury (2022)
by Samuel J. Hempel & R. Jay Kahn & Vy Nguyen & Sharon Y. Ross
(ReDIF-paper, ofr:ofrblg:22-07) - 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 (2022)
by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik
(ReDIF-paper, ofr:ofrblg:22-09) - 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 (2023)
by R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young
(ReDIF-paper, ofr:ofrblg:23-10) - Why Is So Much Repo Not Centrally Cleared?
The OFR Blog, Office of Financial Research, US Department of the Treasury (2023)
by Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik
(ReDIF-paper, ofr:ofrblg:23-11) - 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) - Anatomy of the Repo Rate Spikes in September 2019
Working Papers, Office of Financial Research, US Department of the Treasury (2023)
by R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young
(ReDIF-paper, ofr:wpaper:23-04) - 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)