Robert Jay Kahn : Citation Profile

Federal Reserve Board (Board of Governors of the Federal Reserve System)

5

H index

5

i10 index

115

Citations

RESEARCH PRODUCTION:

6

Articles

29

Papers

RESEARCH ACTIVITY:

   11 years (2015 - 2026). See details.
   Cites by year: 10
   Journals where Robert Jay Kahn has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 5 (4.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1384
   Updated: 2026-05-02    RAS profile: 2026-02-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Paddrik, Mark (10)

McCormick, Matthew (5)

Copeland, Adam (4)

Barth, Daniel (3)

Martin, Antoine (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Jay Kahn.

Is cited by:

Whited, Toni (9)

Schrimpf, Andreas (6)

Van Tassel, Peter (4)

Fleming, Michael (3)

Eisenbach, Thomas (3)

Terry, Stephen (3)

van Binsbergen, Jules (3)

Vissing-Jorgensen, Annette (3)

Struby, Ethan (3)

Lindqvist, Erik (2)

Phelan, Gregory (2)

Cites to:

Vissing-Jorgensen, Annette (8)

Copeland, Adam (6)

Pedersen, Lasse (5)

Whited, Toni (5)

Nagel, Stefan (5)

Martin, Antoine (4)

Eisenbach, Thomas (4)

Kovner, Anna (4)

van Binsbergen, Jules (3)

He, Zhiguo (3)

Chen, Zhiwu (3)

Main data

Where Robert Jay Kahn has published?

Working Papers Series with more than one paper published# docs
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)7
Briefs / Office of Financial Research, US Department of the Treasury6
The OFR Blog / Office of Financial Research, US Department of the Treasury6
Liberty Street Economics / Federal Reserve Bank of New York3
Working Papers / Office of Financial Research, US Department of the Treasury3
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Robert Jay Kahn (2026 and 2025)

YearTitle of citing document
2025A Smart-Contract to Resolve Multiple Equilibrium in Intermediated Trade. (2025). Aronoff, Daniel ; Townsend, Robert M. In: Papers. RePEc:arx:papers:2505.22940.

Full description at Econpapers || Download paper

2025RepoMech: A Method to Reduce the Balance-Sheet Impact of Repo Intermediation. (2025). Townsend, Robert M ; Virza, Madars ; Aronoff, Daniel J. In: Papers. RePEc:arx:papers:2512.23842.

Full description at Econpapers || Download paper

2025Unpacking repo haircuts and their implications for leverage. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: BIS Bulletins. RePEc:bis:bisblt:117.

Full description at Econpapers || Download paper

2025Goodbye Libor, hello basis traders: unpacking the surge in global interest rate derivatives turnover. (2025). Todorov, Karamfil ; Ehlers, Torsten. In: BIS Quarterly Review. RePEc:bis:bisqtr:2512c.

Full description at Econpapers || Download paper

2026International finance through the lens of BIS statistics: offshore activity. (2026). Hardy, Bryan ; Aldasoro, Iñaki ; Wooldridge, Philip ; von Peter, Goetz. In: BIS Quarterly Review. RePEc:bis:bisqtr:2603f.

Full description at Econpapers || Download paper

2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

Full description at Econpapers || Download paper

2025The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066.

Full description at Econpapers || Download paper

2025Investor demand, firm investment, and capital misallocation. (2025). Tian, Xu ; Kargar, Mahyar ; Wu, Yufeng ; Choi, Jaewon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000479.

Full description at Econpapers || Download paper

2025LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x.

Full description at Econpapers || Download paper

2025Trading Places: My New View from Inside the Federal Reserve. (2025). Hammack, Beth. In: Speech. RePEc:fip:fedcsp:99627.

Full description at Econpapers || Download paper

2026A User’s Guide to Reducing the Federal Reserve’s Balance Sheet. (2026). barbarino, alessandro ; Miran, Stephen I ; Diercks, Anthony M ; Anderson, Alyssa G. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:103000.

Full description at Econpapers || Download paper

2025Rewiring repo. (2025). Yankov, Vladimir ; Klee, Elizabeth ; Chang, Jin-Wook. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-13.

Full description at Econpapers || Download paper

2025Market Liquidity in Treasury Futures Market During March 2020. (2025). Vega, Clara ; Tuzun, Tugkan ; Mixon, Scott ; Gousgounis, Eleni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-38.

Full description at Econpapers || Download paper

2025Repo Rate Spillovers: Evidence from a Natural Experiment. (2025). Mann, Robert. In: Working Papers. RePEc:ofr:wpaper:25-05.

Full description at Econpapers || Download paper

2025Treasury Tri-party Repo Pricing. (2025). Paddrik, Mark ; Ramirez, Carlos. In: Working Papers. RePEc:ofr:wpaper:25-07.

Full description at Econpapers || Download paper

Works by Robert Jay Kahn:

YearTitleTypeCited
2025Hedge funds and the Treasury cash-futures basis trade In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
2024Reaching for Duration and Leverage in the Treasury Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2026The Central Bank Balance-Sheet Trilemma In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2023Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back? In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2023Money Market Fund Repo and the ON RRP Facility In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2025Proportionate margining for repo transactions In: FEDS Notes.
[Citation analysis]		paper0
2025Monitoring Reserve Scarcity Through Nonbank Cash Lenders In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2025The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2025The Cross-Border Trail of the Treasury Basis Trade In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2022Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege In: Research Working Paper.
[Full Text][Citation analysis]		paper1
2025The Rise of Sponsored Service for Clearing Repo In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021How Competitive are U.S. Treasury Repo Markets? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021Intraday Timing of General Collateral Repo Markets In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015The term structure of the price of variance risk In: Staff Reports.
[Full Text][Citation analysis]		paper16
2025The term structure of the price of variance risk.(2025) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2024Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo In: Staff Reports.
[Full Text][Citation analysis]		paper1
2016Identification with Models and Exogenous Data Variation In: Foundations and Trends(R) in Accounting.
[Full Text][Citation analysis]		article0
2020Basis Trades and Treasury Market Illiquidity In: Briefs.
[Full Text][Citation analysis]		paper12
2021Who Participates in Cleared Repo? In: Briefs.
[Full Text][Citation analysis]		paper5
2021Negative Rates in Bilateral Repo Markets In: Briefs.
[Full Text][Citation analysis]		paper2
2022Treasury Market Stress: Lessons from 1958 and Today In: Briefs.
[Full Text][Citation analysis]		paper1
2022Treasury Market Stress, Lessons from 1958 and Today.(2022) In: The OFR Blog.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Why Is So Much Repo Not Centrally Cleared? In: Briefs.
[Full Text][Citation analysis]		paper1
2024Repo Market Intermediation In: Briefs.
[Full Text][Citation analysis]		paper0
2022Non-centrally Cleared Bilateral Repo In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2022OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2023OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2023Key Findings on Non-centrally Cleared Repo In: The OFR Blog.
[Full Text][Citation analysis]		paper2
2026How Resilient is the U.S. Repo Market to Cyber-Induced Outages? In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2021Hedge Funds and the Treasury Cash-Futures Disconnect In: Working Papers.
[Full Text][Citation analysis]		paper22
2023Anatomy of the Repo Rate Spikes in September 2019 In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Anatomy of the Repo Rate Spikes in September 2019.(2023) In: Journal of Financial Crises.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2026Short Circuiting Short-Term Funding In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Identification Is Not Causality, and Vice Versa In: The Review of Corporate Finance Studies.
[Full Text][Citation analysis]		article15
2018Estimating and Testing Dynamic Corporate Finance Models In: The Review of Financial Studies.
[Full Text][Citation analysis]		article27

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team