Jay Kahn (@jstatistic) 's Twitter Profile
Jay Kahn

@jstatistic

Economist working on safe assets, repo & Treasuries. Alum @MichiganRoss, @SimonSchool, @Reed_College_. Views my own.

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linkhttp://j-kahn.com calendar_today12-10-2014 03:53:40

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Jay Kahn
@jstatistic

12 days ago

Hedge funds built the basis trade into a $1T+ position. Five years ago we used data across cash, futures, and repo markets to show why, and how it mattered in March 2020. That paper is now in press at JME! Free version below.

Hedge funds built the basis trade into a $1T+ position. Five years ago we used data across cash, futures, and repo markets to show why, and how it mattered in March 2020. That paper is now in press at JME! Free version below.