Chase Ross Headshot

Chase P. Ross

Economist
Federal Reserve Board

[email protected]
[email protected]

[CV]  [LinkedIn] 

The contents of this website do not necessarily reflect the views of the Federal Reserve Board or its staff.

about

I am an economist at the Board of Governors of the Federal Reserve System in the Division of Financial Stability. My research interests include macrofinance, asset pricing, and financial intermediation.

I received my Ph.D. in financial economics from the Yale School of Management. Previously, I was an economist at Morgan Stanley and a research associate at the Yale Program on Financial Stability.


working papers

The Collateral Premium and Levered Safe-Asset Production
2020 BlackRock Applied Research Award Finalist
September 2021
[Abstract] [PDF]

Investor Information and Bank Instability During the Euro Crisis
with Silvia Iorgova, September 2021
[Abstract] [PDF] [IMF WP #2021/005]

Safe-Asset Migration
March 2020
[Abstract] [PDF] [SSRN]


published work

Who Ran on Repo?
with Gary B. Gorton and Andrew Metrick
AEA Papers and Proceedings (2020)
[Abstract] [PDF] [Link]


works in progress

Making Money
with Gary B. Gorton and Sharon Y. Ross
[Abstract]

Capital in the Financial Crisis
with Timothy F. Geithner and Andrew Metrick
[Abstract]

Cash-Hedged Stock Returns
with Landon J. Ross and Sharon Y. Ross
[Abstract]

Pricing With Almost-Arbitrages
with Sharon Y. Ross
[Abstract]


other writing

Forecasting the Economy During Covid-19 [Link] [PDF]
with Sharon Y. Ross
May 26, 2020, Yale Program on Financial Stability

A Long Way to Go for Emerging Markets [Link] [PDF]
with Ahyan Panjwani
April 26, 2020, Yale Program on Financial Stability

Fed Actions Support Agency Mortgage REITs [Link] [PDF]
with Sharon Y. Ross
April 22, 2020, Yale Program on Financial Stability

The FHLBs During the Coronavirus Crisis, Part 2 [Link] [PDF]
April 6, 2020, Yale Program on Financial Stability

Flight from Maturity During the Coronavirus Crisis [Link] [PDF]
with Sharon Y. Ross, Gary B. Gorton, and Andrew Metrick
March 26, 2020, Yale Program on Financial Stability

The FHLBs During the Coronavirus Crisis, Part 1 [Link] [PDF]
March 24, 2020, Yale Program on Financial Stability


© Chase P. Ross 2021 ⁂ All Rights Reserved