Chase Ross Headshot

Chase P. Ross

Economist
Federal Reserve Board

[email protected]
[email protected]

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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. My research interests include asset pricing, financial intermediation, and safe assets.

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

Making Money
with Gary B. Gorton and Sharon Y. Ross
Revise and Resubmit, Journal of Finance
Abstract · SSRN · NBER WP #29710

The Collateral Premium and Levered Safe-Asset Production
Reject and Resubmit, Management Science
2020 BlackRock Applied Research Award Finalist
Abstract · SSRN · FEDS WP #2022–046

Cash-Hedged Stock Returns
with Landon J. Ross and Sharon Y. Ross
2023 SWFA best paper award winner in investments
2022 FMA best paper semifinalist in investments
Abstract · SSRN · FEDS WP #2022–055 · OFR WP #22–03

Leverage and Stablecoin Pegs
with Gary B. Gorton, Elizabeth C. Klee, Sharon Y. Ross, and Alexandros Vardoulakis
Abstract · SSRN · NBER WP #30796 · VoxEU Column

Safe-Asset Migration
Abstract · SSRN


published work

Investor Information and Bank Instability During the Euro Crisis
with Silvia Iorgova
Journal of Financial Stability (2023)
Abstract · Published Version

Who Ran on Repo?
with Gary B. Gorton and Andrew Metrick
AEA Papers and Proceedings (2020)
Abstract · Published Version


works in progress

Risk and Segmentation in Covered-Interest Parity Arbitrage
with Tobias J. Moskowitz, Sharon Y. Ross, and Kaushik Vasudevan
Abstract

Convenience Stores
with Gary B. Gorton and Sharon Y. Ross

Pricing With Almost-Arbitrages
with Sharon Y. Ross

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


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