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.


updates

Sep 2022 Cash-Hedged Stock Returns is a semifinalist for the 2022 FMA best paper in the “Investments” category
Jun 2022 New working paper: Cash-Hedged Stock Returns
Jan 2022 New working paper: Making Money

working papers

Making Money with Gary B. Gorton and Sharon Y. Ross
Abstract · PDF · SSRN · NBER WP #29710

The Collateral Premium and Levered Safe-Asset Production
2020 BlackRock Applied Research Award Finalist
Abstract · PDF · SSRN · FEDS #2022-046

Cash-Hedged Stock Returns
with Landon J. Ross and Sharon Y. Ross
Abstract · PDF · SSRN · FEDS WP #22–055 · OFR WP #22–03

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

Safe-Asset Migration
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

Good Collateral, Bad Money
with Gary B. Gorton, Elizabeth C. Klee, Sharon Y. Ross, and Alexandros Vardoulakis
Abstract

Capital in the Financial Crisis
with Timothy F. Geithner and Andrew Metrick
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 2022 ⁂ All Rights Reserved