Chase Ross Headshot

Chase P. Ross

Economist
Federal Reserve Board

[email protected]
[email protected]

CV · SSRN · Google Scholar · 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. 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

Quantities and Covered-Interest Parity
with Tobias J. Moskowitz, Sharon Y. Ross, and Kaushik Vasudevan
Abstract

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

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


© Chase P. Ross 2024 ⁂ All Rights Reserved