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Sharon Y. Ross

Federal Reserve Board

[email protected]
[email protected]

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

I received my Ph.D. in financial economics at the Yale School of Management. Previously, I worked at the U.S. Treasury’s Office of Financial Research and the global economics research group at Goldman Sachs in New York.

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

Working Papers

Making Money
with Gary B. Gorton and Chase P. Ross, Revise & Resubmit, Journal of Finance
Abstract · PDF (latest) · SSRN · NBER WP #29710

Leverage and Stablecoin Pegs
with Gary B. Gorton, Elizabeth C. Klee, Chase P. Ross, and Alexandros Vardoulakis
Abstract · SSRN · NBER WP #30796

Government Risk Distortions
Abstract · PDF

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

Zombie Asset Pricing
Abstract · PDF

Works in Progress

Quantities and Covered-Interest Parity
with Tobias J. Moskowitz, Chase P. Ross, and Kaushik Vasudevan

Convenience Stores
with Gary B. Gorton and Chase P. Ross

Pricing With Almost-Arbitrages
with Chase P. Ross

Other Writing

Non-centrally Cleared Bilateral Repo Link
with Samuel J. Hempel, R. Jay Kahn, and Vy Nguyen
August 24, 2022, Office of Financial Research

Forecasting the Economy During COVID-19 Link · PDF
with Chase P. Ross
May 26, 2020, Yale Program on Financial Stability

Fed Actions Support Agency Mortgage REITs Link · PDF
with Chase P. Ross
April 22, 2020, Yale Program on Financial Stability

Flight from Maturity During the Coronavirus Crisis Link · PDF
with Chase P. Ross, Gary B. Gorton, and Andrew Metrick
March 26, 2020, Yale Program on Financial Stability

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