Sharon Ross Headshot

Sharon Y. Ross

Economist
Federal Reserve Board

[email protected]
[email protected]

CV · LinkedIn 

About

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 qU.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

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

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

Cash-Hedged Stock Returns
with Landon J. Ross and Chase P. Ross
Revise & Resubmit, Review of Asset Pricing Studies
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

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

Government Risk Distortions
Abstract · PDF

Zombie Asset Pricing
Abstract · PDF


Works in Progress

Convenience Stores
with Gary B. Gorton and 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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