Economist
Federal Reserve Board
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.
apr. 2023 | I joined the Federal Reserve Board of Governors as an economist in the International Finance division, Global Capital Markets section |
feb. 2023 | Cash-Hedged Stock Returns won the best paper award in the investments category at the 2023 SWFA |
dec. 2022 | New paper posted: Leverage and Stablecoin Pegs |
sep. 2022 | Cash-Hedged Stock Returns is a semifinalist for the 2022 FMA best paper in the investments category |
jun. 2022 | New paper posted: Cash-Hedged Stock Returns |
jan. 2022 | New paper posted: Making Money |
Making Money
with Gary B. Gorton and Chase P. Ross
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 Exposure: Zombies, Bailouts, and Government Suppliers
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
Decomposing Deviations from 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
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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