Chase P. Ross

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

15

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3,727

TOTAL CITATIONS
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Top 38,498

in Total Papers Citations

16

Scholarly Papers (15)

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1.

Who Ran on Repo?

Downloads 575 (75,623)
Citation 1

Who Ran on Repo?

Number of pages: 19 Posted: 05 Oct 2012 Last Revised: 22 May 2020
Gary B. Gorton, Andrew Metrick and Chase P. Ross
Yale School of Management, Yale School of Management and Board of Governors of the Federal Reserve System
Downloads 575 (96,552)
Citation 1

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Financial Crisis, Sale and Repurchase Agreements

2.

Making Money

Downloads 604 (91,876)
Citation 4

Making Money

Number of pages: 75 Posted: 18 Mar 2022 Last Revised: 24 Feb 2023
Gary B. Gorton, Chase P. Ross and Sharon Y. Ross
Yale School of Management, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 572 (97,188)

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money, convenience yield, stablecoins, privately-produced banknotes, cryptocurrencies

Making Money

NBER Working Paper No. w29710
Number of pages: 66 Posted: 31 Jan 2022 Last Revised: 16 Apr 2023
Gary B. Gorton, Chase P. Ross and Sharon Y. Ross
Yale School of Management, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 32 (950,055)
Citation 4

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3.

Leverage and Stablecoin Pegs

Downloads 498 (116,727)
Citation 6

Leverage and Stablecoin Pegs

Number of pages: 77 Posted: 28 Dec 2022 Last Revised: 13 Jan 2025
Gary B. Gorton, Elizabeth C. Klee, Chase P. Ross, Sharon Y. Ross and Alexandros Vardoulakis
Yale School of Management, Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 485 (119,053)
Citation 4

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E40, E51, G12, N21 money, leverage, stablecoins, cryptocurrencies, global games, speculation

Leverage and Stablecoin Pegs

NBER Working Paper No. w30796
Number of pages: 50 Posted: 26 Dec 2022 Last Revised: 14 Apr 2023
Gary B. Gorton, Elizabeth Klee, Chase P. Ross, Sharon Ross and Alexandros Vardoulakis
Yale School of Management, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Office of Financial Research, US Department of the Treasury and Board of Governors of the Federal Reserve System
Downloads 13 (1,175,703)
Citation 2

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4.

European Central Bank Tools and Policy Actions A: Open Market Operations, Collateral Expansion and Standing Facilities

Yale Program on Financial Stability Case Study 2015-2A-V1
Number of pages: 21 Posted: 26 Jan 2016 Last Revised: 04 Mar 2016
Chase P. Ross, Rosalind Wiggins and Andrew Metrick
Board of Governors of the Federal Reserve System, Yale Program on Financial Stability and Yale School of Management
Downloads 284 (218,987)
Citation 3

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Systemic Risk, Financial Crises, Open Market Operations, Collateral, Standing Facilities

5.

European Central Bank Tools and Policy Actions B: Asset Purchase Programs

Yale Program on Financial Stability Case Study 2015-2B-V1
Number of pages: 27 Posted: 26 Jan 2016 Last Revised: 04 Mar 2016
Chase P. Ross, Rosalind Wiggins and Andrew Metrick
Board of Governors of the Federal Reserve System, Yale Program on Financial Stability and Yale School of Management
Downloads 260 (239,457)
Citation 1

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Financial Crises, Financial Regulation, Asset Purchase

6.

Cash-Hedged Stock Returns

Number of pages: 55 Posted: 07 Jul 2022 Last Revised: 30 Nov 2023
Chase P. Ross, Landon Ross and Sharon Y. Ross
Board of Governors of the Federal Reserve System, Tulane University and Board of Governors of the Federal Reserve System
Downloads 247 (252,250)

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cross-section of expected returns, cash, risk factor, size, value, momentum

7.

Where Collateral Sleeps

Number of pages: 78 Posted: 29 Aug 2024 Last Revised: 29 Oct 2024
Gary B. Gorton, Chase P. Ross and Sharon Y. Ross
Yale School of Management, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 223 (278,383)

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discount window, financial stability, collateral, safe assets, pre-positioning

8.

Safe Asset Migration

Number of pages: 72 Posted: 15 Apr 2020 Last Revised: 22 May 2020
Chase P. Ross
Board of Governors of the Federal Reserve System
Downloads 221 (280,811)

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safe asset, convenience yield, Federal Home Loan Banks

9.

Quantities and Covered-Interest Parity

Downloads 173 (351,553)

Quantities and Covered-Interest Parity

Number of pages: 92 Posted: 07 May 2024
Tobias J. Moskowitz, Tobias J. Moskowitz, Chase P. Ross, Sharon Y. Ross and Kaushik Vasudevan
Yale University, Yale SOMAQR Capital, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Mitchell E. Daniels, Jr School of Business, Purdue University
Downloads 88 (592,889)

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F3, F31, F65, G1, G13, G15, G2, G23 basis, covered-interest parity deviation, foreign exchange, safe assets

Quantities and Covered-Interest Parity

FEDS Working Paper No. 2024-61
Number of pages: 93 Posted: 09 Aug 2024
Tobias J. Moskowitz, Tobias J. Moskowitz, Chase P. Ross, Kaushik Vasudevan and Sharon Y. Ross
Yale University, Yale SOMAQR Capital, Board of Governors of the Federal Reserve System, Mitchell E. Daniels, Jr School of Business, Purdue University and Board of Governors of the Federal Reserve System
Downloads 77 (642,379)

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Basis, Covered-interest parity deviation, Foreign exchange, Safe assets

Quantities and Covered-Interest Parity

NBER Working Paper No. w32707
Number of pages: 93 Posted: 22 Jul 2024
Tobias J. Moskowitz, Tobias J. Moskowitz, Chase P. Ross, Sharon Y. Ross and Kaushik Vasudevan
Yale University, Yale SOMAQR Capital, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Mitchell E. Daniels, Jr School of Business, Purdue University
Downloads 8 (1,243,073)
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10.

Guarantees and Capital Infusions in Response to Financial Crises C: U.S. 2009 Stress Tests

Yale Program on Financial Stability Case Study 2015-3C-V1
Number of pages: 10 Posted: 26 Jan 2016
Chase P. Ross, June Rhee and Andrew Metrick
Board of Governors of the Federal Reserve System, Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 155 (386,190)

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Systemic Risk, Financial Crises, Financial Regulation, Stress Test, Crisis Intervention, Tier 1 Capital

11.

Cash-Hedged Stock Returns

FEDS Working Paper No. 2022-55, OFR 22-03
Number of pages: 54 Posted: 05 May 2023
Chase P. Ross, Landon Ross and Sharon Ross
Board of Governors of the Federal Reserve System, Tulane University and Office of Financial Research, US Department of the Treasury
Downloads 121 (469,921)

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value, cross-section of expected returns, cash, size, risk factor, momentum

12.

The Treasury Collateral Spread and Levered Safe-Asset Production

Downloads 110 (504,723)

The Treasury Collateral Spread and Levered Safe-Asset Production

Number of pages: 84 Posted: 15 May 2024 Last Revised: 06 Jan 2025
Chase P. Ross
Board of Governors of the Federal Reserve System
Downloads 46 (828,376)

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collateral, Treasuries, bank leverage constraints, repurchase agreement, safe asset

The Collateral Premium and Levered Safe-Asset Production

FEDS Working Paper No. 2022-46
Number of pages: 62 Posted: 21 Jul 2022
Chase P. Ross
Board of Governors of the Federal Reserve System
Downloads 64 (709,682)

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Collateral, Bank leverage constraints, Repurchase agreement, Safe asset, Money

13.

The Supervisory Capital Assessment Program

Yale Program on Financial Stability Intervention Case
Number of pages: 18 Posted: 29 Jan 2016
Chase P. Ross
Board of Governors of the Federal Reserve System
Downloads 108 (511,514)
Citation 1

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Stress Test, Public Capital Injection, Tier 1 Capital, Crisis Intervention, Bank Holding Company

14.

Supervisory Capital Assessment Program

Yale Program on Financial Stability Working Paper No. 16-1
Number of pages: 18 Posted: 29 Aug 2018
Chase P. Ross
Board of Governors of the Federal Reserve System
Downloads 97 (551,269)

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stress test, public capital injection, Tier 1 capital, crisis intervention, bank holding company

15.

Investor Information and Bank Instability During the Euro Crisis

IMF Working Paper No. 2021/005
Number of pages: 43 Posted: 09 Mar 2021
Silvia Iorgova and Chase P. Ross
International Monetary Fund (IMF) - International Capital Markets Department and Board of Governors of the Federal Reserve System
Downloads 51 (773,904)

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