Chase P. Ross

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 31,545

in Total Papers Downloads

2,918

SSRN CITATIONS
Rank 44,128

SSRN RANKINGS

Top 44,128

in Total Papers Citations

13

CROSSREF CITATIONS

6

Scholarly Papers (13)

1.
Downloads 553 (71,059)
Citation 4

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 553 (89,408)
Citation 1

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Financial Crisis, Sale and Repurchase Agreements

2.
Downloads 540 (93,168)
Citation 3

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 517 (97,244)

Abstract:

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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 23 (920,702)
Citation 3

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3.
Downloads 450 (116,198)
Citation 3

Leverage and Stablecoin Pegs

Number of pages: 74 Posted: 28 Dec 2022 Last Revised: 01 Nov 2023
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 445 (116,485)
Citation 1

Abstract:

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Stablecoins, Crypto, Leverage, Money, 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
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 5 (1,103,124)
Citation 1
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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 262 (209,287)
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 231 (236,781)
Citation 1

Abstract:

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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, U.S. Securities and Exchange Commission and Board of Governors of the Federal Reserve System
Downloads 208 (261,213)

Abstract:

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

7.

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 165 (321,020)

Abstract:

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safe asset, convenience yield, Federal Home Loan Banks

8.

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 133 (384,538)

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

9.

Cash-Hedged Stock Returns

FEDS Working Paper No. 2022-55
Number of pages: 54 Posted: 05 May 2023
Chase P. Ross, Landon Ross and Sharon Ross
Board of Governors of the Federal Reserve System, U.S. Securities and Exchange Commission and Office of Financial Research, US Department of the Treasury
Downloads 107 (449,873)

Abstract:

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

10.

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 98 (478,523)
Citation 1

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

11.

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 88 (512,756)

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

12.

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 42 (740,856)

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

13.

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 41 (747,773)

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