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Chase P. Ross

Personal Details

First Name:Chase
Middle Name:P.
Last Name:Ross
Suffix:
RePEc Short-ID:pro841
[This author has chosen not to make the email address public]
http://chaseross.com
Terminal Degree:2021 School of Management; Yale University (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chase P. Ross, 2022. "The Collateral Premium and Levered Safe-Asset Production," Finance and Economics Discussion Series 2022-046, Board of Governors of the Federal Reserve System (U.S.).
  2. Gary B. Gorton & Chase P. Ross & Sharon Y. Ross, 2022. "Making Money," NBER Working Papers 29710, National Bureau of Economic Research, Inc.
  3. Gary B. Gorton & Elizabeth C. Klee & Chase P. Ross & Sharon Y. Ross & Alexandros P. Vardoulakis, 2022. "Leverage and Stablecoin Pegs," NBER Working Papers 30796, National Bureau of Economic Research, Inc.
  4. Chase P. Ross & Landon J. Ross, 2022. "Cash-Hedged Stock Returns," Finance and Economics Discussion Series 2022-055, Board of Governors of the Federal Reserve System (U.S.).
  5. Silvia Iorgova, 2021. "Investor Information and Bank Instability During the Euro Crisis," IMF Working Papers 2021/005, International Monetary Fund.

Articles

  1. Gary B. Gorton & Andrew Metrick & Chase P. Ross, 2020. "Who Ran on Repo?," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 487-492, May.
  2. Metrick, Andrew, 2019. "European Central Bank Tools and Policy Actions B: Asset Purchase Programs," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 1(3), pages 82-112, March.
  3. Metrick, Andrew, 2019. "European Central Bank Tools and Policy Actions A: Open Market Operations, Collateral Expansion and Standing Facilities," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 1(3), pages 57-81, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Gary B. Gorton & Andrew Metrick & Chase P. Ross, 2020. "Who Ran on Repo?," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 487-492, May.

    Cited by:

    1. Leonard I. Nakamura, 2012. "Durable financial regulation: monitoring financial instruments as a counterpart to regulating financial institutions," Working Papers 13-02, Federal Reserve Bank of Philadelphia.
    2. Kurmaş AKDOĞAN & Burcu Deniz YILDIRIM, 2014. "Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 29(338), pages 39-66.
    3. Adam Copeland & Antoine Martin, 2021. "Repo over the Financial Crisis," Staff Reports 996, Federal Reserve Bank of New York.
    4. Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf, 2017. "M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements," Discussion Papers 15/2017, Deutsche Bundesbank.
    5. Gary Gorton & Toomas Laarits & Andrew Metrick, 2018. "The Run on Repo and the Fed's Response," NBER Working Papers 24866, National Bureau of Economic Research, Inc.
    6. Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Monetary Policy, Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," SciencePo Working papers Main hal-03945930, HAL.
    7. Ryo Kato & Takayuki Tsuruga, 2014. "The Safer, the Riskier: A Model of Financial Instability and Bank Leverage," CAMA Working Papers 2014-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    8. Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B., 2013. "Federal Reserve financial crisis lending programs and bank stock returns," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3819-3829.
    9. Chase P. Ross, 2022. "The Collateral Premium and Levered Safe-Asset Production," Finance and Economics Discussion Series 2022-046, Board of Governors of the Federal Reserve System (U.S.).
    10. Toshiaki Ogawa, 2020. "Liquidity Management of Heterogeneous Banks during the Great Recession," IMES Discussion Paper Series 20-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
    11. Narayan Bulusu & Sermin Gungor, 2018. "Government of Canada Securities in the Cash, Repo and Securities Lending Markets," Discussion Papers 18-4, Bank of Canada.
    12. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," International Finance Discussion Papers 1156, Board of Governors of the Federal Reserve System (U.S.).
    13. Gary Gorton & Guillermo Ordonez, 2011. "Collateral Crises," IMES Discussion Paper Series 11-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
    14. Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," EconomiX Working Papers 2017-21, University of Paris Nanterre, EconomiX.
    15. Amini, Hamed & Minca, Andreea & Sulem, Agnès, 2017. "Optimal equity infusions in interbank networks," Journal of Financial Stability, Elsevier, vol. 31(C), pages 1-17.
    16. Patty Duijm & Peter Wierts, 2014. "The Effects of Liquidity Regulation on Bank Assets and Liabilities," Tinbergen Institute Discussion Papers 14-018/IV/DSF72, Tinbergen Institute.
    17. Fukai, Hiroki, 2021. "Optimal interventions on strategic fails in repo markets," MPRA Paper 106090, University Library of Munich, Germany.
    18. Natalia Tente & Natalja Von Westernhagen & Ulf Slopek, 2019. "M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1923-1961, October.
    19. Arvind Krishnamurthy & Stefan Nagel, 2013. "Interpreting Repo Statistics in the Flow of Funds Accounts," NBER Working Papers 19389, National Bureau of Economic Research, Inc.
    20. Benjamin Munyan, 2015. "Regulatory Arbitrage in the Repo Market," Working Papers 15-22, Office of Financial Research, US Department of the Treasury.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2021-02-15 2022-02-28 2022-08-15. Author is listed
  2. NEP-MON: Monetary Economics (2) 2022-02-28 2023-01-23. Author is listed
  3. NEP-PAY: Payment Systems and Financial Technology (2) 2022-02-28 2023-01-23. Author is listed
  4. NEP-CBA: Central Banking (1) 2021-02-15
  5. NEP-CWA: Central and Western Asia (1) 2022-02-28
  6. NEP-EEC: European Economics (1) 2021-02-15
  7. NEP-FMK: Financial Markets (1) 2023-01-23
  8. NEP-HIS: Business, Economic and Financial History (1) 2022-02-28
  9. NEP-MAC: Macroeconomics (1) 2022-02-28
  10. NEP-RMG: Risk Management (1) 2023-06-19

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