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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. Gary B. Gorton & Chase P. Ross & Sharon Y. Ross, 2025. "Where Collateral Sleeps," NBER Working Papers 34266, National Bureau of Economic Research, Inc.
  2. Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Risk, Specialization, and Covered-Interest Parity," NBER Working Papers 32707, National Bureau of Economic Research, Inc.
  3. 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.).
  4. Gary B. Gorton & Chase P. Ross & Sharon Y. Ross, 2022. "Making Money," NBER Working Papers 29710, National Bureau of Economic Research, Inc.
  5. 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.
  6. 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.).
  7. 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

  1. Gary B. Gorton & Chase P. Ross & Sharon Y. Ross, 2025. "Where Collateral Sleeps," NBER Working Papers 34266, National Bureau of Economic Research, Inc.

    Cited by:

    1. Sebastian Doerr & Mathias Drehmann, 2026. "The liquidity coverage ratio a decade on: a stocktake of the literature," BIS Papers, Bank for International Settlements, number 164, February.

  2. Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Risk, Specialization, and Covered-Interest Parity," NBER Working Papers 32707, National Bureau of Economic Research, Inc.

    Cited by:

    1. Kubitza, Christian & Sigaux, Jean-David & Vandeweyer, Quentin, 2025. "The implications of CIP deviations for international capital flows," Working Paper Series 3017, European Central Bank.

  3. Gary B. Gorton & Chase P. Ross & Sharon Y. Ross, 2022. "Making Money," NBER Working Papers 29710, National Bureau of Economic Research, Inc.

    Cited by:

    1. Manahov, Viktor & Li, Mingnan, 2024. "Stablecoins: New perspectives for travel and tourism," Annals of Tourism Research, Elsevier, vol. 107(C).
    2. Saengchote, Kanis & Samphantharak, Krislert, 2024. "Digital money creation and algorithmic stablecoin run," Finance Research Letters, Elsevier, vol. 64(C).

  4. 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.

    Cited by:

    1. Hafner, C. & Harvey, A. C. & Wang, L., 2025. "Modeling Prices from Speculative Markets: Bursting Bubbles or Deflating Balloons?," Cambridge Working Papers in Economics 2523, Faculty of Economics, University of Cambridge.
    2. Ferrari Minesso, Massimo & Siena, Daniele, 2026. "Private money and public debt. U.S. Stablecoins and the global safe asset channel," Working Paper Series 3174, European Central Bank.
    3. Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant & Julien Guilbert, 2024. "Automated Market Making: the case of Pegged Assets," Papers 2411.08145, arXiv.org.
    4. Brian Zhu, 2024. "Information Structures in Stablecoin Markets," Papers 2408.07227, arXiv.org, revised Feb 2026.
    5. Cornelli, Giulio & Gambacorta, Leonardo & Garratt, Rodney & Reghezza, Alessio, 2025. "Why DeFi lending? Evidence from Aave V2," Journal of Financial Intermediation, Elsevier, vol. 63(C).
    6. Oefele, Nico & Baur, Dirk G. & Smales, Lee A., 2024. "Are stablecoins the money market mutual funds of the future?," Journal of Empirical Finance, Elsevier, vol. 79(C).
    7. Rashad Ahmed & Iñaki Aldasoro, 2025. "Stablecoins and safe asset prices," BIS Working Papers 1270, Bank for International Settlements.
    8. Dionysopoulos, Lambis & Urquhart, Andrew, 2024. "10 years of stablecoins: Their impact, what we know, and future research directions," Economics Letters, Elsevier, vol. 244(C).

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. Gary Gorton & Guillermo Ordo?ez, 2014. "Collateral Crises," American Economic Review, American Economic Association, vol. 104(2), pages 343-378, February.
    3. 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.
    4. Amini, Hamed & Minca, Andreea & Sulem, Agnès, 2017. "Optimal equity infusions in interbank networks," Journal of Financial Stability, Elsevier, vol. 31(C), pages 1-17.
    5. Adam Copeland & Antoine Martin, 2021. "Repo over the Financial Crisis," Staff Reports 996, Federal Reserve Bank of New York.
    6. 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.
    7. Bassi, Claudio & Grill, Michael & Mirza, Harun & O’Donnell, Charles & Wedow, Michael & Hermes, Felix, 2024. "Enhancing repo market transparency: the EU Securities Financing Transactions Regulation," Occasional Paper Series 342, European Central Bank.
    8. Patty Duijm & Peter Wierts, 2016. "The Effects of Liquidity Regulation on Bank Assets and Liabilities," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 385-411, June.
    9. Fukai, Hiroki, 2021. "Optimal interventions on strategic fails in repo markets," MPRA Paper 106090, University Library of Munich, Germany.
    10. 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.
    11. Jean Barthélemy & Vincent Bignon & Benoit Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," Working papers 631, Banque de France.
    12. Kato, Ryo & Tsuruga, Takayuki, 2016. "The safer, the riskier: A model of financial instability and bank leverage," Economic Modelling, Elsevier, vol. 52(PA), pages 71-77.
    13. 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.
    14. 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.).
    15. 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.
    16. Narayan Bulusu & Sermin Gungor, 2018. "Government of Canada Securities in the Cash, Repo and Securities Lending Markets," Discussion Papers 18-4, Bank of Canada.
    17. 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.).
    18. Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017. "Monetary policy, illiquid collateral and bank lending during the European sovereign debt crisis," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 111-130.
    19. Gorton, Gary & Laarits, Toomas & Metrick, Andrew, 2020. "The run on repo and the Fed’s response," Journal of Financial Stability, Elsevier, vol. 48(C).
    20. Arvind Krishnamurthy & Stefan Nagel, 2013. "Interpreting Repo Statistics in the Flow of Funds Accounts," NBER Working Papers 19389, National Bureau of Economic Research, Inc.
    21. Benjamin Munyan, 2015. "Regulatory Arbitrage in Repo Markets," 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 7 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 (3) 2022-02-28 2023-01-23 2025-09-29. Author is listed
  3. NEP-IFN: International Finance (2) 2024-08-26 2025-09-29. Author is listed
  4. NEP-PAY: Payment Systems and Financial Technology (2) 2022-02-28 2023-01-23. Author is listed
  5. NEP-CBA: Central Banking (1) 2021-02-15
  6. NEP-CWA: Central and Western Asia (1) 2022-02-28
  7. NEP-EEC: European Economics (1) 2021-02-15
  8. NEP-FMK: Financial Markets (1) 2023-01-23
  9. NEP-HIS: Business, Economic and Financial History (1) 2022-02-28
  10. NEP-MAC: Macroeconomics (1) 2022-02-28
  11. NEP-RMG: Risk Management (1) 2023-06-19

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