Krista Schwarz

Economist
Board of Governors of the Federal Reserve System
2020 - present

All-to-All Trading in the U.S. Treasury Market
Alain Chaboud, Ellen Correia Golay, Caren Cox, Michael J. Fleming, Yesol Huh, Frank M. Keane, Kyle Lee, Krista Schwarz, Clara Vega, and Carolyn Windover
Staff reports (Federal Reserve Bank of New York) (2022)
Using Stocks or Portfolios in Tests of Factor Models
Andrew Ang, Jun Liu, and Krista Schwarz
Journal of Financial and Quantitative Analysis (2020)
https://doi.org/10.1017/S0022109019000255
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
Krista Schwarz
Review of Finance (2019)
https://doi.org/10.1093/rof/rfy034
Notes on Bonds: Illiquidity Feedback During the Financial Crisis
David Musto, Greg Nini, and Krista Schwarz
Review of Financial Studies (2018)
https://doi.org/10.1093/rfs/hhy022
Are Speculators Informed?
Krista Schwarz
Journal of Futures Markets (2012)
https://doi.org/10.1002/fut.20509
Intraday Trading in the Overnight Federal Funds Market
Leonardo Bartolini, Svenja Gudell, Spence Hilton, and Krista Schwarz
Current Issues in Economics and Finance (Federal Reserve Bank of New York) (2005)
The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk
Sergey V. Chernenko, Krista B. Schwarz, and Jonathan H. Wright
International Finance Discussion Papers (2004)
https://doi.org/10.17016/IFDP.2004.808
Treasury and Federal Reserve Foreign Exchange Operations
Krista Schwarz
Federal Reserve Bulletin (2001)
https://doi.org/10.17016/bulletin.2001.87-9-2

Board of Governors of the Federal Reserve System

Meet the Researchers

Krista Schwarz

Education

Economist