Photo of Krista Schwarz

Krista Schwarz

Education

  • Ph.D., Finance & Economics, Columbia University
  • 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
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Last Update: December 1, 2023