Concepedia

Krista Schwarz

KS

10

Publications

829

Citations

10

H-Index

2004

Active since

Affiliations

Federal Reserve(Current)

Federal Reserve Board of Governors

University of Pennsylvania

Johns Hopkins University

Drexel University

Krista Schwarz is an author at Federal Reserve specializing in finance, business, and financial economics.

ORCID

Top concepts

Publications per year

2004–2019

10

Publications

10

Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads

Krista Schwarz · SSRN Electronic Journal · 2010 · 191 citations · Full text

Using Stocks or Portfolios in Tests of Factor Models

Andrew Ang, Jun Liu, Krista Schwarz · Journal of Financial and Quantitative Analysis · 2019 · 162 citations

, , +14

Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads

Krista Schwarz · European Finance Review · 2018 · 113 citations · Full text

Using Individual Stocks or Portfolios in Tests of Factor Models

Andrew Ang, Jun Liu, Krista Schwarz · SSRN Electronic Journal · 2008 · 95 citations · Full text

The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk

Sergey Chernenko, Krista Schwarz, Jonathan H. Wright · International Finance Discussion Paper · 2004 · 78 citations · Full text

, , +16

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