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  2. Schwarz, Krista [Author]

    Mind the Gap : Disentangling Credit and Liquidity in Risk Spreads

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    [S.l.]: SSRN, [2020]

    Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

  4. Musto, David K. [Author] ; Nini, Greg [Other]; Schwarz, Krista [Other]

    Notes on Bonds : Liquidity at all Costs in the Great Recession

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    [S.l.]: SSRN, [2020]

    Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

  5. Ang, Andrew [Author] ; Liu, Jun [Other]; Schwarz, Krista [Other]

    Using Stocks or Portfolios in Tests of Factor Models

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    [S.l.]: SSRN, [2020]

    Published in: AFA 2009 San Francisco Meetings Paper

  8. Chernenko, Sergey [Author] ; Schwarz, Krista [Other]; Wright, Jonathan H. [Other]

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

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    [S.l.]: SSRN, [2011]

  10. Ang, Andrew [Author]; Liu, Jun [Author]; Schwarz, Krista [Author]

    Using stocks or portfolios in tests of factor models - [This version: October 20, 2016]

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    [Philadelphia, PA: Rodney L. White Center for Financial Research], 2016

    Published in: Rodney L. White Center for Financial Research: Working papers ; 201608

  11. Musto, David K. [Author]; Nini, Gregory P. [Author]; Schwarz, Krista [Author]

    Notes on bonds : illiquidity feedback during the financial crisis

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    [Philadelphia, PA: Rodney L. White Center for Financial Research], September 28, 2016

    Published in: Rodney L. White Center for Financial Research: Working papers ; 201607

  12. Chaboud, Alain [Author]; Correia Golay, Ellen [Author]; Cox, Caren [Author]; Fleming, Michael J. [Author]; Huh, Yesol [Author]; Keane, Frank [Author]; Lee, Kyle [Author]; Schwarz, Krista [Author]; Vega, Clara [Author]; Windover, Carolyn [Author]

    All-to-all trading in the U.S. treasury market

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    New York, NY: Federal Reserve Bank of New York, [2022]

    Published in: Federal Reserve Bank of New York: Staff reports ; 1036

  13. Chaboud, Alain [Author]; Correia-Golay, Ellen [Author]; Cox, Caren [Author]; Fleming, Michael J. [Author]; Huh, Yesol [Author]; Keane, Frank M. [Author]; Lee, Kyle [Author]; Schwarz, Krista [Author]; Vega, Clara [Author]; Windover, Carolyn [Author]

    All-to-All Trading in the U.S. Treasury Market

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    [S.l.]: SSRN, 2022

    Published in: FRB of New York Staff Report ; No. 1036

  14. Chaboud, Alain [Author]; Correia Golay, Ellen [Author]; Cox, Caren [Author]; Fleming, Michael J. [Author]; Huh, Yesol [Author]; Keane, Frank [Author]; Lee, Kyle [Author]; Schwarz, Krista [Author]; Vega, Clara [Author]; Windover, Carolyn [Author]

    All-to-all trading in the U.S. treasury market

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    New York, NY: Federal Reserve Bank of New York, 2022