| Using stocks or portfolios in tests of factor models A Ang, J Liu, K Schwarz Journal of Financial and Quantitative Analysis, forthcoming, 2020 | 421* | 2020 |
| Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads K Schwarz Review of Finance 23 (3), 557-597, 2019 | 387 | 2019 |
| The information content of forward and futures prices: Market expectations and the price of risk S Chernenko, K Schwarz, JH Wright International Finance Discussion Papers, 1-23, 2004 | 122 | 2004 |
| Notes on Bonds: Illiquidity Feedback During the Financial Crisis D Musto, G Nini, K Schwarz Review of Financial Studies 31 (8), 2983-3018, 2018 | 96* | 2018 |
| Are speculators informed? K Schwarz Journal of Futures Markets 32 (1), 1-23, 2012 | 62 | 2012 |
| Intraday trading in the overnight federal funds market L Bartolini, S Gudell, S Hilton, K Schwarz Current Issues in Economics and Finance 11 (11), 1-7, 2005 | 46* | 2005 |
| Treasury and Federal Reserve Foreign Exchange Operations K Schwarz Federal Reserve Bulletin, 576-581, 2001 | 34* | 2001 |
| All-to-All Trading in the U.S. Treasury Market E Chaboud, Alainl Correia, C Cox, M Fleming, Y Huh, F Keane, K Lee, ... Federal Reserve Bank of New York Staff Reports, 1-34, 2022 | 5* | 2022 |
| Predictable end-of-month Treasury returns J Hartley, K Schwarz Available at SSRN 3440417, 2019 | 2 | 2019 |
| Essays in empirical asset pricing K Schwarz Columbia University, 2010 | | 2010 |
| Intraday Trading in the Overnight Federal Funds Market, Volume 11, Issue 11 L Bartolini, S Gudell, RS Hilton, KB Schwarz | | 2005 |
Andrew AngBlackRockEmail verificata su blackrock.com
