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Krista Schwarz
Assistant Professor of Finance


Education

PhD, Columbia University, 2010; MA, Johns Hopkins University, 1999; BA, Trinity College, 1994

Academic Positions Held

Wharton: 2009-present.

Other Positions

Open Market Desk, Federal Reserve Bank of New York, 1999-2005; International Finance Division, Federal Reserve Board, fall 2003; Consultant, The World Bank, summer 1999

For more information, go to My Personal Page

Publications
Krista Schwarz, Are Speculators Informed?, Journal of Futures Markets, forthcoming

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Current Research
Krista Schwarz 2010, Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
Andrew Ang, Jun Liu, Krista Schwarz 2010, Using Stocks or Portfolios in Tests of Factor Models

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Work In Progress
David Musto, Gregory Nini, Krista Schwarz, Notes on Bonds: Liquidity at all Costs in the Great Recession

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Schwarz Krista
Krista Schwarz
,  
Phone: (215) 898-6087
kschwarz@wharton.upenn.edu

Research Interests:
Empirical asset pricing; funding markets; money and banking; market microstructure