Carlo Rosa
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Affiliations
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Federal Reserve Bank of New York
Research profile
author of:
- Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words
Economic Notes, Banca Monte dei Paschi di Siena SpA (2009)
by Carlo Rosa
(ReDIF-article, bla:ecnote:v:38:y:2009:i:1-2:p:39-66) - The Validity of the Event‐study Approach: Evidence from the Impact of the Fed's Monetary Policy on US and Foreign Asset Prices
Economica, London School of Economics and Political Science (2011)
by Carlo Rosa
(ReDIF-article, bla:econom:v:78:y:2011:i:311:p:429-439) - Talking Less And Moving The Market More: Evidence From The Ecb And The Fed
Scottish Journal of Political Economy, Scottish Economic Society (2011)
by Carlo Rosa
(ReDIF-article, bla:scotjp:v:58:y:2011:i:1:p:51-81) - Words that work: comparing the effectiveness of central bank communications
CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE (2008)
by Carlo Rosa
(ReDIF-paper, cep:cepcnp:267) - Is ECB Communication Effective?
CEP Discussion Papers, Centre for Economic Performance, LSE (2005)
by Carlo Rosa & Giovanni Verga
(ReDIF-paper, cep:cepdps:dp0682) - The Importance of the Wording of the ECB
CEP Discussion Papers, Centre for Economic Performance, LSE (2005)
by Carlo Rosa & Giovanni Verga
(ReDIF-paper, cep:cepdps:dp0694) - The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market
CEP Discussion Papers, Centre for Economic Performance, LSE (2006)
by Carlo Rosa & Giovanni Verga
(ReDIF-paper, cep:cepdps:dp0764) - Talking Less and Moving the Market More: Is this the Recipe for Monetary Policy Effectiveness? Evidence from the ECB and the Fed
CEP Discussion Papers, Centre for Economic Performance, LSE (2008)
by Carlo Rosa
(ReDIF-paper, cep:cepdps:dp0855) - Forecasting the direction of policy rate changes : the importance of ECB words
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2009)
by ROSA, Carlo
(ReDIF-paper, cor:louvco:2009001) - A simple model of dynamic incentives and occupational choice with motivated agents
Econometric Society 2004 Latin American Meetings, Econometric Society (2004)
by Carlo Rosa
(ReDIF-paper, ecm:latm04:169) - Walking on thin ice: Market quality around FOMC announcements
Economics Letters, Elsevier (2016)
by Rosa, Carlo
(ReDIF-article, eee:ecolet:v:138:y:2016:i:c:p:5-8) - Words that shake traders
Journal of Empirical Finance, Elsevier (2011)
by Rosa, Carlo
(ReDIF-article, eee:empfin:v:18:y:2011:i:5:p:915-934) - The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence
Energy Economics, Elsevier (2014)
by Rosa, Carlo
(ReDIF-article, eee:eneeco:v:45:y:2014:i:c:p:295-303) - Human capital and international portfolio diversification: A reappraisal
Journal of International Economics, Elsevier (2016)
by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo
(ReDIF-article, eee:inecon:v:99:y:2016:i:s1:p:s78-s96) - The high-frequency response of exchange rates to monetary policy actions and statements
Journal of Banking & Finance, Elsevier (2011)
by Rosa, Carlo
(ReDIF-article, eee:jbfina:v:35:y:2011:i:2:p:478-489) - Market efficiency broadcasted live: ECB code words and euro exchange rates
Journal of Macroeconomics, Elsevier (2013)
by Rosa, Carlo
(ReDIF-article, eee:jmacro:v:38:y:2013:i:pb:p:167-178) - On the consistency and effectiveness of central bank communication: Evidence from the ECB
European Journal of Political Economy, Elsevier (2007)
by Rosa, Carlo & Verga, Giovanni
(ReDIF-article, eee:poleco:v:23:y:2007:i:1:p:146-175) - Talking less and moving the market more: is this the recipe for monetary policy effectiveness?: evidence from the ECB and the Fed
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008)
by Rosa, Carlo
(ReDIF-paper, ehl:lserod:19629) - The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006)
by Rosa, Carlo & Verga, Giovanni
(ReDIF-paper, ehl:lserod:19777) - The importance of the wording of the ECB
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005)
by Rosa, Carlo & Verga, Giovanni
(ReDIF-paper, ehl:lserod:19888) - Is ECB communication effective?
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005)
by Rosa, Carlo & Verga, Giovanni
(ReDIF-paper, ehl:lserod:19899) - Human capital and international portfolio diversification: a reappraisal
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo
(ReDIF-paper, ehl:lserod:64835) - Human capital and international portfolio diversification: a reappraisal
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015)
by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo
(ReDIF-paper, ehl:lserod:65091) - Macroeconomic Effects of Central Bank Communication: Evidence from the Fed
STUDI ECONOMICI, FrancoAngeli Editore (2009)
by Carlo Rosa & Tim Breitenstein
(ReDIF-article, fan:steste:v:html10.3280/ste2009-098001) - Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2018)
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa
(ReDIF-paper, fip:fedawp:2018-07) - Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2018)
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa
(ReDIF-paper, fip:fedgfe:2018-02) - Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa
(ReDIF-paper, fip:fedgfn:2017-01-09-2) - Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa
(ReDIF-paper, fip:fedgfn:2018-01-09-2) - Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
Working Papers, Federal Reserve Bank of Minneapolis (2018)
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa
(ReDIF-paper, fip:fedmwp:747) - The financial market effect of FOMC minutes
Economic Policy Review, Federal Reserve Bank of New York (2013)
by Carlo Rosa
(ReDIF-article, fip:fednep:00004) - The equity risk premium: a review of models
Economic Policy Review, Federal Reserve Bank of New York (2015)
by Fernando M. Duarte & Carlo Rosa
(ReDIF-article, fip:fednep:00027) - Are Stocks Cheap? A Review of the Evidence
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Fernando M. Duarte & Carlo Rosa
(ReDIF-paper, fip:fednls:86869) - A Way With Words: The Economics of the Fed’s Press Conference
Liberty Street Economics, Federal Reserve Bank of New York (2013)
by Fernando M. Duarte & Carlo Rosa
(ReDIF-paper, fip:fednls:86907) - How Unconventional Are Large-Scale Asset Purchases?
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Carlo Rosa & Andrea Tambalotti
(ReDIF-paper, fip:fednls:86929) - What Can We Learn from Prior Periods of Low Volatility?
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Fernando M. Duarte & Juan Navarro-Staicos & Carlo Rosa
(ReDIF-paper, fip:fednls:86985) - Survey Measures of Expectations for the Policy Rate
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe
(ReDIF-paper, fip:fednls:86999) - Interest Rate Derivatives and Monetary Policy Expectations
Liberty Street Economics, Federal Reserve Bank of New York (2014)
by Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe
(ReDIF-paper, fip:fednls:87000) - Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization
Liberty Street Economics, Federal Reserve Bank of New York (2018)
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa
(ReDIF-paper, fip:fednls:87232) - How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices
Staff Reports, Federal Reserve Bank of New York (2012)
by Carlo Rosa
(ReDIF-paper, fip:fednsr:560) - The high-frequency response of energy prices to monetary policy: understanding the empirical evidence
Staff Reports, Federal Reserve Bank of New York (2013)
by Carlo Rosa
(ReDIF-paper, fip:fednsr:598) - The equity risk premium: a review of models
Staff Reports, Federal Reserve Bank of New York (2015)
by Fernando M. Duarte & Carlo Rosa
(ReDIF-paper, fip:fednsr:714) - Fiscal implications of the Federal Reserve's balance sheet normalization
Staff Reports, Federal Reserve Bank of New York (2018)
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa
(ReDIF-paper, fip:fednsr:833) - The Bitcoin–Macro Disconnect
Staff Reports, Federal Reserve Bank of New York (2023)
by Gianluca Benigno & Carlo Rosa
(ReDIF-paper, fip:fednsr:95715) - The Impact of Central Bank Announcements on Asset Prices in Real Time
International Journal of Central Banking, International Journal of Central Banking (2008)
by Carlo Rosa & Giovanni Verga
(ReDIF-article, ijc:ijcjou:y:2008:q:2:a:5) - Fedspeak: Who Moves U.S. Asset Prices?
International Journal of Central Banking, International Journal of Central Banking (2016)
by Carlo Rosa
(ReDIF-article, ijc:ijcjou:y:2016:q:4:a:6) - Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
International Journal of Central Banking, International Journal of Central Banking (2019)
by Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa
(ReDIF-article, ijc:ijcjou:y:2019:q:5:a:7) - Human Capital and International Portfolio Diversification: A Reappraisal
NBER Chapters, National Bureau of Economic Research, Inc (2016)
by Lorenzo Bretscher & Christian Julliard & Carlo Rosa
(ReDIF-chapter, nbr:nberch:13656) - Point-System Driving Licence: Was it Really Necessary?
Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore (2005)
by Carlo Rosa
(ReDIF-article, vep:journl:y:2005:v:113:i:3:p:477-485) - Providing Content for ECB Announcements
Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore (2007)
by Carlo ROSA
(ReDIF-article, vep:journl:y:2007:v:115:i:4:p:525-546) - Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market
Journal of Futures Markets, John Wiley & Sons, Ltd. (2014)
by Carlo Rosa
(ReDIF-article, wly:jfutmk:v:34:y:2014:i:5:p:434-450)