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Carlo Rosa

Personal Details

First Name:Carlo
Middle Name:
Last Name:Rosa
Suffix:
RePEc Short-ID:pro160
[This author has chosen not to make the email address public]
http://nyfedeconomists.org/rosa

Affiliation

Federal Reserve Bank of New York

New York City, New York (United States)
http://www.newyorkfed.org/

:

33 Liberty Street, New York, NY 10045-0001
RePEc:edi:frbnyus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cavallo, Michele & Del Negro, Marco & Frame, W. Scott & Grasing, Jamie & Malin, Benjamin A. & Rosa, Carlo, 2018. "Fiscal implications of the Federal Reserve's balance sheet normalization," Staff Reports 833, Federal Reserve Bank of New York.
  2. Duarte, Fernando M. & Rosa, Carlo, 2015. "The equity risk premium: a review of models," Staff Reports 714, Federal Reserve Bank of New York.
  3. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
  4. ROSA, Carlo, 2009. "Forecasting the direction of policy rate changes : the importance of ECB words," CORE Discussion Papers 2009001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Carlo Rosa, 2008. "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 dp0855, Centre for Economic Performance, LSE.
  6. Carlo Rosa & Giovanni Verga, 2006. "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers dp0764, Centre for Economic Performance, LSE.
  7. Carlo Rosa & Giovanni Verga, 2005. "The Importance of the Wording of the ECB," CEP Discussion Papers dp0694, Centre for Economic Performance, LSE.
  8. Carlo Rosa & Giovanni Verga, 2005. "Is ECB Communication Effective?," CEP Discussion Papers dp0682, Centre for Economic Performance, LSE.
  9. Carlo Rosa, 2004. "A simple model of dynamic incentives and occupational choice with motivated agents," Econometric Society 2004 Latin American Meetings 169, Econometric Society.

Articles

  1. Duarte, Fernando M. & Rosa, Carlo, 2015. "The equity risk premium: a review of models," Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 39-57.
  2. Rosa, Carlo, 2013. "The financial market effect of FOMC minutes," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 67-81.
  3. Carlo Rosa, 2011. "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, vol. 78(311), pages 429-439, July.
  4. Rosa, Carlo, 2011. "The high-frequency response of exchange rates to monetary policy actions and statements," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 478-489, February.
  5. Carlo Rosa, 2011. "Talking Less And Moving The Market More: Evidence From The Ecb And The Fed," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 51-81, February.
  6. Carlo Rosa & Tim Breitenstein, 2009. "Macroeconomic Effects of Central Bank Communication: Evidence from the Fed," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(98), pages 5-22.
  7. Carlo Rosa, 2009. "Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 38(1-2), pages 39-66, February.
  8. Carlo Rosa & Giovanni Verga, 2008. "The Impact of Central Bank Announcements on Asset Prices in Real Time," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 175-217, June.
  9. Rosa, Carlo & Verga, Giovanni, 2007. "On the consistency and effectiveness of central bank communication: Evidence from the ECB," European Journal of Political Economy, Elsevier, vol. 23(1), pages 146-175, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2005-12-01 2005-12-01 2007-03-31 2008-06-07 2012-05-29 2018-01-15. Author is listed
  2. NEP-EEC: European Economics (4) 2005-12-01 2005-12-01 2007-03-31 2008-06-07
  3. NEP-MON: Monetary Economics (4) 2005-12-01 2007-03-31 2008-06-07 2012-05-29
  4. NEP-CBA: Central Banking (3) 2005-12-01 2005-12-01 2008-06-07
  5. NEP-CFN: Corporate Finance (1) 2007-03-31
  6. NEP-FIN: Finance (1) 2005-12-01
  7. NEP-FMK: Financial Markets (1) 2015-03-05
  8. NEP-MFD: Microfinance (1) 2015-03-05
  9. NEP-MST: Market Microstructure (1) 2007-03-31
  10. NEP-RMG: Risk Management (1) 2007-03-31

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