Details about Carlo Rosa

Access statistics for papers by Carlo Rosa.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pro160

Working Papers

2023

1. Is There a Bitcoin–Macro Disconnect?
   Liberty Street Economics, Federal Reserve Bank of New York
2. The Bitcoin–Macro Disconnect
   Staff Reports, Federal Reserve Bank of New York

2018

3. Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
   Working Papers, Federal Reserve Bank of Minneapolis View citations (3)
   Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (10)
   Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (1)
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018) View citations (3)
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2018) View citations (2)
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018) View citations (5)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2018) View citations (3)
   See also Journal Article Fiscal Implications of the Federal Reserve's Balance Sheet Normalization, International Journal of Central Banking, International Journal of Central Banking (2019) View citations (7) (2019)

2016

4. Human capital and international portfolio diversification: a reappraisal
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015)
   See also Journal Article Human capital and international portfolio diversification: A reappraisal, Journal of International Economics, Elsevier (2016) View citations (3) (2016)
   Chapter Human Capital and International Portfolio Diversification: A Reappraisal, NBER Chapters, National Bureau of Economic Research, Inc (2016) View citations (4) (2016)

2015

5. The equity risk premium: a review of models
   Staff Reports, Federal Reserve Bank of New York View citations (75)
   See also Journal Article The equity risk premium: a review of models, Economic Policy Review, Federal Reserve Bank of New York (2015) View citations (46) (2015)

2014

6. How Unconventional Are Large-Scale Asset Purchases?
   Liberty Street Economics, Federal Reserve Bank of New York
7. Interest Rate Derivatives and Monetary Policy Expectations
   Liberty Street Economics, Federal Reserve Bank of New York
8. Survey Measures of Expectations for the Policy Rate
   Liberty Street Economics, Federal Reserve Bank of New York
9. What Can We Learn from Prior Periods of Low Volatility?
   Liberty Street Economics, Federal Reserve Bank of New York

2013

10. A Way With Words: The Economics of the Fed’s Press Conference
    Liberty Street Economics, Federal Reserve Bank of New York View citations (1)
11. Are Stocks Cheap? A Review of the Evidence
    Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
12. The high-frequency response of energy prices to monetary policy: understanding the empirical evidence
    Staff Reports, Federal Reserve Bank of New York View citations (5)
    See also Journal Article The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence, Energy Economics, Elsevier (2014) View citations (57) (2014)

2012

13. How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices
    Staff Reports, Federal Reserve Bank of New York View citations (39)

2009

14. 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) View citations (8)
    See also Journal Article Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words, Economic Notes, Banca Monte dei Paschi di Siena SpA (2009) View citations (8) (2009)

2008

15. 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 View citations (20)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008) View citations (9)
16. Words that work: comparing the effectiveness of central bank communications
    CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE

2006

17. 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 View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (5)

2005

18. Is ECB Communication Effective?
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (28)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (24)
19. The Importance of the Wording of the ECB
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (7)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (7)

2004

20. A simple model of dynamic incentives and occupational choice with motivated agents
    Econometric Society 2004 Latin American Meetings, Econometric Society

Journal Articles

2022

1. A look under the hood of momentum funds
   Economics Letters, 2022, 217, (C)
2. Understanding intraday momentum strategies
   Journal of Futures Markets, 2022, 42, (12), 2218-2234

2019

3. Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
   International Journal of Central Banking, 2019, 15, (5), 255-306 View citations (7)
   See also Working Paper Fiscal Implications of the Federal Reserve's Balance Sheet Normalization, Working Papers (2018) View citations (3) (2018)
4. The Impact of Federal Reserve Monetary Policy Announcements on Asset Prices: A Review
   Rivista Internazionale di Scienze Sociali, 2019, 127, (1), 3-24

2016

5. Fedspeak: Who Moves U.S. Asset Prices?
   International Journal of Central Banking, 2016, 12, (4), 223-261 View citations (10)
6. Human capital and international portfolio diversification: A reappraisal
   Journal of International Economics, 2016, 99, (S1), S78-S96 View citations (3)
   See also Chapter Human Capital and International Portfolio Diversification: A Reappraisal, NBER Chapters, 2016 (2016) View citations (4) (2016)
   Working Paper Human capital and international portfolio diversification: a reappraisal, LSE Research Online Documents on Economics (2016) View citations (3) (2016)
7. Walking on thin ice: Market quality around FOMC announcements
   Economics Letters, 2016, 138, (C), 5-8 View citations (7)

2015

8. The equity risk premium: a review of models
   Economic Policy Review, 2015, (2), 39-57 View citations (46)
   See also Working Paper The equity risk premium: a review of models, Staff Reports (2015) View citations (75) (2015)

2014

9. Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market
   Journal of Futures Markets, 2014, 34, (5), 434-450 View citations (1)
10. The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence
    Energy Economics, 2014, 45, (C), 295-303 View citations (57)
    See also Working Paper The high-frequency response of energy prices to monetary policy: understanding the empirical evidence, Staff Reports (2013) View citations (5) (2013)

2013

11. Market efficiency broadcasted live: ECB code words and euro exchange rates
    Journal of Macroeconomics, 2013, 38, (PB), 167-178 View citations (5)
12. The financial market effect of FOMC minutes
    Economic Policy Review, 2013, (Dec), 67-81 View citations (27)

2011

13. TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED
    Scottish Journal of Political Economy, 2011, 58, (1), 51-81 View citations (11)
14. The Validity of the Event‐study Approach: Evidence from the Impact of the Fed's Monetary Policy on US and Foreign Asset Prices
    Economica, 2011, 78, (311), 429-439 View citations (19)
15. The high-frequency response of exchange rates to monetary policy actions and statements
    Journal of Banking & Finance, 2011, 35, (2), 478-489 View citations (66)
16. Words that shake traders
    Journal of Empirical Finance, 2011, 18, (5), 915-934 View citations (50)

2009

17. Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words
    Economic Notes, 2009, 38, (1‐2), 39-66 View citations (8)
    See also Working Paper Forecasting the direction of policy rate changes: the importance of ECB words, LIDAM Discussion Papers CORE (2009) View citations (8) (2009)
18. Macroeconomic Effects of Central Bank Communication: Evidence from the Fed
    STUDI ECONOMICI, 2009, LXIV, (98), 5-22

2008

19. The Impact of Central Bank Announcements on Asset Prices in Real Time
    International Journal of Central Banking, 2008, 4, (2), 175-217 View citations (58)

2007

20. On the consistency and effectiveness of central bank communication: Evidence from the ECB
    European Journal of Political Economy, 2007, 23, (1), 146-175 View citations (167)
21. Providing Content for ECB Announcements
    Rivista Internazionale di Scienze Sociali, 2007, 115, (4), 525-546 View citations (2)

2005

22. Point-System Driving Licence: Was it Really Necessary?
    Rivista Internazionale di Scienze Sociali, 2005, 113, (3), 477-485

Chapters

2016

1. Human Capital and International Portfolio Diversification: A Reappraisal
   A chapter in NBER International Seminar on Macroeconomics 2015, 2016 View citations (4)
   See also Working Paper Human capital and international portfolio diversification: a reappraisal, London School of Economics and Political Science, LSE Library (2016) View citations (3) (2016)
   Journal Article Human capital and international portfolio diversification: A reappraisal, Elsevier (2016) View citations (3) (2016)