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Details about Carlo Rosa

Homepage:http://nyfedeconomists.org/rosa
Workplace:Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Carlo Rosa.

Last updated 2020-02-28. Update your information in the RePEc Author Service.

Short-id: pro160


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Working Papers

2018

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

    See also Journal Article in International Journal of Central Banking (2019)

2016

  1. Human capital and international portfolio diversification:a reappraisal
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) Downloads

    See also Journal Article in Journal of International Economics (2016)
    Chapter (2016)

2015

  1. The equity risk premium: a review of models
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (37)
    See also Journal Article in Economic Policy Review (2015)

2014

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

2013

  1. A Way With Words: The Economics of the Fed’s Press Conference
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  2. Are Stocks Cheap? A Review of the Evidence
    Liberty Street Economics, Federal Reserve Bank of New York Downloads
  3. The high-frequency response of energy prices to monetary policy: understanding the empirical evidence
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (3)
    See also Journal Article in Energy Economics (2014)

2012

  1. How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (33)

2009

  1. Forecasting the direction of policy rate changes: the importance of ECB words
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (4)
    See also Journal Article in Economic Notes (2009)

2008

  1. 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 Downloads View citations (13)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008) Downloads View citations (7)
  2. Words that work: comparing the effectiveness of central bank communications
    CentrePiece - The Magazine for Economic Performance, Centre for Economic Performance, LSE Downloads

2006

  1. 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 Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads View citations (1)

2005

  1. Is ECB Communication Effective?
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (24)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads View citations (1)
  2. The Importance of the Wording of the ECB
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads View citations (3)

2004

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

Journal Articles

2019

  1. Fiscal Implications of the Federal Reserve's Balance Sheet Normalization
    International Journal of Central Banking, 2019, 15, (5), 255-306 Downloads
    See also Working Paper (2018)

2016

  1. Fedspeak: Who Moves U.S. Asset Prices?
    International Journal of Central Banking, 2016, 12, (4), 223-261 Downloads View citations (3)
  2. Human capital and international portfolio diversification: A reappraisal
    Journal of International Economics, 2016, 99, (S1), S78-S96 Downloads View citations (1)
    See also Working Paper (2016)
    Chapter (2016)
  3. Walking on thin ice: Market quality around FOMC announcements
    Economics Letters, 2016, 138, (C), 5-8 Downloads View citations (5)

2015

  1. The equity risk premium: a review of models
    Economic Policy Review, 2015, (2), 39-57 Downloads View citations (17)
    See also Working Paper (2015)

2014

  1. Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market
    Journal of Futures Markets, 2014, 34, (5), 434-450 Downloads
  2. The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence
    Energy Economics, 2014, 45, (C), 295-303 Downloads View citations (20)
    See also Working Paper (2013)

2013

  1. Market efficiency broadcasted live: ECB code words and euro exchange rates
    Journal of Macroeconomics, 2013, 38, (PB), 167-178 Downloads View citations (1)
  2. The financial market effect of FOMC minutes
    Economic Policy Review, 2013, (Dec), 67-81 Downloads View citations (10)

2011

  1. TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED
    Scottish Journal of Political Economy, 2011, 58, (1), 51-81 Downloads View citations (7)
  2. 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 (15)
  3. The high-frequency response of exchange rates to monetary policy actions and statements
    Journal of Banking & Finance, 2011, 35, (2), 478-489 Downloads View citations (31)
  4. Words that shake traders
    Journal of Empirical Finance, 2011, 18, (5), 915-934 Downloads View citations (6)

2009

  1. Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words
    Economic Notes, 2009, 38, (1-2), 39-66 Downloads View citations (4)
    See also Working Paper (2009)
  2. Macroeconomic Effects of Central Bank Communication: Evidence from the Fed
    STUDI ECONOMICI, 2009, LXIV, (98), 5-22 Downloads

2008

  1. The Impact of Central Bank Announcements on Asset Prices in Real Time
    International Journal of Central Banking, 2008, 4, (2), 175-217 Downloads View citations (36)

2007

  1. On the consistency and effectiveness of central bank communication: Evidence from the ECB
    European Journal of Political Economy, 2007, 23, (1), 146-175 Downloads View citations (98)
  2. Providing Content for ECB Announcements
    Rivista Internazionale di Scienze Sociali, 2007, 115, (4), 525-546 Downloads

2005

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

Chapters

2016

  1. Human Capital and International Portfolio Diversification: A Reappraisal
    A chapter in NBER International Seminar on Macroeconomics 2015, 2016 View citations (1)
    See also Working Paper (2016)
    Journal Article in Journal of International Economics (2016)
 
Page updated 2020-06-30