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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/
RePEc:edi:frbnyus (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Gianluca Benigno & Carlo Rosa, 2023. "Is There a Bitcoin–Macro Disconnect?," Liberty Street Economics 20230208, Federal Reserve Bank of New York.
  2. Gianluca Benigno & Carlo Rosa, 2023. "The Bitcoin–Macro Disconnect," Staff Reports 1052, Federal Reserve Bank of New York.
  3. Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," FRB Atlanta Working Paper 2018-7, Federal Reserve Bank of Atlanta.
  4. Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119454, London School of Economics and Political Science, LSE Library.
  5. Fernando M. Duarte & Carlo Rosa, 2015. "The equity risk premium: a review of models," Staff Reports 714, Federal Reserve Bank of New York.
  6. Carlo Rosa & Andrea Tambalotti, 2014. "How Unconventional Are Large-Scale Asset Purchases?," Liberty Street Economics 20140303, Federal Reserve Bank of New York.
  7. Fernando M. Duarte & Juan Navarro-Staicos & Carlo Rosa, 2014. "What Can We Learn from Prior Periods of Low Volatility?," Liberty Street Economics 20141006, Federal Reserve Bank of New York.
  8. Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe, 2014. "Interest Rate Derivatives and Monetary Policy Expectations," Liberty Street Economics 20141205b, Federal Reserve Bank of New York.
  9. Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe, 2014. "Survey Measures of Expectations for the Policy Rate," Liberty Street Economics 20141205a, Federal Reserve Bank of New York.
  10. Fernando M. Duarte & Carlo Rosa, 2013. "Are Stocks Cheap? A Review of the Evidence," Liberty Street Economics 20130508, Federal Reserve Bank of New York.
  11. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports 598, Federal Reserve Bank of New York.
  12. Fernando M. Duarte & Carlo Rosa, 2013. "A Way With Words: The Economics of the Fed’s Press Conference," Liberty Street Economics 20131125, Federal Reserve Bank of New York.
  13. 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.
  14. ROSA, Carlo, 2009. "Forecasting the direction of policy rate changes : the importance of ECB words," LIDAM Discussion Papers CORE 2009001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. 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.
  16. Carlo Rosa, 2008. "Words that work: comparing the effectiveness of central bank communications," CentrePiece - The magazine for economic performance 267, Centre for Economic Performance, LSE.
  17. 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.
  18. Carlo Rosa & Giovanni Verga, 2005. "The Importance of the Wording of the ECB," CEP Discussion Papers dp0694, Centre for Economic Performance, LSE.
  19. Carlo Rosa & Giovanni Verga, 2005. "Is ECB Communication Effective?," CEP Discussion Papers dp0682, Centre for Economic Performance, LSE.
  20. 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. Banegas, Ayelen & Rosa, Carlo, 2022. "A look under the hood of momentum funds," Economics Letters, Elsevier, vol. 217(C).
  2. Carlo Rosa, 2022. "Understanding intraday momentum strategies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(12), pages 2218-2234, December.
  3. Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2019. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 255-306, December.
  4. Carlo Rosa, 2019. "The Impact of Federal Reserve Monetary Policy Announcements on Asset Prices: A Review," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 127(1), pages 3-24.
  5. Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
  6. Rosa, Carlo, 2016. "Walking on thin ice: Market quality around FOMC announcements," Economics Letters, Elsevier, vol. 138(C), pages 5-8.
  7. Carlo Rosa, 2016. "Fedspeak: Who Moves U.S. Asset Prices?," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 223-261, December.
  8. Fernando M. Duarte & Carlo Rosa, 2015. "The equity risk premium: a review of models," Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 39-57.
  9. Carlo Rosa, 2014. "Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(5), pages 434-450, May.
  10. Rosa, Carlo, 2014. "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, vol. 45(C), pages 295-303.
  11. Carlo Rosa, 2013. "The financial market effect of FOMC minutes," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 67-81.
  12. Rosa, Carlo, 2013. "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 167-178.
  13. 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.
  14. Rosa, Carlo, 2011. "Words that shake traders," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 915-934.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Carlo ROSA, 2007. "Providing Content for ECB Announcements," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 115(4), pages 525-546.
  22. Carlo Rosa, 2005. "Point-System Driving Licence: Was it Really Necessary?," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 113(3), pages 477-485.

Chapters

  1. Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.

More information

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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 22 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 (16) 2005-12-01 2005-12-01 2007-03-31 2008-06-07 2012-05-29 2018-01-15 2018-01-15 2018-01-15 2018-01-29 2018-04-23 2018-09-03 2020-02-10 2020-02-17 2020-03-02 2020-03-02 2020-03-30. Author is listed
  2. NEP-MON: Monetary Economics (11) 2005-12-01 2007-03-31 2008-06-07 2012-05-29 2013-03-23 2020-02-10 2020-02-17 2020-03-02 2020-03-02 2023-03-06 2023-05-29. Author is listed
  3. NEP-CBA: Central Banking (6) 2005-12-01 2005-12-01 2008-06-07 2018-01-15 2018-04-23 2018-09-03. Author is listed
  4. NEP-EEC: European Economics (4) 2005-12-01 2005-12-01 2007-03-31 2008-06-07
  5. NEP-ACC: Accounting and Auditing (2) 2018-01-29 2020-03-02
  6. NEP-FDG: Financial Development and Growth (2) 2023-03-06 2023-05-29
  7. NEP-MST: Market Microstructure (2) 2007-03-31 2013-03-23
  8. NEP-OPM: Open Economy Macroeconomics (2) 2016-02-23 2016-02-23
  9. NEP-PAY: Payment Systems and Financial Technology (2) 2023-03-06 2023-05-29
  10. NEP-BAN: Banking (1) 2023-03-06
  11. NEP-CFN: Corporate Finance (1) 2007-03-31
  12. NEP-CSE: Economics of Strategic Management (1) 2016-02-23
  13. NEP-DES: Economic Design (1) 2023-05-29
  14. NEP-ENE: Energy Economics (1) 2013-03-23
  15. NEP-FIN: Finance (1) 2005-12-01
  16. NEP-FMK: Financial Markets (1) 2015-03-05
  17. NEP-MFD: Microfinance (1) 2015-03-05
  18. NEP-RMG: Risk Management (1) 2007-03-31

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