Carlo Rosa

Federal Reserve Banks - Federal Reserve Bank of New York

SCHOLARLY PAPERS

12

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2,359

SSRN CITATIONS
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Top 11,026

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33

CROSSREF CITATIONS

70

Scholarly Papers (12)

1.
Downloads 610 ( 48,588)
Citation 12

The Equity Risk Premium: A Review of Models

FRB of New York Staff Report No. 714
Number of pages: 41 Posted: 18 Aug 2015
Fernando Duarte and Carlo Rosa
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 278 (121,919)
Citation 18

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equity premium, stock returns

The Equity Risk Premium: A Consensus of Models

Number of pages: 23 Posted: 12 Jan 2014 Last Revised: 15 Feb 2014
Fernando Duarte and Carlo Rosa
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 332 (100,566)
Citation 2

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Equity risk premium, ERP, bond yields, stocks, term structure, stock prices

2.

The Equity Risk Premium: A Review of Models

Economic Policy Review, Issue 2, pp. 39-57, 2015
Number of pages: 19 Posted: 16 Dec 2016 Last Revised: 27 Oct 2017
Fernando Duarte and Carlo Rosa
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 483 (65,226)

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Equity premium, stock returns

3.

How 'Unconventional' are Large-Scale Asset Purchases? The Impact of Monetary Policy on Asset Prices

FRB of New York Staff Report No. 560
Number of pages: 33 Posted: 08 May 2012
Carlo Rosa
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 436 (73,901)
Citation 40

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U.S. Federal Reserve, Bank of England, large-scale asset purchases, high-frequency data

4.

Is ECB Communication Effective?

Centre for Economic Performance Discussion Paper No. 0682
Number of pages: 22 Posted: 17 Nov 2004
Carlo Rosa and Giovanni Verga
Federal Reserve Banks - Federal Reserve Bank of New York and Università degli Studi di Parma
Downloads 286 (119,006)
Citation 12

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communication, credibility, ECB, glossary, Repo, Euribor, news approach.

5.

The Financial Market Effect of FOMC Minutes

Economic Policy Review, Vol. 19, No. 2, 2013
Number of pages: 15 Posted: 15 Jan 2014
Carlo Rosa
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 244 (140,186)
Citation 2

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Monetary policy, FOMC minutes, High-frequency asset prices

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FEDS Working Paper No. 2018-002
Number of pages: 47 Posted: 11 Jan 2018 Last Revised: 29 Apr 2020
Board of Governors of the Federal Reserve System - Division of Monetary Affairs, Federal Reserve Bank of New York, Federal Reserve Bank of Dallas, University of Maryland, Federal Reserve Bank of Minneapolis and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 57 (410,995)
Citation 1

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Central bank balance sheets, Monetary policy, Remittances

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FRB Atlanta Working Paper No. 2018-7
Number of pages: 46 Posted: 22 Aug 2018 Last Revised: 29 Apr 2020
Board of Governors of the Federal Reserve System - Division of Monetary Affairs, Federal Reserve Bank of New York, Federal Reserve Bank of Dallas, University of Maryland, Federal Reserve Bank of Minneapolis and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 54 (425,503)

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central bank balance sheets, monetary policy, remittances

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FRB of NY Staff Report No. 833
Number of pages: 47 Posted: 09 Jan 2018
Board of Governors of the Federal Reserve System - Division of Monetary Affairs, Federal Reserve Bank of New York, Federal Reserve Bank of Dallas, University of Maryland, Federal Reserve Bank of Minneapolis and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 25 (561,819)

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central bank balance sheets, monetary policy, remittances

7.

The Importance of the Wording of the ECB

CEP Discussion Paper No. 0694
Number of pages: 34 Posted: 28 Jun 2005
Carlo Rosa and Giovanni Verga
Federal Reserve Banks - Federal Reserve Bank of New York and Università degli Studi di Parma
Downloads 101 (292,272)
Citation 5

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ECB communication, transparency, monetary policy forecast, empirical reaction function, Euribor rate curve

8.

The High-Frequency Response of Energy Prices to Monetary Policy: Understanding the Empirical Evidence

FRB of New York Staff Report No. 598
Number of pages: 28 Posted: 08 Feb 2013
Carlo Rosa
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 55 (411,888)
Citation 8

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monetary policy, federal funds futures, macroeconomic news, inventory news, oil futures

9.

The Validity of the Event‐Study Approach: Evidence from the Impact of the Fed's Monetary Policy on US and Foreign Asset Prices

Economica, Vol. 78, Issue 311, pp. 429-439, 2011
Number of pages: 11 Posted: 08 Jun 2011
Carlo Rosa
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 3 (697,662)
Citation 1
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10.

Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words

Economic Notes, Vol. 38, Issue 1-2, pp. 39-66, February / July 2009
Number of pages: 28 Posted: 08 Oct 2009
Carlo Rosa
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 3 (697,662)
Citation 2
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11.

Talking Less and Moving the Market More: Evidence from the ECB and the Fed

Scottish Journal of Political Economy, Vol. 58, Issue 1, pp. 51-81, 2010
Number of pages: 31 Posted: 19 Dec 2010
Carlo Rosa
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 2 (707,681)
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12.

Fiscal implications of the Federal Reserve’s Balance Sheet Normalization

FEDS Notes No. 2018-01-09-2 https://doi.org/10.17016/2380-7172.2126
Posted: 06 Jun 2018
Board of Governors of the Federal Reserve System - Division of Monetary Affairs, Federal Reserve Bank of New York, Federal Reserve Bank of Dallas, University of Maryland, Federal Reserve Bank of Minneapolis and Federal Reserve Banks - Federal Reserve Bank of New York

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