Carlo Rosa

Federal Reserve Banks - Federal Reserve Bank of New York

SCHOLARLY PAPERS

11

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2,143

SSRN CITATIONS
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Top 10,978

in Total Papers Citations

21

CROSSREF CITATIONS

69

Scholarly Papers (11)

1.
Downloads 576 ( 48,269)
Citation 10

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 251 (125,872)
Citation 15

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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 325 (95,305)
Citation 2

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

2.

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 405 (74,598)
Citation 39

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

3.

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 401 (75,476)

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Equity premium, stock returns

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 284 (111,085)
Citation 11

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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 225 (140,919)
Citation 2

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Monetary policy, FOMC minutes, High-frequency asset prices

6.

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 100 (274,834)
Citation 5

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

Fiscal Implications of the Federal Reserve's Balance Sheet Normalization

FEDS Working Paper No. 2018-002
Number of pages: 47 Posted: 11 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 56 (388,034)

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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: 21 Feb 2019
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 30 (497,213)

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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 6 (658,444)

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central bank balance sheets, monetary policy, remittances

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 52 (395,268)
Citation 7

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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 (652,656)
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 (652,656)
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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 (662,193)
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