Carlo Rosa

Federal Reserve Banks - Federal Reserve Bank of New York

SCHOLARLY PAPERS

12

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2,590

SSRN CITATIONS
Rank 10,015

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Top 10,015

in Total Papers Citations

49

CROSSREF CITATIONS

73

Scholarly Papers (12)

1.
Downloads 630 ( 50,095)
Citation 15

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 289 (125,098)
Citation 21

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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 341 (104,525)
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 588 (54,805)

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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 491 (68,656)
Citation 45

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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 295 (123,161)
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 273 (133,583)
Citation 3

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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, 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 58 (432,330)
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, 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 (436,033)
Citation 3

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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, 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 (561,876)

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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 105 (302,580)
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 (436,703)
Citation 9

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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 (734,464)
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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 (734,464)
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 (744,599)
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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, 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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