Carlo Rosa : Citation Profile


Are you Carlo Rosa?

Federal Reserve Bank of New York

10

H index

10

i10 index

358

Citations

RESEARCH PRODUCTION:

19

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 25
   Journals where Carlo Rosa has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 16 (4.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro160
   Updated: 2020-05-23    RAS profile: 2020-02-28    
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Relations with other researchers


Works with:

Del Negro, Marco (8)

Malin, Benjamin (8)

Frame, W (7)

Grasing, Jamie (7)

Julliard, Christian (3)

Duarte, Fernando (3)

Crump, Richard (2)

Moench, Emanuel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Carlo Rosa.

Is cited by:

de Haan, Jakob (24)

Jansen, David-Jan (22)

Ehrmann, Michael (14)

Fratzscher, Marcel (13)

Hubert, Paul (11)

Blinder, Alan (10)

Montes, Gabriel (9)

Bulir, Ales (9)

Hansen, Stephen (8)

Farhi, Emmanuel (8)

McMahon, Michael (8)

Cites to:

Gürkaynak, Refet (48)

Swanson, Eric (45)

Fratzscher, Marcel (37)

Ehrmann, Michael (37)

de Haan, Jakob (34)

Jansen, David-Jan (34)

Romer, Christina (29)

Romer, David (29)

Blinder, Alan (23)

Kuttner, Kenneth (19)

Bernanke, Ben (14)

Main data


Where Carlo Rosa has published?


Journals with more than one article published# docs
International Journal of Central Banking3
Rivista Internazionale di Scienze Sociali2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York7
Staff Reports / Federal Reserve Bank of New York4
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Carlo Rosa (2019 and 2018)


YearTitle of citing document
2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2017The effects of central bank’s verbal guidance: evidence from the ECB. (2017). Galardo, Maddalena ; Guerrieri, Cinzia . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1129_17.

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2020Demand for safety, risky loans: A model of securitization. (2020). Villacorta, Alonso ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1260_20.

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2018Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701.

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2018Macroeconomic Effects of the 2017 Tax Reform. (2018). Barro, Robert J ; Furman, Jason. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2019:i:2018-01:p:257-345.

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2019Measuring stakeholders’ expectations for the central bank’s policy rate. (2019). Wibisono, Okiriza ; Zulen, Alvin Andhika. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-19.

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2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

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2020The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011. (2020). Kugler, Peter. In: Working papers. RePEc:bsl:wpaper:2020/01.

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2019Central Bank Communication and Monetary Policy Predictability under Uncertain Economic Conditions. (2019). Lehtimäki, Jonne ; Palmu, Marianne. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:8:y:2019:i:2:p:5-32.

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2019Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7959.

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2018Monetary Policy Effects on the Chilean Stock Market: An Automated Content Approach. (2018). Gonzalez, Mario ; Tadle, Raul. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:817.

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2018Balance Sheet Implications of the Czech National Banks Exchange Rate Commitment. (2018). Saxa, Branislav ; Holub, Tomas ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/10.

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2017Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo ; de Moraes, Claudio Oliveira. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:015708.

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2019Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08.

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2017FUTURES-BASED MEASURES OF MONETARY POLICY AND JUMP RISK. (2017). Inekwe, John ; Nkwoma, Inekwe John . In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:02:p:384-405_00.

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2019Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-8.

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2018The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43. (2018). Brand, Claus ; Bielecki, Marcin ; Penalver, Adrian. In: Occasional Paper Series. RePEc:ecb:ecbops:2018217.

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2017Between hawks and doves: measuring central bank communication. (2017). Martens, David ; Nardelli, Stefano ; Tobback, Ellen. In: Working Paper Series. RePEc:ecb:ecbwps:20172085.

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2019The Response of European Energy Prices to ECB Monetary Policy. (2019). Torro, Hipolit. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-1.

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2020The value of understanding central bank communication. (2020). Girard, Alexandre ; Beaupain, Renaud. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:154-165.

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2017Asset market response to monetary policy news from SNB press releases. (2017). Huning, Hendrik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:160-177.

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2017Monetary policy transparency in a forward-looking market: Evidence from the United States. (2017). Kia, Amir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:597-617.

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2017What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68.

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2018Central bank disclosure as a macroprudential tool for financial stability. (2018). de Mendonça, Helder ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:625-636.

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2019Country portfolios under global imbalances. (2019). Zhang, Ning. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:302-317.

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2020ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989.

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2019The effects of credit policy and financial constraints on tangible and research & development investment: Firm-level evidence from Chinas renewable energy industry. (2019). Wu, Xin ; Wang, Weihong ; Zeng, Yonghong ; Chang, Kai. In: Energy Policy. RePEc:eee:enepol:v:130:y:2019:i:c:p:438-447.

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2020Monetary policy rate expectation and energy prices during the FOMC announcement period. (2020). Jang, Hyeonung ; Ki, Byoung. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305725.

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2018Central bank communication and financial markets: New high-frequency evidence. (2018). Horvath, Roman ; Gertler, Pavel. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:336-345.

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2017Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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2018Something in the air: Information density, news surprises, and price jumps. (2018). Füss, Roland ; Stein, Michael ; Mager, Ferdinand ; Grabellus, Markus ; Fuss, Roland ; ROLAND FSS, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:50-75.

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2019The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets. (2019). lucey, brian ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38.

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2018Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Kurov, Alexander ; Stan, Raluca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142.

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2018The time horizon of price responses to quantitative easing. (2018). Mamaysky, Harry. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:32-49.

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2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

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2018Asset market responses to conventional and unconventional monetary policy shocks in the United States. (2018). Krippner, Leo ; Claus, Edda. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:270-282.

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2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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2017Words are not all created equal: A new measure of ECB communication. (2017). Renault, Thomas ; PICAULT, Matthieu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:136-156.

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2017Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, L A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

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2019Central bank announcements: Big news for little people?. (2019). Lamla, Michael ; Vinogradov, Dmitri V. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:21-38.

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2019Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, L A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252.

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2020Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan. (2020). Wang, Ling. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531917309509.

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2018Monetary policy and the redistribution of net worth in the US. (2018). Gomez-Fernandez, Nerea ; Albert, Juan-Francisco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91320.

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2018The portfolio balance channel: an analysis on the impact of quantitative easing on the US stock market. (2018). Shah, Imran Hussain ; Malki, Issam ; Schmidt-Fischer, Francesca. In: Department of Economics Working Papers. RePEc:eid:wpaper:58153.

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2018.

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2018Does the Clarity of Monetary Policy Reports Reduce Volatility in Financial Markets?. (2018). Jansen, David-Jan ; Cihak, Martin ; Bulir, Ales. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:1:p:2-17.

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2020Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2002.

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2018The Response of European Energy Prices to ECB Monetary Policy. (2018). Torro, Hipolit. In: Working Papers. RePEc:fem:femwpa:2018.09.

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2018Oil, Equities, and the Zero Lower Bound. (2018). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-58.

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2019Monetary Policy Options at the Effective Lower Bound : Assessing the Federal Reserves Current Policy Toolkit. (2019). Vilan, Diego ; Gagnon, Etienne ; Zheng, Wei ; Trevino, James ; Schlusche, Bernd ; Paustian, Matthias ; Nakata, Taisuke ; Chung, Hess. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-03.

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2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia. (2018). Gourio, Francois ; Farhi, Emmanuel. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-19.

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2018Accounting for Factorless Income. (2018). Neiman, Brent ; Karabarbounis, Loukas. In: Working Papers. RePEc:fip:fedmwp:749.

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2018The side effects of safe asset creation. (2018). Dogra, Keshav ; Acharya, Sushant. In: Staff Reports. RePEc:fip:fednsr:842.

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2018Evaluating regulatory reform: banks’ cost of capital and lending. (2018). Van Tassel, Peter ; Kovner, Anna. In: Staff Reports. RePEc:fip:fednsr:854.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2019Cross-Border Portfolio Investment and Financial Markets Development in the Asia and Pacific Region. (2019). Sugandi, Eric Alexander ; Shirai, Sayuri. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:5:p:14-33.

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2018Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market. (2018). Kumano, Yusuke ; Goshima, Keiichi. In: IMES Discussion Paper Series. RePEc:ime:imedps:18-e-13.

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2018Unconventional monetary policies and central bank profits. (2018). Bibow, Joerg. In: IMK Studies. RePEc:imk:studie:62-2018.

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2019.

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2017Effects of monetary policy announcements on exchange rate volatility: an analysis for Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan ; de Moraes, Claudio . In: Lecturas de Economía. RePEc:lde:journl:y:2017:i:87:p:67-95.

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2018Unconventional Monetary Policies and Central Bank Profits: Seigniorage as Fiscal Revenue in the Aftermath of the Global Financial Crisis. (2018). Bibow, Joerg. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_916.

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2019Complexity of ECB Communication and Financial Market Trading. (2019). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai. In: MAGKS Papers on Economics. RePEc:mar:magkse:201919.

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2018Accounting for Factorless Income. (2018). Karabarbounis, Loukas ; Neiman, Brent. In: NBER Chapters. RePEc:nbr:nberch:14088.

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2018Accounting for Factorless Income. (2018). Neiman, Brent ; Karabarbounis, Loukas. In: NBER Working Papers. RePEc:nbr:nberwo:24404.

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2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia. (2018). Gourio, Francois ; Farhi, Emmanuel. In: NBER Working Papers. RePEc:nbr:nberwo:25282.

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2020The Murder-Suicide of the Rentier: Population Aging and the Risk Premium. (2020). Taylor, Alan ; Kopecky, Joseph. In: NBER Working Papers. RePEc:nbr:nberwo:26943.

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2019Verbal Interventions as a Factor of Inflation Expectations in Russia. (2019). Kuznetsova, O ; Zhemkov, M. In: Journal of the New Economic Association. RePEc:nea:journl:y:2019:i:42:p:49-69.

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2018Effects of Fed Announcements on Emerging Markets: What Determines Financial Market Reactions?. (2018). Mishra, Prachi ; Nguyen, Lam ; NDiaye, Papa. In: IMF Economic Review. RePEc:pal:imfecr:v:66:y:2018:i:4:d:10.1057_s41308-018-0068-2.

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2018Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:87084.

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2018Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component.. (2018). Filis, George ; Degiannakis, Stavros ; Tsemperlidis, Stefanos. In: MPRA Paper. RePEc:pra:mprapa:94176.

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2017The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures. (2017). GUPTA, RANGAN ; Bahloul, Walid. In: Working Papers. RePEc:pre:wpaper:201715.

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2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201916.

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2018What anchors for the natural rate of interest?. (2018). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: PIER Discussion Papers. RePEc:pui:dpaper:98.

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2018Investigating Global Labor and Pro t Shares. (2018). Gutierrez, German. In: 2018 Meeting Papers. RePEc:red:sed018:165.

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2018Kaldor and Pikettys Facts: the Rise of Monopoly Power in the United States. (2018). Robbins, Jacob ; Eggertsson, Gauti. In: 2018 Meeting Papers. RePEc:red:sed018:77.

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2018Cross-Border Portfolio Investment and Financial Integration in Asia and the Pacific Region. (2018). Sugandi, Eric ; Shirai, Sayuri. In: ADBI Working Papers. RePEc:ris:adbiwp:0841.

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2017Analysis of Approaches to Accounting of the Information Effects of Monetary Policy. (2017). Trunin, Pavel ; Goryunov, Eugene ; Bozhechkova, Alexandra ; Petrova, Diana. In: Working Papers. RePEc:rnp:wpaper:031723.

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2020The impact of SNB monetary policy on the Swiss franc and longer-term interest rates. (2020). Zehnder, Tanja ; Maag, Thomas ; Frei, Lukas ; Fink, Fabian. In: Working Papers. RePEc:snb:snbwpa:2020-01.

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2019Monetary Policy Announcements and Stock Returns: Some Further Evidence from India. (2019). Hiremath, Gourishankar S ; Khuntia, Sashikanta. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00158-y.

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2017Market Reading of Central Bankers Words. A High-Frequency Evidence.. (2017). Horvath, Roman ; Gertler, Pavel. In: Working and Discussion Papers. RePEc:svk:wpaper:1043.

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2017The (home) bias of European central bankers: new evidence based on speeches. (2017). Neuenkirch, Matthias ; Bennani, Hamza. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:11:p:1114-1131.

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2017Does clarity of central bank communication affect credibility? Evidences considering governor-specific effects. (2017). Nicolay, Rodolfo ; R. T. F. Nicolay, ; Montes, G C. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:32:p:3163-3180.

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2019Disagreement in inflation expectations: empirical evidence for Colombia. (2019). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:40:p:4411-4424.

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2017Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:2:p:228-255.

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2018Asset Price Spillovers From Unconventional Monetary Policy: A Global Empirical Perspective. (2018). Siklos, Pierre ; Domenico, Pierre Siklos . In: LCERPA Working Papers. RePEc:wlu:lcerpa:0109.

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2019The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission. (2019). Chen, Zhengyang. In: EconStor Preprints. RePEc:zbw:esprep:204579.

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Works by Carlo Rosa:


YearTitleTypeCited
2009Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words In: Economic Notes.
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2009Forecasting the direction of policy rate changes : the importance of ECB words.(2009) In: CORE Discussion Papers.
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This paper has another version. Agregated cites: 4
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2011The Validity of the Event‐study Approach: Evidence from the Impact of the Feds Monetary Policy on US and Foreign Asset Prices In: Economica.
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article15
2011TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED In: Scottish Journal of Political Economy.
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article5
2008Words that work: comparing the effectiveness of central bank communications In: CentrePiece - The Magazine for Economic Performance.
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2005Is ECB Communication Effective? In: CEP Discussion Papers.
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2005Is ECB communication effective?.(2005) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 25
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2005The Importance of the Wording of the ECB In: CEP Discussion Papers.
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2005The importance of the wording of the ECB.(2005) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 6
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2006The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market In: CEP Discussion Papers.
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2006The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market.(2006) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 2
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2008Talking Less and Moving the Market More: Is this the Recipe for Monetary Policy Effectiveness? Evidence from the ECB and the Fed In: CEP Discussion Papers.
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2008Talking less and moving the market more: is this the recipe for monetary policy effectiveness?: evidence from the ECB and the Fed.(2008) In: LSE Research Online Documents on Economics.
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2004A simple model of dynamic incentives and occupational choice with motivated agents In: Econometric Society 2004 Latin American Meetings.
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2016Walking on thin ice: Market quality around FOMC announcements In: Economics Letters.
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2011Words that shake traders In: Journal of Empirical Finance.
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2014The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence In: Energy Economics.
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article19
2016Human capital and international portfolio diversification: A reappraisal In: Journal of International Economics.
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2016Human capital and international portfolio diversification:a reappraisal.(2016) In: LSE Research Online Documents on Economics.
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2015Human capital and international portfolio diversification: a reappraisal.(2015) In: LSE Research Online Documents on Economics.
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2016Human Capital and International Portfolio Diversification: A Reappraisal.(2016) In: NBER Chapters.
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2013Market efficiency broadcasted live: ECB code words and euro exchange rates In: Journal of Macroeconomics.
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2007On the consistency and effectiveness of central bank communication: Evidence from the ECB In: European Journal of Political Economy.
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2009Macroeconomic Effects of Central Bank Communication: Evidence from the Fed In: STUDI ECONOMICI.
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2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization In: FRB Atlanta Working Paper.
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2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization.(2018) In: Finance and Economics Discussion Series.
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2018Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization.(2018) In: FEDS Notes.
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2018Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization.(2018) In: FEDS Notes.
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2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization.(2018) In: Working Papers.
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2018Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization.(2018) In: Liberty Street Economics.
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2019Fiscal Implications of the Federal Reserves Balance Sheet Normalization.(2019) In: International Journal of Central Banking.
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2015The equity risk premium: a review of models In: Economic Policy Review.
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2013Are Stocks Cheap? A Review of the Evidence In: Liberty Street Economics.
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2013A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics.
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2014How Unconventional Are Large-Scale Asset Purchases? In: Liberty Street Economics.
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2014What Can We Learn from Prior Periods of Low Volatility? In: Liberty Street Economics.
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2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
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2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
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2012How unconventional are large-scale asset purchases? The impact of monetary policy on asset prices In: Staff Reports.
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2013The high-frequency response of energy prices to monetary policy: understanding the empirical evidence In: Staff Reports.
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2018Fiscal implications of the Federal Reserves balance sheet normalization In: Staff Reports.
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2008The Impact of Central Bank Announcements on Asset Prices in Real Time In: International Journal of Central Banking.
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2016Fedspeak: Who Moves U.S. Asset Prices? In: International Journal of Central Banking.
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2005Point-System Driving Licence: Was it Really Necessary? In: Rivista Internazionale di Scienze Sociali.
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2007Providing Content for ECB Announcements In: Rivista Internazionale di Scienze Sociali.
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