Carlo Rosa : Citation Profile


Are you Carlo Rosa?

Federal Reserve Bank of New York

11

H index

11

i10 index

397

Citations

RESEARCH PRODUCTION:

19

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 26
   Journals where Carlo Rosa has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 16 (3.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro160
   Updated: 2021-03-27    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 (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 (23)

Ehrmann, Michael (16)

Fratzscher, Marcel (13)

Hubert, Paul (13)

Blinder, Alan (10)

Smales, Lee (10)

Montes, Gabriel (9)

Bulir, Ales (9)

Hansen, Stephen (8)

McMahon, Michael (8)

Cites to:

Gürkaynak, Refet (42)

Swanson, Eric (40)

Fratzscher, Marcel (37)

Ehrmann, Michael (37)

Jansen, David-Jan (33)

de Haan, Jakob (33)

Romer, Christina (26)

Romer, David (26)

Blinder, Alan (23)

Kuttner, Kenneth (17)

Bernanke, Ben (13)

Main data


Where Carlo Rosa has published?


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

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 (2021 and 2020)


YearTitle of citing document
2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934.

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2020Stocks Vote with Their Feet: Can a Piece of Paper Document Fights the COVID-19 Pandemic?. (2020). Zhong, Q ; Su, J. In: Papers. RePEc:arx:papers:2005.02034.

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2021Modelling the Monetary Impact of Oil Price Volatility in Nigeria: Evidence from GARCH Models. (2021). Eze, Millicent Adanne ; Yusuf, Abubakar ; Duru, Innocent U ; Chile, Nzeh Innocent. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:70-94.

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2020Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index. (2020). Romelli, Davide ; masciandaro, donato ; Rubera, Gaia. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20134.

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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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2020The discrete and differential impact of monetary policy. (2020). McCredie, Bronwyn. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2919-2937.

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2020HOW DID UNCONVENTIONAL MONETARY POLICY AFFECT ECONOMIC FORECASTS?. (2020). Pearce, Douglas ; Mitchell, Karlyn. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:1:p:206-220.

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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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2020Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445.

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2020Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit. (2020). Gagnon, Etienne ; Trevino, James ; Schlusche, Bernd ; Paustian, Matthias ; Nakata, Taisuke ; Chung, Hess ; Zheng, Wei ; Viln, Diego. In: CARF F-Series. RePEc:cfi:fseres:cf483.

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2021World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries. (2021). Bodart, Vincent ; Courtoy, Franois ; Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2021-01.

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2020Demand for safety, risky loans: A model of securitization. (2020). Villacorta, Alonso ; Velez, Anatoli Segura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14313.

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2020Global Imbalances and Policy Wars at the Zero Lower Bound. (2020). Caballero, Ricardo ; Farhi, Emmanuel ; Gourinchas, Pierre-Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14424.

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2020The Side Effects of Safe Asset Creation. (2020). Acharya, Sushant ; Dogra, Keshav. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14440.

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2021World interest rates and macroeconomic adjustments in developing commodity producing countries. (2021). Courtoy, Franois ; Bodart, Vincent ; Perego, Erica. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021002.

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2020Exchange Rates and the Information Channel of Monetary Policy. (2020). Holtemöller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander ; Holtemoller, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1906.

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2020Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443.

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2020How news affects sectoral stock prices through earnings expectations and risk premia. (2020). Hvid, Anna Kirstine ; Kristiansen, Kristian. In: Working Paper Series. RePEc:ecb:ecbwps:20202493.

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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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2021Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Stanisawska, Ewa ; Dory, Wirginia ; Baranowski, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67.

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2020Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449.

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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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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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

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2020Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500.

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2020The European Central Bank’s monetary pillar after the financial crisis. (2020). Kempa, Bernd ; Dybowski, Philipp T. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302272.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2020r* and the global economy. (2020). Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305881.

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2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

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2020Starting from a blank page? Semantic similarity in central bank communication and market volatility. (2020). Ehrmann, Michael ; Talmi, Jonathan . In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:48-62.

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2020The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains. (2020). Yan, Xing-Xing ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:750-768.

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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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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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2020Issues in the Use of the Balance Sheet Tool. (2020). Fuentes-Albero, Cristina ; Carlson, Mark ; Wood, Paul R ; Schlusche, Bernd ; D'Amico, Stefania. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-71.

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2020Fiscal Implications of Interest Rate Normalization in the United States. (2020). Yang, Shu-Chun ; Bi, Huixin ; Shen, Wenyi. In: Research Working Paper. RePEc:fip:fedkrw:88850.

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2020Geographical Potential of Solar Thermochemical Jet Fuel Production. (2020). Habersetzer, And Antoine ; Scharfenberg, Niklas ; Falter, Christoph. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:4:p:802-:d:319822.

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2020Intraday Jumps, Liquidity, and U.S. Macroeconomic News: Evidence from Exchange Traded Funds. (2020). Jurdi, Doureige J. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:118-:d:367863.

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2020Complexity 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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2020Above, but close to two percent. Evidence on the ECB’s inflation target using text mining. (2020). Zahner, Johannes. In: MAGKS Papers on Economics. RePEc:mar:magkse:202046.

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2020Financial Markets and Dissent in the ECB’s Governing Council. (2020). PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:202048.

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2020Do ECB introductory statements help to predict monetary policy: evidence from tone analysis. (2020). Doryń, Wirginia ; Bennani, Hamza ; Baranowski, Pawel. In: NBP Working Papers. RePEc:nbp:nbpmis:323.

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2020Words and deeds in managing expectations: empirical evidence on an inflation targeting economy. (2020). Stanisławska, Ewa ; Łyziak, Tomasz ; Doryń, Wirginia ; Baranowski, Pawel ; Stanisawska, Ewa. In: NBP Working Papers. RePEc:nbp:nbpmis:326.

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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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2020Building Credibility and Influencing Expectations- The Evolution of Central Bank Communication. (2020). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:rbz:wpaper:10144.

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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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2020Spillovers to exchange rates from monetary and macroeconomic communications events. (2020). Wolff, Vincent ; Rossi, Enzo. In: Working Papers. RePEc:snb:snbwpa:2020-18.

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2020Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7v8fvu0bf08jcoi4epn8cutjm8.

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2020Debt sustainability when r - g smaller than 0: no free lunch after all. (2020). de Vette, Nander ; Olijslagers, Stan ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200079.

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2020THE EFFECTS OF NEWS WHEN LIQUIDITY MATTERS. (2020). Wright, Randall ; Han, Han ; Gu, Chao. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:4:p:1411-1435.

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2020Exchange rates and the information channel of monetary policy. (2020). Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172020.

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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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article6
2009Forecasting the direction of policy rate changes : the importance of ECB words.(2009) In: LIDAM Discussion Papers CORE.
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This paper has another version. Agregated cites: 6
paper
2011The Validity of the Event‐study Approach: Evidence from the Impact of the Feds Monetary Policy on US and Foreign Asset Prices In: Economica.
[Citation analysis]
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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article6
2008Words that work: comparing the effectiveness of central bank communications In: CentrePiece - The Magazine for Economic Performance.
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paper0
2005Is ECB Communication Effective? In: CEP Discussion Papers.
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paper24
2005Is ECB communication effective?.(2005) In: LSE Research Online Documents on Economics.
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paper
2005The Importance of the Wording of the ECB In: CEP Discussion Papers.
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paper6
2005The importance of the wording of the ECB.(2005) In: LSE Research Online Documents on Economics.
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paper
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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paper2
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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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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paper13
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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paper
2004A simple model of dynamic incentives and occupational choice with motivated agents In: Econometric Society 2004 Latin American Meetings.
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paper0
2016Walking on thin ice: Market quality around FOMC announcements In: Economics Letters.
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article5
2011Words that shake traders In: Journal of Empirical Finance.
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article5
2014The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence In: Energy Economics.
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article28
2013The high-frequency response of energy prices to monetary policy: understanding the empirical evidence.(2013) In: Staff Reports.
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paper
2016Human capital and international portfolio diversification: A reappraisal In: Journal of International Economics.
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article1
2016Human capital and international portfolio diversification:a reappraisal.(2016) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 1
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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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2011The high-frequency response of exchange rates to monetary policy actions and statements In: Journal of Banking & Finance.
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article31
2013Market efficiency broadcasted live: ECB code words and euro exchange rates In: Journal of Macroeconomics.
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article3
2007On the consistency and effectiveness of central bank communication: Evidence from the ECB In: European Journal of Political Economy.
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article105
2009Macroeconomic Effects of Central Bank Communication: Evidence from the Fed In: STUDI ECONOMICI.
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article0
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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2018Fiscal implications of the Federal Reserves balance sheet normalization.(2018) In: Staff Reports.
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2019Fiscal Implications of the Federal Reserves Balance Sheet Normalization.(2019) In: International Journal of Central Banking.
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2013The financial market effect of FOMC minutes In: Economic Policy Review.
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article13
2015The equity risk premium: a review of models In: Economic Policy Review.
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article48
2015The equity risk premium: a review of models.(2015) In: Staff Reports.
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This paper has another version. Agregated cites: 48
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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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paper0
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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2008The Impact of Central Bank Announcements on Asset Prices in Real Time In: International Journal of Central Banking.
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article34
2016Fedspeak: Who Moves U.S. Asset Prices? In: International Journal of Central Banking.
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article4
2005Point-System Driving Licence: Was it Really Necessary? In: Rivista Internazionale di Scienze Sociali.
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article0
2007Providing Content for ECB Announcements In: Rivista Internazionale di Scienze Sociali.
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article0
2014Municipal Bonds and Monetary Policy: Evidence from the Fed Funds Futures Market In: Journal of Futures Markets.
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