Carlo Rosa

Carlo Rosa

Financial Economic Specialist
Markets Group
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

carlo.rosa@ny.frb.org


The Financial Market Effect of FOMC Minutes
Federal Reserve Bank of New York Economic Policy Review, Volume 19, Number 2, December 2013

Words That Shake Traders
Journal of Empirical Finance 18 (5), 915-934, 2011

The High-Frequency Response of Exchange Rates To Monetary Policy Actions and Statements
Journal of Banking and Finance 35 (2), pp. 478-489, 2011

Talking Less and Moving the Market More: Evidence from the ECB and the Fed
Scottish Journal of Political Economy 58 (1), pp. 51-81, 2011

The validity of the Event-Study Approach: Evidence from the Impact of the Fed’s Monetary Policy on U.S. and Foreign Asset Prices
Economica, 78 (311), pp. 429-439

Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words
Economic Notes 38 (1-2), pp. 39–66, 2009

The Impact of Central Bank Announcements on Asset Prices in Real Time
With Giovanni Verga
International Journal of Central Banking 4 (2), pp. 175-217, 2008

On the Consistency and Effectiveness of Central Bank Communication: Evidence from the ECB
With Giovanni Verga
European Journal of Political Economy 23 (1), pp. 146-175, 2007

Carlo Rosa's CVPDFThe views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.