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The impact of central bank announcements on asset prices in real time
Rosa, Carlo; Verga, Giovanni - In: International journal of central banking : IJCB 4 (2008) 2, pp. 175-217
Persistent link: https://www.econbiz.de/10003862692
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Words that shake traders : the stock market's reaction to central bank communication in real time
Rosa, Carlo - In: Journal of empirical finance 18 (2011) 5, pp. 915-934
Persistent link: https://www.econbiz.de/10009492524
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Market efficiency broadcasted live : ECB code words and euro exchange rates
Rosa, Carlo - In: Journal of macroeconomics 38 (2013) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10010365301
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How "unconventional" are large-scale asset purchases? : the impact of monetary policy on asset prices
Rosa, Carlo - 2012
This paper examines the impact of large-scale asset purchases (LSAP) on U.S. asset prices (nominal and inflation-indexed bonds, stocks, and U.S. dollar spot exchange rates) using an event study with intraday data. The surprise component of LSAP announcements is identified from Financial Times...
Persistent link: https://www.econbiz.de/10009535813
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Providing content for ECB announcements
Rosa, Carlo - In: Rivista internazionale di scienze sociali 115 (2007) 4, pp. 525-546
Persistent link: https://www.econbiz.de/10003758287
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Walking on thin ice : market quality around FOMC announcements
Rosa, Carlo - In: Economics letters 138 (2016), pp. 5-8
Persistent link: https://www.econbiz.de/10011615335
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The financial market effect of FOMC minutes
Rosa, Carlo - In: Economic policy review 19 (2013) 2, pp. 67-81
Persistent link: https://www.econbiz.de/10011559909
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The impact of federal reserve monetary policy announcements on asset prices : a review
Rosa, Carlo - In: Rivista internazionale di scienze sociali 127 (2019) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10012429216
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The Bitcoin-macro disconnect
Benigno, Gianluca; Rosa, Carlo - 2023
This paper investigates the link between Bitcoin and macroeconomic fundamentals by estimating the impact of macroeconomic news on Bitcoin using an event study with intraday data. The key result is that, unlike other U.S. asset classes, Bitcoin is orthogonal to monetary and macroeconomic news....
Persistent link: https://www.econbiz.de/10013548985
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How 'Unconventional' are Large-Scale Asset Purchases? The Impact of Monetary Policy on Asset Prices
Rosa, Carlo - 2012
This paper examines the impact of large-scale asset purchases (LSAP) on U.S. asset prices (nominal and inflation-indexed bonds, stocks, and U.S. dollar spot exchange rates) using an event study with intraday data. The surprise component of LSAP announcements is identified from Financial Times...
Persistent link: https://www.econbiz.de/10013106884