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Understanding intraday momentum strategies

Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234

Persistent link: https://www.econbiz.de/10013465878

Talking less and moving the market more : evidence from the ECB and the FED

Rosa, Carlo - In: Scottish journal of political economy : the journal of … 58 (2011) 1, pp. 51-81

Persistent link: https://www.econbiz.de/10009125659

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

The high-frequency response of exchange rates to monetary policy actions and statements

Rosa, Carlo - In: Journal of banking & finance 35 (2011) 2, pp. 478-489

Persistent link: https://www.econbiz.de/10009244273

Municipal bonds and monetary policy : evidence from the FED funds futures market

Rosa, Carlo - In: The journal of futures markets 34 (2014) 5, pp. 434-450

Persistent link: https://www.econbiz.de/10010370882

The high-frequency response of energy prices to US monetary policy : understanding the empirical evidence

Rosa, Carlo - In: Energy economics 45 (2014), pp. 295-303

Persistent link: https://www.econbiz.de/10010505368

Talking less and moving the market more : is this the recipe for monetary policy effectiveness? ; evidence from the ECB and the Fed

Rosa, Carlo (contributor) - 2008

Persistent link: https://www.econbiz.de/10003649884

Fedspeak : who moves U.S. asset prices?

Rosa, Carlo - In: International journal of central banking : IJCB 12 (2016) 4, pp. 223-261

Persistent link: https://www.econbiz.de/10011628223

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

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