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​Samuel Rosen


Kenan-Flagler Business School
The University of North Carolina at Chapel Hill              
McColl Building, Campus Box 3490           
Chapel Hill, NC 27599-3490

My research interests are in macro-finance and banking. Prior to joining the PhD program in 2013, I worked at the Federal Reserve Board of Governors in their financial stability division.

Published Papers

“Assessing and Combining Financial Conditions Indexes” (with S. Aramonte and J. Schindler), International Journal of Central Banking, Forthcoming

​Works in Progress

“SIFI Regulation and Systemic Risk”

“Uncertainty-Induced Reallocations and the Macroeconomy” (with R. Bansal, M.M. Croce, and W. Liao)

“Debt-Driven Crises in a Small Open Economy” (with M.M. Croce and M. Jahan-Parvar)

“Extracting Risk Neutral Distributions using CDS Spreads and Option Prices” (with S. Aramonte, M. Jahan-Parvar, and J. Schindler)





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