​Samuel Rosen

​Samuel Rosen

​Samuel Rosen

Email: Samuel_Rosen@kenan-flagler.unc.edu​

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.

SSRN Author Page

Published Papers

Assessing and Combining Financial Conditions Indexes” (with S. Aramonte and J. Schindler)
International Journal of Central Banking, 2017

Working Papers

“Uncertainty-Induced Reallocaions and the Macroeconomy” (with R. Bansal, M.M. Croce, and W. Liao)
"Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads" (with S. Aramonte, M.
Jahan-Parvar, and J. Schindler)

Works in Progress

“SIFI Regulation and Systemic Risk” (dissertation)
“Debt-Driven Crises in a Small Open Economy” (with M.M. Croce and M. Jahan-Parvar)
“Propagation of Real Uncertainty Shocks through Financial Intermediaries” (with T. Davydiuk and T.