Ajax blew a 3-0 aggregate lead to lose the semifinal 3-3 on the away goals rule.
Rose said, "We saw Liverpool last night (against Barcelona) and it just goes to show it's not over until it's over. There were a few words said at half-time and we then played like that,' said the full-back.
"We can beat anyone when we play like that. The gaffer mentioned it at the hotel before we left and said that's the right attitude.
"How we started against Ajax in the first leg was not right and now we're looking forward to the final."