Answer: The leaves may have dropped due to transplant shock, as most plants do better when transplanted during dormancy. I'd suggest preparing it for winter and wait to see if it sprouts new growth next spring. Also, if you lightly scratch the canes and they show green, there's still life there. Here's a description of what to do to prepare roses for winter. It's taken from "Roses for Dummies" written by Lance Walheim and the National Gardening Association.
Stop fertilizing 6 weeks before the first frost and let spent flowers go to seed rather than cutting them off. This encourages the plant to go into dormancy. Then,
1. Deep water after the first frost, but before the ground hardens.
2. When nights start being frosty on a regular basis, mound several shovels of soil over the base of the plant, at least a foot above the bud union. To make this easier, you can tie the canes together with a string.
3. When the ground is completely frozen, cover the mound with a foot layer of mulch, such as compost or leaves. Remove all leaves from the roses, which can harbor disease and increase drying out of the plant. Enclose the rose with a cyclinder of wire mesh and fill it with mulch or soil.
4. When the ground starts thawing in the spring, gradually start removing the covering. Don't remove all at once, let the plant acclimate.
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