Access Statistics for Joshua Rosenberg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general approach to integrated risk management with skewed, fat-tailed risks 0 1 1 795 2 3 5 1,717
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 0 1 535
Empirical Pricing Kernels 0 0 1 516 0 0 4 1,203
Empirical Tests of Interest Rate Model Pricing Kernels 1 1 1 200 1 1 1 567
GARCH Gamma 0 0 0 1,156 0 0 2 3,073
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 0 2 4 1,993
How do treasury dealers manage their positions? 0 0 0 199 2 4 6 1,449
Implied Volatility Functions: A Reprise 0 0 0 641 0 0 0 1,137
Nonparametric pricing of multivariate contingent claims 0 0 0 344 0 0 1 866
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 0 0 2 83
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 0 1 1,331
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 0 0 1 366
Price discovery in the foreign currency futures and spot market 0 0 1 372 1 3 11 1,600
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 0 0 0 111
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 0 0 1 441
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 0 0 0 433
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 1 2 553 0 1 7 1,738
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 0 1 376
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 0 570 1 1 1 1,534
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 1 163 0 0 4 758
The impact of CEO turnover on equity volatility 0 0 1 352 0 0 18 1,382
Things That Have Never Happened Before Happen All the Time 0 0 0 18 1 1 3 15
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 0 0 3 29
Why do risk events occur? Insights from accident models: remarks at the 7th Annual Risk Americas 2018 Conference, New York City 0 0 1 17 0 0 1 24
Total Working Papers 1 3 9 7,587 8 16 78 22,761

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general approach to integrated risk management with skewed, fat-tailed risks 0 1 4 234 1 2 13 638
Empirical pricing kernels 0 0 4 482 0 1 9 1,103
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 0 0 2 160
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 0 1 7 282
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 0 5 159
The Impact of CEO Turnover on Equity Volatility 0 2 5 251 0 2 18 847
Total Journal Articles 0 3 13 1,149 1 6 54 3,189

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Statistics updated 2025-08-05