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 0 0 795 1 2 15 1,732
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 3 12 547
Empirical Pricing Kernels 0 0 0 516 0 1 21 1,224
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 0 200 0 0 5 572
Forecasting the Economic Effects of AI 1 10 30 30 5 32 54 54
GARCH Gamma 0 1 1 1,157 1 4 13 3,086
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 0 4 18 2,011
How do treasury dealers manage their positions? 0 1 1 200 0 3 26 1,475
Implied Volatility Functions: A Reprise 1 1 1 642 1 2 14 1,151
Nonparametric pricing of multivariate contingent claims 0 0 1 345 0 2 16 882
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 0 0 14 97
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 2 17 1,348
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 0 3 15 381
Price discovery in the foreign currency futures and spot market 0 0 0 372 0 5 35 1,635
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 0 0 3 114
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 0 0 13 454
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 0 1 18 451
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 0 553 1 2 21 1,759
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 1 5 22 398
Testing the Volatility Term Structure using Option Hedging Criteria 1 1 1 571 1 2 10 1,544
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 1 164 0 1 18 776
The impact of CEO turnover on equity volatility 0 0 2 354 1 6 36 1,418
Things That Have Never Happened Before Happen All the Time 0 0 0 18 0 0 13 28
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 0 0 8 37
Why do risk events occur? Insights from accident models: remarks at the 7th Annual Risk Americas 2018 Conference, New York City 0 0 0 17 0 0 5 29
Total Working Papers 3 14 38 7,625 12 80 442 23,203

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 0 0 234 1 2 23 661
Empirical pricing kernels 0 0 1 483 0 0 14 1,117
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 0 1 13 173
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 1 3 13 295
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 3 17 176
The Impact of CEO Turnover on Equity Volatility 0 0 1 252 1 4 20 867
Total Journal Articles 0 0 2 1,151 3 13 100 3,289

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Statistics updated 2026-08-07