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 1 795 0 0 5 1,718
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 0 1 536
Empirical Pricing Kernels 0 0 1 516 3 7 11 1,212
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 1 200 0 0 1 567
GARCH Gamma 0 0 0 1,156 0 1 4 3,076
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 1 3 7 1,996
How do treasury dealers manage their positions? 0 0 0 199 2 3 8 1,453
Implied Volatility Functions: A Reprise 0 0 0 641 2 4 4 1,141
Nonparametric pricing of multivariate contingent claims 1 1 1 345 5 6 7 872
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 2 3 8 89
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 3 3 6 1,336
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 1 4 5 370
Price discovery in the foreign currency futures and spot market 0 0 1 372 7 8 19 1,612
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 0 1 1 112
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 2 4 5 445
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 2 5 6 439
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 5 10 15 1,748
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 0 0 376
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 0 570 0 0 1 1,534
The effect of employee stock options on bank investment choice, borrowing, and capital 1 1 1 164 4 7 9 765
The impact of CEO turnover on equity volatility 0 0 2 353 3 7 19 1,391
Things That Have Never Happened Before Happen All the Time 0 0 0 18 1 4 7 21
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 0 1 4 30
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 1 25
Total Working Papers 2 2 9 7,590 43 81 154 22,864

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 3 234 2 5 12 644
Empirical pricing kernels 0 0 2 482 2 4 10 1,108
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 2 5 7 165
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 1 2 5 286
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 1 4 6 164
The Impact of CEO Turnover on Equity Volatility 0 0 4 252 3 4 19 854
Total Journal Articles 0 0 9 1,150 11 24 59 3,221

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Statistics updated 2026-01-09