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 2 6 16 1,730
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 3 9 544
Empirical Pricing Kernels 0 0 0 516 3 6 20 1,223
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 1 200 1 3 6 572
Forecasting the Economic Effects of AI 20 20 20 20 22 22 22 22
GARCH Gamma 0 0 0 1,156 1 3 9 3,082
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 6 10 16 2,007
How do treasury dealers manage their positions? 0 0 0 199 5 7 27 1,472
Implied Volatility Functions: A Reprise 0 0 0 641 3 3 12 1,149
Nonparametric pricing of multivariate contingent claims 0 0 1 345 4 5 14 880
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 4 6 14 97
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 3 3 15 1,346
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 3 4 12 378
Price discovery in the foreign currency futures and spot market 0 0 0 372 2 7 33 1,630
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 5 5 13 454
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 1 5 17 450
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 1 4 20 1,757
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 5 11 17 393
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 0 570 1 2 9 1,542
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 1 164 2 3 17 775
The impact of CEO turnover on equity volatility 0 1 2 354 4 9 30 1,412
Things That Have Never Happened Before Happen All the Time 0 0 0 18 2 3 14 28
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 1 1 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 2 3 5 29
Total Working Papers 20 21 27 7,611 83 134 378 23,123

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 1 234 4 8 23 659
Empirical pricing kernels 0 1 1 483 5 8 15 1,117
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 1 2 12 172
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 3 4 11 292
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 2 7 14 173
The Impact of CEO Turnover on Equity Volatility 0 0 3 252 4 7 18 863
Total Journal Articles 0 1 5 1,151 19 36 93 3,276

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Statistics updated 2026-05-06