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 0 794 0 0 3 1,713
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 0 1 535
Empirical Pricing Kernels 1 1 1 516 2 2 4 1,203
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 0 199 0 0 0 566
GARCH Gamma 0 0 0 1,156 0 1 2 3,073
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 0 1 2 1,990
How do treasury dealers manage their positions? 0 0 0 199 0 0 3 1,445
Implied Volatility Functions: A Reprise 0 0 0 641 0 0 1 1,137
Nonparametric pricing of multivariate contingent claims 0 0 0 344 0 1 2 866
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 2 2 2 83
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 0 2 1,330
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 0 1 1 366
Price discovery in the foreign currency futures and spot market 0 1 2 372 0 3 10 1,595
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 1 1 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 0 1 552 3 3 6 1,736
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 1 1 376
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 0 570 0 0 0 1,533
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 1 163 2 2 6 758
The impact of CEO turnover on equity volatility 0 1 1 352 2 7 15 1,376
Things That Have Never Happened Before Happen All the Time 0 0 0 18 0 0 2 14
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 1 1 1 27
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 7 7,584 13 26 66 22,731

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 1 2 4 233 2 7 17 636
Empirical pricing kernels 1 2 6 482 2 3 12 1,101
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 1 1 2 159
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 0 0 8 281
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 1 1 6 159
The Impact of CEO Turnover on Equity Volatility 1 2 4 249 4 7 17 840
Total Journal Articles 3 6 14 1,146 10 19 62 3,176

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03