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 2 2 5 778 4 13 28 1,635
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 1 8 529
Empirical Pricing Kernels 0 0 3 510 0 4 14 1,184
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 0 199 0 0 2 562
GARCH Gamma 0 0 5 1,150 3 5 21 3,051
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 1 759 1 1 10 1,962
How do treasury dealers manage their positions? 1 4 7 191 4 8 24 1,390
Implied Volatility Functions: A Reprise 0 1 1 637 0 1 7 1,120
Nonparametric pricing of multivariate contingent claims 0 0 1 344 1 3 10 853
Operational risk management at the Federal Reserve Bank of New York 0 0 1 50 0 0 3 65
Option Hedging Using Empirical Pricing Kernels 1 1 5 423 2 2 17 1,317
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 1 1 4 361
Price discovery in the foreign currency futures and spot market 0 3 8 362 1 6 31 1,544
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 0 1 4 105
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 0 1 3 438
Semiparametric Pricing of Multivariate Contingent Claims 2 2 2 197 2 2 6 424
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 7 542 2 7 31 1,669
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 3 3 12 373
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 1 568 1 1 13 1,516
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 3 160 3 5 11 735
The impact of CEO turnover on equity volatility 1 1 5 347 5 5 26 1,320
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 7 7 0 0 7 7
Why do risk events occur? Insights from accident models: remarks at the 7th Annual Risk Americas 2018 Conference, New York City 0 0 1 13 0 1 4 14
Total Working Papers 7 14 63 7,470 33 71 296 22,174


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 8 202 4 12 33 512
Empirical pricing kernels 0 2 9 435 1 9 35 970
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 2 3 59 3 7 11 145
Signal or noise? Implications of the term premium for recession forecasting 0 0 2 67 0 0 11 244
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 46 1 2 6 146
The Impact of CEO Turnover on Equity Volatility 1 2 7 224 3 6 37 733
Total Journal Articles 2 8 29 1,033 12 36 133 2,750


Statistics updated 2020-09-04