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 1 5 1,718
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 1 1 536
Empirical Pricing Kernels 0 0 1 516 2 4 8 1,209
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 1 200 0 0 1 567
GARCH Gamma 0 0 0 1,156 1 3 4 3,076
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 1 2 6 1,995
How do treasury dealers manage their positions? 0 0 0 199 0 1 6 1,451
Implied Volatility Functions: A Reprise 0 0 0 641 2 2 2 1,139
Nonparametric pricing of multivariate contingent claims 0 0 0 344 1 1 2 867
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 1 2 6 87
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 0 3 1,333
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 1 3 4 369
Price discovery in the foreign currency futures and spot market 0 0 1 372 1 2 13 1,605
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 1 2 3 443
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 1 4 4 437
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 4 5 10 1,743
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 0 1 376
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 0 0 0 163 2 3 5 761
The impact of CEO turnover on equity volatility 0 1 2 353 4 6 19 1,388
Things That Have Never Happened Before Happen All the Time 0 0 0 18 1 4 6 20
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 1 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 1 1 25
Total Working Papers 0 1 7 7,588 24 49 116 22,821

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 1 4 13 642
Empirical pricing kernels 0 0 2 482 0 2 8 1,106
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 3 3 5 163
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 0 3 4 285
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 1 3 5 163
The Impact of CEO Turnover on Equity Volatility 0 1 5 252 0 2 18 851
Total Journal Articles 0 1 10 1,150 5 17 53 3,210

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Statistics updated 2025-12-06