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 8 789 1 6 24 1,693
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 0 1 534
Empirical Pricing Kernels 1 2 4 515 1 3 7 1,198
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 0 199 0 0 1 565
GARCH Gamma 0 0 1 1,152 0 1 5 3,064
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 764 1 1 3 1,979
How do treasury dealers manage their positions? 0 2 2 196 0 4 8 1,415
Implied Volatility Functions: A Reprise 0 2 2 639 1 3 8 1,133
Nonparametric pricing of multivariate contingent claims 0 0 0 344 0 1 2 857
Operational risk management at the Federal Reserve Bank of New York 0 0 3 54 0 1 8 78
Option Hedging Using Empirical Pricing Kernels 0 0 0 424 0 1 1 1,327
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 0 0 1 364
Price discovery in the foreign currency futures and spot market 0 0 2 367 1 1 10 1,576
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 0 0 2 110
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 0 0 1 440
Semiparametric Pricing of Multivariate Contingent Claims 0 2 2 199 0 2 3 432
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 3 548 2 3 15 1,718
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 0 1 374
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 1 569 1 2 8 1,530
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 0 161 0 1 1 749
The impact of CEO turnover on equity volatility 0 0 0 349 0 0 3 1,344
Things That Have Never Happened Before Happen All the Time 2 2 2 2 5 5 5 5
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 3 13 0 0 4 24
Why do risk events occur? Insights from accident models: remarks at the 7th Annual Risk Americas 2018 Conference, New York City 0 0 2 16 0 0 5 23
Total Working Papers 3 10 35 7,533 13 35 127 22,532


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 2 4 11 226 3 7 30 599
Empirical pricing kernels 0 2 9 472 2 5 35 1,073
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 1 62 0 1 3 157
Signal or noise? Implications of the term premium for recession forecasting 1 1 2 70 3 6 8 263
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 47 0 0 0 150
The Impact of CEO Turnover on Equity Volatility 0 0 5 238 0 0 14 801
Total Journal Articles 3 7 28 1,115 8 19 90 3,043


Statistics updated 2022-12-04