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 1 3 1,714
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 0 1 535
Empirical Pricing Kernels 0 1 1 516 0 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 0 2 3,073
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 0 1 3 1,991
How do treasury dealers manage their positions? 0 0 0 199 0 0 2 1,445
Implied Volatility Functions: A Reprise 0 0 0 641 0 0 0 1,137
Nonparametric pricing of multivariate contingent claims 0 0 0 344 0 0 2 866
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 0 2 2 83
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 1 3 1,331
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 0 0 1 366
Price discovery in the foreign currency futures and spot market 0 0 2 372 0 2 11 1,597
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 0 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 1 4 7 1,737
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 0 1,533
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 1 163 0 2 4 758
The impact of CEO turnover on equity volatility 0 0 1 352 6 8 20 1,382
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 2 3 3 29
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 0 1 7 7,584 9 27 73 22,745

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 1 3 233 0 2 14 636
Empirical pricing kernels 0 1 6 482 0 3 12 1,102
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 0 2 3 160
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 0 0 7 281
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 1 6 159
The Impact of CEO Turnover on Equity Volatility 0 1 4 249 4 9 21 845
Total Journal Articles 0 3 13 1,146 4 17 63 3,183

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Statistics updated 2025-05-12