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 0 795 1 4 16 1,731
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 2 3 11 546
Empirical Pricing Kernels 0 0 0 516 1 6 21 1,224
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 1 200 0 3 6 572
Forecasting the Economic Effects of AI 7 27 27 27 15 37 37 37
GARCH Gamma 1 1 1 1,157 2 3 11 3,084
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 0 7 15 2,007
How do treasury dealers manage their positions? 0 0 0 199 2 8 28 1,474
Implied Volatility Functions: A Reprise 0 0 0 641 1 4 13 1,150
Nonparametric pricing of multivariate contingent claims 0 0 1 345 0 5 14 880
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 0 6 14 97
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 3 15 1,346
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 2 6 14 380
Price discovery in the foreign currency futures and spot market 0 0 0 372 0 6 32 1,630
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 0 0 3 114
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 0 5 13 454
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 1 2 18 451
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 1 3 21 1,758
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 6 17 393
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 0 570 1 3 10 1,543
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 1 164 0 3 17 775
The impact of CEO turnover on equity volatility 0 1 2 354 3 10 33 1,415
Things That Have Never Happened Before Happen All the Time 0 0 0 18 0 2 14 28
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 0 1 8 37
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 3 5 29
Total Working Papers 8 29 34 7,619 32 139 406 23,155

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 1 234 0 5 23 659
Empirical pricing kernels 0 0 1 483 0 7 14 1,117
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 1 3 13 173
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 1 5 11 293
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 3 9 17 176
The Impact of CEO Turnover on Equity Volatility 0 0 1 252 0 7 16 863
Total Journal Articles 0 0 3 1,151 5 36 94 3,281

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Statistics updated 2026-06-04