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 1 1 5 794 2 4 16 1,708
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 0 0 534
Empirical Pricing Kernels 0 0 1 515 0 1 2 1,199
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 0 199 0 0 0 565
GARCH Gamma 0 1 4 1,156 0 1 6 3,070
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 2 766 0 2 9 1,987
How do treasury dealers manage their positions? 0 2 2 198 1 16 23 1,438
Implied Volatility Functions: A Reprise 0 0 1 640 0 0 3 1,135
Nonparametric pricing of multivariate contingent claims 0 0 0 344 0 0 6 863
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 0 0 2 80
Option Hedging Using Empirical Pricing Kernels 0 0 0 424 0 0 0 1,327
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 0 0 0 364
Price discovery in the foreign currency futures and spot market 0 0 3 370 1 1 9 1,584
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 0 0 1 111
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 0 0 0 440
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 0 0 0 432
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 3 551 0 0 13 1,729
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 1 1 1 375
Testing the Volatility Term Structure using Option Hedging Criteria 0 1 1 570 0 1 4 1,533
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 0 161 0 0 2 751
The impact of CEO turnover on equity volatility 0 0 2 351 1 2 15 1,359
Things That Have Never Happened Before Happen All the Time 0 0 18 18 0 1 11 11
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 0 0 1 25
Why do risk events occur? Insights from accident models: remarks at the 7th Annual Risk Americas 2018 Conference, New York City 0 0 0 16 0 0 0 23
Total Working Papers 1 5 42 7,572 6 30 124 22,643

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 4 228 3 5 16 612
Empirical pricing kernels 1 1 4 476 1 2 16 1,087
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 0 0 0 157
Signal or noise? Implications of the term premium for recession forecasting 0 0 3 72 2 3 11 271
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 47 0 0 2 152
The Impact of CEO Turnover on Equity Volatility 0 1 6 244 0 2 17 818
Total Journal Articles 1 2 17 1,129 6 12 62 3,097

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Statistics updated 2023-11-05