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 3 9 14 1,727
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 2 7 8 543
Empirical Pricing Kernels 0 0 0 516 1 9 15 1,218
Empirical Tests of Interest Rate Model Pricing Kernels 0 0 1 200 0 2 3 569
GARCH Gamma 0 0 0 1,156 2 5 8 3,081
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 3 5 10 2,000
How do treasury dealers manage their positions? 0 0 0 199 1 15 21 1,466
Implied Volatility Functions: A Reprise 0 0 0 641 0 7 9 1,146
Nonparametric pricing of multivariate contingent claims 0 1 1 345 0 8 9 875
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 0 4 8 91
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 10 13 1,343
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 0 5 8 374
Price discovery in the foreign currency futures and spot market 0 0 0 372 1 19 29 1,624
Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions 0 0 0 0 0 2 3 114
Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions 0 0 0 3 0 6 8 449
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 4 12 16 449
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 1 553 2 12 19 1,755
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 5 11 11 387
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 0 570 0 6 7 1,540
The effect of employee stock options on bank investment choice, borrowing, and capital 0 1 1 164 0 11 14 772
The impact of CEO turnover on equity volatility 0 0 1 353 2 17 29 1,405
Things That Have Never Happened Before Happen All the Time 0 0 0 18 1 6 12 26
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 0 6 9 36
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 2 26
Total Working Papers 0 2 6 7,590 27 195 285 23,016

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 3 12 18 654
Empirical pricing kernels 1 1 1 483 1 4 9 1,110
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 0 7 11 170
Signal or noise? Implications of the term premium for recession forecasting 0 0 0 72 0 3 7 288
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 1 4 8 167
The Impact of CEO Turnover on Equity Volatility 0 0 3 252 0 5 16 856
Total Journal Articles 1 1 5 1,151 5 35 69 3,245

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Statistics updated 2026-03-04