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 2 15 1,733
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 0 11 547
Empirical Pricing Kernels 0 0 0 516 0 0 19 1,224
Empirical Tests of Interest Rate Model Pricing Kernels 0 1 1 201 1 2 7 574
Forecasting the Economic Effects of AI 1 6 35 35 3 21 70 70
GARCH Gamma 1 1 2 1,158 1 3 13 3,088
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 0 0 18 2,011
How do treasury dealers manage their positions? 0 0 1 200 0 3 28 1,478
Implied Volatility Functions: A Reprise 0 1 1 642 0 1 14 1,151
Nonparametric pricing of multivariate contingent claims 0 0 1 345 0 1 17 883
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 1 2 13 99
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 1 1 16 1,349
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 1 2 17 383
Price discovery in the foreign currency futures and spot market 0 0 0 372 0 1 32 1,636
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 1 14 455
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 0 0 17 451
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 0 553 1 2 22 1,760
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 1 22 398
Testing the Volatility Term Structure using Option Hedging Criteria 0 1 1 571 0 1 10 1,544
The effect of employee stock options on bank investment choice, borrowing, and capital 0 0 1 164 1 1 19 777
The impact of CEO turnover on equity volatility 0 0 1 354 0 2 35 1,419
Things That Have Never Happened Before Happen All the Time 0 0 0 18 0 2 13 30
Thrive in Any Environment: Strengthening Resilience Through Risk Management 0 0 0 13 0 0 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 0 4 29
Total Working Papers 2 10 44 7,632 11 49 457 23,240

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 0 234 3 4 25 664
Empirical pricing kernels 0 0 1 483 6 7 20 1,124
How do Treasury dealers manage their positions? 0 0 0 4 4 6 36 54
Pricing multivariate contingent claims using estimated risk-neutral density functions 0 0 0 62 0 0 13 173
Signal or noise? Implications of the term premium for recession forecasting 0 1 1 73 1 4 14 298
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk 0 0 3 263 1 2 29 839
Stock returns and volatility: pricing the long-run and short-run components of market risk 0 0 0 48 0 0 16 176
The Impact of CEO Turnover on Equity Volatility 2 2 2 254 5 6 22 872
Total Journal Articles 2 3 7 1,421 20 29 175 4,200

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Statistics updated 2026-10-11