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 0 1 15 1,732
Asset Pricing Puzzles: Evidence from Options Markets 0 0 0 155 0 1 12 547
Empirical Pricing Kernels 0 0 0 516 0 0 19 1,224
Empirical Tests of Interest Rate Model Pricing Kernels 1 1 1 201 1 1 6 573
Forecasting the Economic Effects of AI 4 7 34 34 13 30 67 67
GARCH Gamma 0 0 1 1,157 1 3 14 3,087
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 0 4 18 2,011
How do treasury dealers manage their positions? 0 1 1 200 3 4 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 1 3 17 883
Operational risk management at the Federal Reserve Bank of New York 0 0 0 54 1 1 13 98
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 2 15 1,348
Option-Based Tests of Interest Rate Diffusion Functions 0 0 0 74 1 2 16 382
Price discovery in the foreign currency futures and spot market 0 0 0 372 1 6 33 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 1 1 14 455
Semiparametric Pricing of Multivariate Contingent Claims 0 0 0 199 0 0 18 451
Stock returns and volatility: pricing the short-run and long-run components of market risk 0 0 0 553 0 1 21 1,759
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 5 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 0 1 18 776
The impact of CEO turnover on equity volatility 0 0 2 354 1 4 37 1,419
Things That Have Never Happened Before Happen All the Time 0 0 0 18 2 2 14 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 5 29
Total Working Papers 5 11 43 7,630 26 74 457 23,229

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 0 2 23 661
Empirical pricing kernels 0 0 1 483 1 1 14 1,118
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 1 1 1 73 2 4 15 297
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 0 0 1 252 0 4 18 867
Total Journal Articles 1 1 3 1,152 3 11 99 3,292

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Statistics updated 2026-09-10