Joshua Rosenberg
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Joshua |
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Rosenberg |
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Contact
Affiliations
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Federal Reserve Bank of New York
Research profile
author of:
- Empirical pricing kernels (RePEc:eee:jfinec:v:64:y:2002:i:3:p:341-372)
by Rosenberg, Joshua V. & Engle, Robert F. - A general approach to integrated risk management with skewed, fat-tailed risks (RePEc:eee:jfinec:v:79:y:2006:i:3:p:569-614)
by Rosenberg, Joshua V. & Schuermann, Til - Pricing multivariate contingent claims using estimated risk-neutral density functions (RePEc:eee:jimfin:v:17:y:1998:i:2:p:229-247)
by Rosenberg, Joshua V. - Stock returns and volatility: pricing the long-run and short-run components of market risk (RePEc:fip:fedgpr:y:2005:x:33)
by Tobias Adrian & Joshua V. Rosenberg - Signal or noise? Implications of the term premium for recession forecasting (RePEc:fip:fednep:y:2008:i:jul:p:1-11:n:v.14no.1)
by Samuel Maurer & Joshua V. Rosenberg - Operational risk management at the Federal Reserve Bank of New York (RePEc:fip:fednsp:195)
by Joshua V. Rosenberg - Why do risk events occur? Insights from accident models: remarks at the 7th Annual Risk Americas 2018 Conference, New York City (RePEc:fip:fednsp:285)
by Joshua V. Rosenberg - Thrive in Any Environment: Strengthening Resilience Through Risk Management (RePEc:fip:fednsp:334)
by Joshua V. Rosenberg - Things That Have Never Happened Before Happen All the Time (RePEc:fip:fednsp:94974)
by Joshua V. Rosenberg - Nonparametric pricing of multivariate contingent claims (RePEc:fip:fednsr:162)
by Joshua V. Rosenberg - The impact of CEO turnover on equity volatility (RePEc:fip:fednsr:166)
by Matthew J. Clayton & Jay C. Hartzell & Joshua V. Rosenberg - A general approach to integrated risk management with skewed, fat-tailed risks (RePEc:fip:fednsr:185)
by Joshua V. Rosenberg & Til Schuermann - Stock returns and volatility: pricing the short-run and long-run components of market risk (RePEc:fip:fednsr:254)
by Tobias Adrian & Joshua V. Rosenberg - Price discovery in the foreign currency futures and spot market (RePEc:fip:fednsr:262)
by Joshua V. Rosenberg & Leah G. Traub - How do treasury dealers manage their positions? (RePEc:fip:fednsr:299)
by Michael J. Fleming & Giang Nguyen & Joshua V. Rosenberg - The effect of employee stock options on bank investment choice, borrowing, and capital (RePEc:fip:fednsr:305)
by Hamid Mehran & Joshua V. Rosenberg - Testing the Volatility Term Structure Using Option Hedging Criteria (RePEc:fth:nystfi:96-24)
by Robert F. Engle & Joshua Rosenberg - Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions (RePEc:fth:nystfi:96-36)
by Joshua Rosenberg - Testing the Volatility Term Structure using Option Hedging Criteria (RePEc:fth:nystfi:98-031)
by Robert F. Engle & Joshua Rosenberg - Pricing Multivariate Contingent Claims using Estimated Risk-neutral Density Functions (RePEc:fth:nystfi:98-057)
by Joshua Rosenberg - Empirical Pricing Kernels (RePEc:fth:nystfi:99-014)
by Joshua Rosenberg & Robert F. Engle - Empirical Tests of Interest Rate Model Pricing Kernels (RePEc:fth:nystfi:99-015)
by Joshua Rosenberg - Asset Pricing Puzzles: Evidence from Options Markets (RePEc:fth:nystfi:99-025)
by Joshua Rosenberg - Option-Based Tests of Interest Rate Diffusion Functions (RePEc:fth:nystfi:99-026)
by Joshua Rosenberg - Implied Volatility Functions: A Reprise (RePEc:fth:nystfi:99-027)
by Joshua Rosenberg - Semiparametric Pricing of Multivariate Contingent Claims (RePEc:fth:nystfi:99-028)
by Joshua Rosenberg - Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models (RePEc:nbr:nberwo:4958)
by Robert F. Engle & Joshua Rosenberg - GARCH Gamma (RePEc:nbr:nberwo:5128)
by Robert F. Engle & Joshua V. Rosenberg - Option Hedging Using Empirical Pricing Kernels (RePEc:nbr:nberwo:6222)
by Joshua V. Rosenberg & Robert F. Engle - The Impact of CEO Turnover on Equity Volatility (RePEc:ucp:jnlbus:v:78:y:2005:i:5:p:1779-1808)
by Matthew C. Clayton & Jay C. Hartzell & Joshua Rosenberg