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Adrian, Tobias [Author] ; Rosenberg, Joshua V. [Other]

Stock Returns and Volatility : Pricing the Short-Run and Long-Run Components of Market Risk

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[S.l.]: SSRN, [2013]

Published in: FRB of New York Staff Report ; No. 254
Fleming, Michael J. [Author] ; Rosenberg, Joshua V. [Other]

How Do Treasury Dealers Manage Their Positions?

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[S.l.]: SSRN, [2010]

Published in: FRB of New York Staff Report ; No. 299
Mehran, Hamid [Author] ; Rosenberg, Joshua V. [Other]

The Effect of Employee Stock Options on Bank Investment Choice, Borrowing, and Capital

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[S.l.]: SSRN, [2007]

Published in: FRB of New York Staff Report ; No. 305
Fleming, Michael J. [Author] ; Rosenberg, Joshua V. [Other]

How do Treasury Dealers Manage their Positions?

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[S.l.]: SSRN, [2007]
Engle, Robert F. [Author] ; Rosenberg, Joshua V. [Other]

Testing the Volatility Term Structure Using Option Hedging Criteria

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-96-024
Engle, Robert F. [Author] ; Rosenberg, Joshua V. [Other]

Testing the Volatility Term Structure Using Option Hedging Criteria

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-98-031
Boukus, Ellyn [Author] ; Rosenberg, Joshua V. [Other]

The Information Content of FOMC Minutes

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[S.l.]: SSRN, [2006]
Engle, Robert F. [Author] ; Rosenberg, Joshua V. [Other] National Bureau of Economic Research

GARCH Gamma

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Cambridge, Mass: National Bureau of Economic Research, May 1995

Published in: NBER working paper series ; no. w5128
Ashcraft, Adam B. [Author] ; Malz, Allan [Other]; Rosenberg, Joshua V. [Other]

The Term Asset-Backed Securities Lending Facility

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[S.l.]: SSRN, [2009]
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other]

GARCH Gamma

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[S.l.]: SSRN, [2010]

Published in: NBER Working Paper ; No. w5128
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other]

Hedging Options in a GARCH Environment : Testing the Term Structure of Stochastic Volatility Models

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[S.l.]: SSRN, [2010]

Published in: NBER Working Paper ; No. w4958
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other]

Option Hedging Using Empirical Pricing Kernels

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[S.l.]: SSRN, [2010]

Published in: NBER Working Paper ; No. w6222
Rosenberg, Joshua V. [Author]

Nonparametric Pricing of Multivariate Contingent Claims

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[S.l.]: SSRN, [2009]

Published in: NYU Working Paper ; No. FIN-00-001
Rosenberg, Joshua V. [Author]

Semiparametric Pricing of Multivariate Contingent Claims

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[S.l.]: SSRN, [2009]

Published in: NYU Working Paper ; No. FIN-99-028
Rosenberg, Joshua V. [Author]

Asset Pricing Puzzles : Evidence from Options Markets

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-99-025
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other]

Empirical Pricing Kernels

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-98-030
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other]

Empirical Pricing Kernels

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. S-DRP-99-01
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other]

Empirical Pricing Kernels

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-99-014
Rosenberg, Joshua V. [Author]

Empirical Tests of Interest Rate Model Pricing Kernels

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-99-015
Rosenberg, Joshua V. [Author]

Implied Volatility Functions : A Reprise

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-99-027

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