Joshua V. Rosenberg - Concepedia

Author

Joshua V. Rosenberg

Federal Reserve Bank of New York ORCID

Also Known As

Giang Nguyen, J Rosenberg, J.V. Rosenberg, JOSHUA ROSENBERG, Joshua Rosenberg, Joshua V Rosenberg, Joshua V. Rosenberg

Publications

1.6K

Citations

H-Index

Concepts

All Affiliations

Federal Reserve Bank of New York The University of Texas at Austin New York University Rutgers, The State University of New Jersey University of Virginia

About

Joshua V. Rosenberg is an author at Federal Reserve Bank of New York specializing in business, finance, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	7	7	667
2	Management	4	4	577
3	Engineering	3	3	90
4	Economics	3	3	513
5	Epidemiology	1	1	57

Joshua V. Rosenberg

Publications

1.5K

Citations

H-Index

Page 1

	Year	Citations
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk Tobias Adrian, Joshua V. Rosenberg The Journal of Finance Empirical FinanceVolatility ModelingAsset PricingCorporate Risk ManagementLong‐run Components	2008	452
Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk Tobias Adrian, Joshua V. Rosenberg SSRN Electronic Journal	2006	140
The Information Content of FOMC Minutes Ellyn R Boukus, Joshua V. Rosenberg SSRN Electronic Journal	2006	127
A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk Joshua V. Rosenberg, Til Schuermann SSRN Electronic Journal	2004	104
Implied Volatility Functions Joshua V. Rosenberg The Journal of Derivatives	2000	90
Empirical pricing kernels Joshua V. Rosenberg Journal of Financial Economics Asset PricingReproducing Kernel MethodDerivative PricingEmpirical Pricing KernelsEconomic Analysis	2002	82
The Effect of Employee Stock Options on Bank Investment Choice, Borrowing, and Capital Hamid Mehran, Joshua V. Rosenberg SSRN Electronic Journal	2007	78
The Impact of CEO Turnover on Equity Volatility Joshua V. Rosenberg, Matthew J. Clayton, Jay C. Hartzell SSRN Electronic Journal	2003	66
A general approach to integrated risk management with skewed, fat-tailed risks Joshua V. Rosenberg, Til Schuermann Journal of Financial Economics EpidemiologyFinancial Risk ManagementStatisticsRisk ManagementManagement	2005	57
Pricing multivariate contingent claims using estimated risk–neutral density functions Joshua V. Rosenberg Journal of International Money and Finance Volatility ModelingMultivariate Stochastic VolatilityPricing ModelsAsset PricingFinancial Economics	1998	44

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