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Rosenberg, Joshua V.


 SSRN Author Rank: 2,910 by Downloads
 Research Officer
 

Federal Reserve Bank of New York


 33 Liberty Street
 New York, NY 10045
 United States
 212-720-6317 (Phone)
 212-720-1582 (Fax)
 HOME PAGE: http://www.ny.frb.org/research/economists/rosenberg/index.html
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. Rosenberg, Joshua V.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,656
Total
Citations
460
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Schuermann, Til
Oliver Wyman
Posted:
14 May 04
Last Revised:
17 Feb 06
1,665
(4,870)
35

2.  
Clayton, Matthew J.
University of Virginia (UVA) - McIntire School of Commerce
Hartzell, Jay C.
University of Texas at Austin - Department of Finance
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
10 Jun 00
994
(11,511)
39

3.  
Adrian, Tobias
Federal Reserve Bank of New York
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
21 Jul 06
886
(13,710)
57

4.   Incl. Electronic Paper
Clayton, Matthew J.
University of Virginia (UVA) - McIntire School of Commerce
Hartzell, Jay C.
University of Texas at Austin - Department of Finance
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
29 Jun 04
Last Revised:
29 Dec 08
645
(21,867)
38

5.   Incl. Electronic Paper
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
21 Dec 97
Last Revised:
06 Oct 10
625
(22,782)
33

6.  
Price Discovery in the Foreign Currency Futures and Spot Market | Show Abstract | Download |
FRB of New York Staff Report No. 262
Working Paper Series
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Traub, Leah Goldman
Lord Abbett
Posted:
08 Aug 06
491
(31,645)
6

7.   Incl. Electronic Paper
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
06 May 03
Last Revised:
10 Feb 09
433
(37,207)
26

8.  
Mehran, Hamid
Federal Reserve Bank of New York
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
22 Oct 07
380
(43,685)
24

9.   Incl. Electronic Paper
Fleming, Michael J.
Federal Reserve Bank of New York
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
22 Mar 07
Last Revised:
10 Jun 10
300
(57,928)
7

10.  
Boukus, Ellyn
Yale University
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
08 Aug 06
289
(60,442)
13

11.   Incl. Electronic Paper
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
07 Nov 08
Last Revised:
11 Nov 08
212
(84,163)
5

12.  
Signal or Noise? Implications of the Term Premium for Recession Forecasting | Show Abstract | Download |
Federal Reserve Bank of New York - Economic Policy Review, Vol. 14, No. 1, July 2008
Accepted Paper Series
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Maurer, Samuel
Federal Reserve Banks - Federal Reserve Bank of New York
Posted:
06 Jun 08
Last Revised:
31 Jul 08
157
(111,755)
3

13.  
Implied Volatility Functions: A Reprise | Show Abstract | Download |
NYU Working Paper No. FIN-99-027
Working Paper Series
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
07 Nov 08
147
(118,323)
8

14.   Incl. Electronic Paper
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
02 Jun 03
Last Revised:
16 Dec 08
108
(150,982)
113

15.  
Semiparametric Pricing of Multivariate Contingent Claims | Show Abstract | Download |
NYU Working Paper No. FIN-99-028
Working Paper Series
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
07 Nov 08
66
(205,747)
26

16.  
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
11 Nov 08
59
(217,994)
17

17.   Incl. Electronic Paper
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
10 Oct 98
Last Revised:
30 Jul 10
59
(217,994)
6

18.  
Empirical Tests of Interest Rate Model Pricing Kernels | Show Abstract | Download |
NYU Working Paper No. FIN-99-015
Working Paper Series
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
07 Nov 08
48
(240,069)
1

19.  
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Posted:
05 Sep 00
39
(260,725)
 

20.  
Asset Pricing Puzzles: Evidence from Options Markets | Show Abstract | Download |
NYU Working Paper No. FIN-99-025
Working Paper Series
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
07 Nov 08
33
(276,774)
3

21.  
Option-Based Tests of Interest Rate Diffusion Functions | Show Abstract | Download |
NYU Working Paper No. FIN-99-026
Working Paper Series
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
07 Nov 08
20
(323,396)
 

22.  
Ashcraft, Adam B.
Federal Reserve Bank of New York
Malz, Allan
Federal Reserve Banks - Federal Reserve Bank of New York
Rosenberg, Joshua V.
Federal Reserve Bank of New York
Posted:
18 Mar 09
 


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