Samuel Rosen

Temple University, Fox School of Business

Fox School of Business and Management

Philadelphia, PA 19122

United States

http://sites.google.com/view/samuel-rosen/

SCHOLARLY PAPERS

6

DOWNLOADS

753

CITATIONS

0

Scholarly Papers (6)

Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads

Number of pages: 67 Posted: 31 Jan 2017 Last Revised: 31 Oct 2018
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System, Temple University, Fox School of Business and Board of Governors of the Federal Reserve System
Downloads 177 (166,037)

Abstract:

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Risk neutral distributions, CDS spreads, Cross-section of expected returns

Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads

FRB International Finance Discussion Paper No. 1212
Number of pages: 62 Posted: 07 Sep 2017
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Temple University, Fox School of Business
Downloads 34 (449,443)

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Risk neutral distributions, CDS spreads, Cross-section of expected returns

2.

Uncertainty-Induced Reallocations and Growth

Number of pages: 57 Posted: 18 Nov 2016 Last Revised: 05 Dec 2017
Duke University and NBER, Finance Department, Bocconi University, Fuqua School of Business, Duke University and Temple University, Fox School of Business
Downloads 190 (155,783)

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Uncertainty shocks, Reallocation, Safe Public Capital

3.

De-crypto-ing Signals in Initial Coin Offerings: Evidence of Rational Token Retention

Number of pages: 55 Posted: 06 Dec 2018 Last Revised: 02 May 2019
Tetiana Davydiuk, Deeksha Gupta and Samuel Rosen
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University and Temple University, Fox School of Business
Downloads 126 (219,810)

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asymmetric information, signaling, entrepreneurial financing, ICOs

4.

Adding Fuel to the Fire Sales: Banks, Capital Regulation, and Systemic Risk

Fox School of Business Research Paper No. 18-022
Number of pages: 84 Posted: 05 Jun 2018 Last Revised: 08 Nov 2018
Samuel Rosen
Temple University, Fox School of Business
Downloads 101 (257,832)

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bank capital regulation, systemic risk, fire sales, macroprudential policy

Assessing and Combining Financial Conditions Indexes

Number of pages: 38 Posted: 24 May 2013
Sirio Aramonte, Samuel Rosen and John W. Schindler
Bank for International Settlements (BIS), Temple University, Fox School of Business and Board of Governors of the Federal Reserve System
Downloads 79 (303,621)

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Financial conditions indexes, stock returns predictability, forecasting

Assessing and Combining Financial Conditions Indexes

FEDS Working Paper No. 2013-39
Number of pages: 39 Posted: 31 May 2017
Sirio Aramonte, John W. Schindler and Samuel Rosen
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Temple University, Fox School of Business
Downloads 15 (558,873)

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6.

SONOMA: A Small Open ecoNOmy for MAcrofinance

Kenan Institute of Private Enterprise Research Paper No. 19-2
Number of pages: 49 Posted: 29 Nov 2018 Last Revised: 16 Jan 2019
Finance Department, Bocconi University, Board of Governors of the Federal Reserve System and Temple University, Fox School of Business
Downloads 31 (452,141)

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Small Open Economy, Credit Shocks, Asset Pricing