Joshua V. Rosenberg - Central Bank Research Hub

Papers by year: All | 2008 | 2007 | 2006 | 2004

	Title	Other author(s)
Abstract Full text	Signal or Noise? Implications of the Term Premiumfor Recession Forecasting New York Fed Economic policy review [View] (Paper: 0807rose, 30.07.2008) JEL: C53, E37, E43, E52	Samuel Maurer
Abstract Full text	The Effect of Employee Stock Options on Bank Investment Choice, Borrowing, and Capital New York Fed Staff reports [View] (Paper: 305, 19.10.2007) JEL: G21, G28, G32, J33, M41	Hamid Mehran
Abstract Full text	How Do Treasury Dealers Manage Their Positions? New York Fed Staff reports [View] (Paper: 299, 23.08.2007) JEL: G12, G20, G24	Michael J. Fleming
Abstract Full text	Price Discovery in the Foreign Currency Futuresand Spot Market New York Fed Staff reports [View] (Paper: 262, 01.11.2006) JEL: F31, G13, G15	Leah G. Traub
Abstract Full text	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk New York Fed Staff reports [View] (Paper: 254, 01.08.2006) JEL: G10, G12	Tobias Adrian
Abstract Full text	A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk New York Fed Staff reports [View] (Paper: 185, 13.05.2004) JEL: G10, G20, G28	Til Schuermann
Abstract Full text	Nonparametric Pricing of Multivariate Contingent Claims New York Fed Staff reports [View] (Paper: 162, 25.03.2004) JEL: C13, G14
Abstract Full text	The Impact of CEO Turnover on Equity Volatility New York Fed Staff reports [View] (Paper: 166, 25.03.2004) JEL: G14, G34	Matthew J. Clayton Jay C. Hartzell

Papers by year: All | 2008 | 2007 | 2006 | 2004