Working Papers

The Effect of Employee Stock Options on Bank Investment Choice, Borrowing, and Capital
With Hamid Mehran
Federal Reserve Bank of New York Staff Reports, No. 305, October 2007

Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk
With Tobias Adrian
Federal Reserve Bank of New York Staff Reports, No. 254, September 2007

Price Discovery in the Foreign Currency Futures and Spot Market
With Leah G. Traub
Federal Reserve Bank of New York Staff Reports, No. 262, September 2007

How Do Treasury Dealers Manage Their Positions?
With Michael J. Fleming
Federal Reserve Bank of New York Staff Reports, No. 299, August 2007

The information content of FOMC minutes  
With Ellyn Boukus
July 2006
53 pages / 285 kb

Asset pricing puzzles: Evidence from options markets 
September 2000
51 pages / 584 kb

Empirical tests of interest rate model pricing kernels May 1999

Joshua Rosenberg's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.