Joshua V. Rosenberg |
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Executive Vice President |
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With Leah G. Traub Journal of Derivatives, Vol. 17, No. 2, 2009, pp. 7-25. See also ›› Previously circulated as Federal Reserve Bank of New York Staff Reports, No. 262, September 2007 Signal or Noise? Implications of the Term Premium for Recession Forecasting With Samuel Maurer Federal Reserve Bank of New York Economic Policy Review,July 2008 Volume 14, Number 1 With Tobias Adrian Journal of Finance, Vol. 63, No. 6, 2008, pp. 2997-3030. See also Previously circulated as Federal Reserve Bank of New York Staff Reports, No. 254, September 2007 With Til Schuermann Journal of Financial Economics,Vol. 79, No. 3, 2006, pp. 569-614 69 pages / 629 kb See also Previously circulated as Federal Reserve Bank of New York Staff Reports No. 185, May 2004 With Matthew Clayton and Jay Hartzell Journal of Business,2005, Vol. 78, No. 5, pp. 1779-1808 See also Working paper version, Federal Reserve Bank of New York Staff Reports No. 166, April 2003 Claims Journal of Derivatives,Vol. 10, No. 3, 2003, pp. 9-26 See also Working paper version, Federal Reserve Bank of New York Staff Reports No. 162, March 2003 With Robert F. Engle Journal of Financial Economics,Vol. 64, no. 3, 2002, pp. 341-372 See also Working paper version ![]() 60 pages / 488 kb With Robert Engle Journal of Derivatives,Vol. 8, No. 1, 2000, pp. 10-28 Journal of Derivatives,Vol. 7, No. 3, 2000, pp. 51-64 Journal of Derivatives,Vol. 6, No. 4, 1999, pp. 94-97 Journal of International Money and Finance,Vol. 17, No. 2, 1998, pp. 229 - 247 With Robert Engle Journal of Derivatives,Vol. 2, No. 4, 1995, pp. 47-59 See also Reprinted in Volatility: New Estimation Techniques for Pricing Derivatives, ed. Robert Jarrow, Risk Books, 1998, pp. 391-400 Small Cap Stocks: Investment and Portfolio Strategies for the Institutional Investor,Robert Klein and Jess Lederman eds., Probus Publishing Co., 1993, pp. 281-294 Joshua Rosenberg's CV |