Asad Dossani
Assistant Professor, Finance and Real Estate, Academic Department at Colorado State University
Schools
- Colorado State University
Links
Biography
Colorado State University
I am an Assistant Professor of Finance at Colorado State University. My research interests are international finance, financial econometrics, monetary policy, and asset pricing. I received my PhD in Economics from the University of California San Diego.
Working Papers
- Uncertainty and Investment: Evidence from Domestic Oil Rigs, with John Elder
- Monetary Policy and Curreny Variance Risk Premia
Publications
- Central Bank Tone and Currency Risk Premia, Journal of International Money and Finance, 2021, 117: 102424
- Uncertainty and Energy Extraction, with John Elder, Applied Economics, 2020, 52(55), 6031-6034
- Direct Versus Iterated Multi-Period Volatility Forecasts: Why MIDAS Is King, with Eric Ghysels, Alberto Plazzi, Rossen Valkanov, and Antonio Rubia, Annual Review of Financial Economics, 2019, 11: 173-195.
- Option augmented density forecasts of market returns with monotone pricing kernel, with Brendan K. Beare, Quantitative Finance, 2018, 18(4): 623-635.
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