Asad Dossani

Assistant Professor, Finance and Real Estate Academic Department
(970) 491-3870
decorative divider


I am an Assistant Professor of Finance at Colorado State University. My research interests are financial econometrics, asset pricing, monetary policy, and international finance.

Working Papers

Estimation and Inference in Low Frequency Factor Model Regressions with Overlapping Observations

Inference in Direct Multi-Step and Long Horizon Forecasting Regressions

Uncertainty and Investment: Evidence from Domestic Oil Rigs, with John Elder

Monetary Policy and Curreny Variance Risk Premia


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. BeareQuantitative Finance, 2018, 18(4): 623-635.