Asad Dossani

COLOSTATE-adossani
Assistant Professor, Finance and Real Estate, Academic Department
Main
Rockwell Hall, Rm. 324
(970) 491-3870
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ABOUT

I am an Assistant Professor of Finance at Colorado State University. My research areas are asset pricing, financial econometrics, and monetary economics. I received my PhD in Economics from the University of California San Diego.

Working Papers

Risk, Return, and Inflation Expectations

Monetary Policy and Market Volatility

Central Bank Tone and Currency Risk Premia

Publications

Uncertainty and Energy Extraction, with John Elder, Applied Economics, forthcoming.

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.