Asad Dossani

COLOSTATE-adossani
Assistant Professor
Department of Finance and Real Estate

(970) 491-3870
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About

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

Working Papers

Inference in Direct Multi-Step and Long Horizon Forecasting Regressions

Publications

Estimation and Inference in Low Frequency Factor Model Regressions with Overlapping Observations, Journal of Empirical Finance, 2024, 78: 101536.

Monetary Policy and Curreny Variance Risk Premia, Research in International Business and Finance, 2024, 69: 102288.

Uncertainty and Investment: Evidence from Domestic Oil Rigs, with John Elder, Journal of Futures Markets, 2024,  44(2): 323–340.

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.