Asad Dossani

COLOSTATE-adossani
Assistant Professor, Finance and Real Estate, Academic Department
Main
Rockwell Hall, Rm. 324
(970) 491-2870
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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

Direct Versus Iterated Multi-Period Volatility Forecasts: Why MIDAS Is King, with Eric Ghysels, Alberto Plazzi, Rossen Valkanov, and Antonio Rubia

Monetary Policy Shocks and Variance Risk Premia

Central Bank Tone and Currency Risk Premia

Publications

Option augmented density forecasts of market returns with monotone pricing kernel, with Brendan K. BeareQuantitative Finance, 2018, 18(4): 623-635.