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