Asad Dossani

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