Asad Dossani

Colorado State University, Fort Collins - College of Business

Fort Collins, CO 80523

United States

SCHOLARLY PAPERS

5

DOWNLOADS

355

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (5)

Direct Versus Iterated Multi-Period Volatility Forecasts

Swiss Finance Institute Research Paper No. 19-02 (2019), Kenan Institute of Private Enterprise Research Paper No. 19-7
Number of pages: 37 Posted: 31 Jan 2019 Last Revised: 28 Sep 2019
University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute, University of California, San Diego (UCSD) - Rady School of Management, University of Alicante, Department of Financial Economics and Colorado State University, Fort Collins - College of Business
Downloads 202 (169,323)

Abstract:

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volatility forecasting, multi-period forecasts, mixed-data sampling

2.

Central Bank Tone and Currency Risk Premia

Number of pages: 39 Posted: 05 Jan 2019 Last Revised: 18 Jan 2020
Asad Dossani
Colorado State University, Fort Collins - College of Business
Downloads 62 (392,509)

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Monetary Policy, Risk Aversion, Exchange Rates

3.

Monetary Policy and Market Volatility

Number of pages: 30 Posted: 20 Dec 2018 Last Revised: 18 Jan 2020
Asad Dossani
Colorado State University, Fort Collins - College of Business
Downloads 52 (426,638)

Abstract:

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monetary policy, shadow short rate, implied volatility, volatility swap

4.

Risk, Return, and Inflation Expectations

Number of pages: 32 Posted: 09 Aug 2019
Asad Dossani
Colorado State University, Fort Collins - College of Business
Downloads 39 (478,738)

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Inflation Expectations, Implied Volatility, Implied Skewness

5.

Direct versus Iterated Multiperiod Volatility Forecasts

Annual Review of Financial Economics, Vol. 11, pp. 173-195, 2019
Posted: 12 Jan 2020
University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute, University of California, San Diego (UCSD) - Rady School of Management, University of Alicante, Department of Financial Economics and Colorado State University, Fort Collins - College of Business

Abstract:

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