Details about Deepa Dhume Datta

Access statistics for papers by Deepa Dhume Datta.

Last updated 2020-08-08. Update your information in the RePEc Author Service.

Short-id: pda862

Working Papers

2020

1. What is Certain about Uncertainty?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2019

2. Revisions to the Federal Reserve Dollar Indexes
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2018

3. Oil, Equities, and the Zero Lower Bound
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   Also in BIS Working Papers, Bank for International Settlements (2017) View citations (10)

2017

4. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)

2014

5. Generating Options-Implied Probability Densities to Understand Oil Market Events
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article in Energy Economics (2017)

2012

6. Nonparametric HAC estimation for time series data with missing observations
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

Journal Articles

2017

1. Forecasting China's Role in World Oil Demand
   FRBSF Economic Letter, 2017 View citations (1)
2. Generating options-implied probability densities to understand oil market events
   Energy Economics, 2017, 64, (C), 440-457 View citations (16)
   See also Working Paper (2014)