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Details about Deepa Dhume Datta

E-mail:
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Deepa Dhume Datta.

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

Short-id: pda862


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Working Papers

2020

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

2019

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

2018

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

2017

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

2014

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

2012

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

Journal Articles

2017

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