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TheEconomists

Photo of Deepa Dhume Datta

deepa.d.datta@frb.gov
Education
  • Ph.D., Economics, Harvard University, 2011
  • B.A., Economics, Harvard University, 2005
  • Current Research Topics

  • Commodities Returns and Asset Pricing
  • Options and Probability Density Functions
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - present
    • Adjunct Professor

      Johns Hopkins University

    • 2014
  • conference

    September 2013

    NBER-NSF Time Series Conference

    Nonparametric HAC Estimation for Time Series Data with Missing Observations

  • conference

    November 2013

    Southern Finance Association

    Using Durable Consumption Risk to Explain Commodities Returns

  • conference

    June 2013

    Western Finance Association

    Using Durable Consumption Risk to Explain Commodities Returns

  • conference

    July 2012

    NBER Summer Institute

    Using Options-Implied PDFs to Understand Oil Market Events

Referee

  • Economic Letters
  • Journal of Applied Econometrics
  • Journal of Econometrics
  • Journal of Finance
  • Journal of Financial Economics
  • Journal of Futures Markets
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Last update: December 8, 2014