Deepa Dhume Datta - Central Bank Research Hub

Papers by year: All | 2017 | 2014 | 2012

Title Other author(s)

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1216, 21.11.2017)

JEL: E6, G1, G15

Generating Options-Implied Probability Densities to Understand Oil Market Events

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1122, 04.11.2014)

JEL: C13, G13, G14

Nonparametric HAC Estimation for Time Series Data with Missing Observations

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1060, 10.11.2012)

Papers by year: All | 2017 | 2014 | 2012