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Photo of Deepa Dhume Datta

Deepa Dhume Datta

Principal Economist

Trade and Quantitative Studies Section

International Finance


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

    June 2016

    Systems Committee on International Economic Analysis

    The Correlation of Oil and Equity Prices: The Role of the Zero Lower Bound

  • conference

    November 2015

    Southern Economics Association Annual Meetings

    Commodity Currencies and Trade Shares

  • discussion

    November 2015

    Southern Economics Association Annual Meetings

    "International Trade and Internal Migration: Theory and Evidence from China" by X. Wang

  • conference

    June 2015

    Western Economics Association Annual Meetings

    Commodity Currencies and Trade Shares

  • discussion

    June 2015

    Western Economics Association Annual Meetings

    "Commodity Currency Predictions: the Role of Expectations" by Y. Chen, S. Lee, and M. Mehra

  • seminar

    April 2015

    American University Kogod School of Business

    Commodity Currencies and Trade Shares

  • conference

    March 2015

    International Symposium on Energy and Finance Issues

    Using Options-Implied PDFs to Understand Oil Market Events

  • conference

    November 2013

    Southern Finance Association Annual Meetings

    Using Durable Consumption Risk to Explain Commodities Returns

  • discussion

    November 2013

    Southern Finance Association Annual Meetings

    "Oil Price Shocks And Russia-U.S. Exchange Rate Overshooting" by N. Volkov and K. Yuhn

  • conference

    September 2013

    NBER-NSF Time Series Conference

    Nonparametric HAC Estimation for Time Series Data with Missing Observations

  • conference

    June 2013

    Western Finance Association Annual Meetings

    Using Durable Consumption Risk to Explain Commodities Returns

  • discussion

    November 2012

    ECB-Norges Bank Monetary Policy and Commodity Prices Workshop

    "Oil Prices, Exchange Rates and Asset Prices" by M. Fratzscher, D. Schneider, and I. Van Robays

  • discussion

    November 2012

    Southern Economics Association Annual Meetings

    "Impact of Idiosyncratic Volatility on Stock Returns: A Cross Sectional Study" by S. Khovansky and O. Zhylyevskyy

  • conference

    July 2012

    NBER Summer Institute

    Using Options-Implied PDFs to Understand Oil Market Events

Referee

  • Economics Letters
  • Energy Journal
  • Journal of Applied Econometrics
  • Journal of Applied Statistics
  • Journal of Banking and Finance
  • Journal of Econometrics
  • Journal of Finance
  • Journal of Financial Economics
  • Journal of Futures Markets
  • Journal of Macroeconomics
  • Review of Economics and Statistics
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Last update: September 26, 2016