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Number of items: 8.


Ahmed, Shamim ORCID: 0000-0003-3712-5213, Liu, Xiaoquan and Valente, Giorgio
(2016) Can currency-based risk factors help forecast exchange rates? International Journal of Forecasting, 32 (1). 75 - 97.


Nguyen, Thach Vu Hong, Ahmed, Shamim ORCID: 0000-0003-3712-5213, Chevapatrakul, Thanaset and Onali, Enrico
(2020) Do stress tests affect bank liquidity creation? Journal of Corporate Finance.


Ahmed, Shamim ORCID: 0000-0003-3712-5213, Judge, Amrit and Mahmud, Syed
(2018) Does derivatives use reduce the cost of equity? International Review of Financial Analysis, 60. 1 - 16.


Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Valente, Giorgio
(2015) Understanding the price of volatility risk in carry trades. Journal of Banking & Finance, 57. 118 - 129.


Jiang, Ying, Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Liu, Xiaoquan
(2017) Volatility forecasting in the Chinese commodity futures market with intraday data. Review of Quantitative Finance and Accounting, 48 (4). 1123 - 1173.


Cai, Haidong, Ahmed, Shamim, Jiang, Ying ORCID: 0000-0002-1214-6598 and Liu, Xiaoquan ORCID: 0000-0002-1765-4524
(2020) The impact of US macroeconomic news announcements on Chinese commodity futures. Quantitative Finance. 1 - 40.


Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Wirjanto, Tony S
(2008) The impact of sales taxation on internet commerce — An empirical analysis. Economics Letters, 99 (3). 557 - 560.


Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Tsvetanov, Daniel
(2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. 20 - 36.

This list was generated on Sun Oct 18 04:54:07 2020 BST.