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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).
pp. 75-97.
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).
pp. 1123-1173.
Cai, Haidong, Ahmed, Shamim ORCID: 0000-0003-3712-5213, Jiang, Ying and Liu, Xiaoquan
(2020)
The impact of US macroeconomic news announcements on Chinese commodity futures.
QUANTITATIVE FINANCE, 20 (12).
pp. 1927-1966.