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Number of items: 2.
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.
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.
pp. 118-129.