Nottingham University Business School
  • Print
   
   

Dr Shamim Ahmed

Image of Staff Member
PhD (University of Essex)
Assistant Professor in Finance

Division: Industrial Economics and Finance
E-mail: Shamim.Ahmed@nottingham.ac.uk
Tel: +44 (0) 115 8232359
Location: B30c (South Building, Jubilee Campus)

Research Interests
International Finance, Asset Pricing, and Macrofinance

Administrative Roles
Research Series Co-ordinator (Finance)
I am module convenor of the following modules:


Undergraduate

International Finance
International Finance


MSc

International Finance
Current Research Activities
International Finance, Empirical Asset Pricing, and Macro finance.
I am currently supervising the following Research Students:

Ali Shakil Khan
Syed Ehsan Mahmud
Ziwen Bu
 

Publications from 2005 to the present day

Journal Articles

Ahmed, S.; Liu, X.; Valente, G.(2016)., "Can currency-based risk factors help forecast exchange rates?", International Journal of Forecasting, Vol.32 (1), pp. 75-97.

Ahmed, S.; Tsvetanov, D.(2016)., "The Predictive Performance of Commodity Futures Risk Factors", Journal of Banking and Finance, Vol.71, 20-36.

Jiang, Y; Ahmed, S; Liu, X(2016)., "Volatility forecasting in the Chinese commodity futures market with intraday data", Review of Quantitative Finance and Accounting, forthcoming 2016.

Ahmed, S.; Valente, G.(2015)., "Understanding the price of volatility risk in carry trades", Journal of Banking and Finance, Vol.57, pp. 118-129.

Ahmed, S.; Wirjanto, T.S.(2008)., "The impact of sales taxation on internet commerce - an empirical analysis", Economics Letters, Vol.99 (3), pp. 557-560.

 

 

Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667
email: business-enquiries@nottingham.ac.uk