Nottingham University Business School
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Dr Shamim Ahmed

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

Division: Finance, Risk and Banking
E-mail: Shamim.Ahmed@nottingham.ac.uk
Tel: +44 (0) 115 8232359
Location: B23 (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 (N13313)


Details of all modules can be found on MyNottingham

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

Syed Ehsan Mahmud
Vu Hong Thach Nguyen
Ziwen Bu
 

Publications from 2005 to the present day

Journal Articles

Ahmed, S., Judge, A., Mahmud, S. E. (2018), "Does derivatives use reduce the cost of equity?", International Review of Financial Analysis, forthcoming 2018.

Ahmed, S.; Bu, Z.; Tsvetanov, D. (2018), "Best of the best: A comparison of factor models", Journal of Financial and Quantitative Analysis, forthcoming 2018.

Jiang, Y; Ahmed, S; Liu, X, (2017), "Volatility forecasting in the Chinese commodity futures market with intraday data", Review of Quantitative Finance and Accounting, Vol.48, 1123-1173.

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.

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