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
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:


International Finance (N13313)


International Finance (N14093)

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.; 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

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667