Concepedia

Shamim Ahmed

SA

10

Publications

235

Citations

10

H-Index

2007

Active since

Affiliations

University of Nottingham(Current)

University of Nottingham Ningbo China

Bangladesh Bank

University of Waterloo

University of Liverpool

Shamim Ahmed is an author at University of Nottingham specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsEngineeringForecastingAsset PricingRisk ManagementLawTaxationEducation

Publications per year

2007–2020

10

Publications

10

Best of the Best: A Comparison of Factor Models

Shamim Ahmed, Ziwen Bu, Daniel Tsvetanov · Journal of Financial and Quantitative Analysis · 2018 · 47 citations · Full text

Q -Factor Model, Parallel Analysis, Latent Modeling +11

Do stress tests affect bank liquidity creation?

Thach Vu Hong Nguyen, Shamim Ahmed, Thanaset Chevapatrakul et al. · Journal of Corporate Finance · 2020 · 39 citations · Full text

Financial System, Do Stress Tests, Financial Intermediation +4

Can currency-based risk factors help forecast exchange rates?

Shamim Ahmed, Xiaoquan Liu, Giorgio Valente · International Journal of Forecasting · 2015 · 29 citations · Full text

Currency Risk, Economics, Monetary Policy +7

The predictive performance of commodity futures risk factors

Shamim Ahmed, Daniel Tsvetanov · Journal of Banking & Finance · 2016 · 27 citations · Full text

Engineering, Asset Pricing, Risk Management +7

Understanding the price of volatility risk in carry trades

Shamim Ahmed, Giorgio Valente · Journal of Banking & Finance · 2015 · 24 citations · Full text

Market Microstructure, Volatility Modeling, Financial Economics +5

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