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Number of items: 4.

Article

Ahmed, Shamim, Bu, Ziwen and Tsvetanov, Daniel (2018) Best of the best: a comparison of factor models. Journal of Financial and Quantitative Analysis . ISSN 0022-1090 (In Press)

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking and Finance, 71 . pp. 20-36. ISSN 1872-6372

Ahmed, Shamim, Liu, Xiaoquan and Valente, Giorgio (2015) Can currency-based risk factors help forecast exchange rates? International Journal of Forecasting, 32 (1). pp. 75-97. ISSN 0169-2070

Ahmed, Shamim and Valente, Giorgio (2015) Understanding the price of volatility risk in carry trades. Journal of Banking and Finance, 57 . pp. 118-129. ISSN 1872-6372

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