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Shamim Ahmed
Shamim Ahmed
University of Liverpool Management School
Verified email at liverpool.ac.uk
Title
Cited by
Cited by
Year
Inflation and economic growth in Bangladesh: 1981-2005
S Ahmed, MG Mortaza
eSocialSciences Working Papers, 2010
2312010
Best of the best: A comparison of factor models
S Ahmed, Z Bu, D Tsvetanov
Journal of Financial and Quantitative Analysis 54 (4), 1713-1758, 2019
572019
The monetary transmission mechanism in Bangladesh: Bank lending and exchange rate channels
S Ahmed, ME Islam
The Bangladesh Development Studies, 31-87, 2004
552004
Interest rate responsiveness of investment spending in Bangladesh
S Ahmed, ME Islam
The Bangladesh Development Studies, 65-109, 2004
432004
Do stress tests affect bank liquidity creation?
TVH Nguyen, S Ahmed, T Chevapatrakul, E Onali
Journal of Corporate Finance 64, 101622, 2020
422020
Understanding the price of volatility risk in carry trades
S Ahmed, G Valente
Journal of Banking & Finance 57, 118-129, 2015
332015
Can currency-based risk factors help forecast exchange rates?
S Ahmed, X Liu, G Valente
International Journal of Forecasting 32 (1), 75-97, 2016
282016
Start-up funding sources and biotechnology firm growth
S Ahmed, BP Cozzarin
Applied Economics Letters 16 (13), 1341-1345, 2009
282009
Volatility forecasting in the Chinese commodity futures market with intraday data
Y Jiang, S Ahmed, X Liu
Review of Quantitative Finance and Accounting 48, 1123-1173, 2017
212017
Interest Rate Spread in Bangladesh: An Analytical Review
S Ahmed, ME Islam
Bangladesh Bank Quarterly, 22-28, 2006
202006
The predictive performance of commodity futures risk factors
S Ahmed, D Tsvetanov
Journal of Banking & Finance 71, 20-36, 2016
182016
The impact of sales taxation on internet commerce—An empirical analysis
S Ahmed, TS Wirjanto
Economics Letters 99 (3), 557-560, 2008
122008
Does derivatives use reduce the cost of equity?
S Ahmed, A Judge, SE Mahmud
International Review of Financial Analysis 60, 1-16, 2018
102018
The impact of US macroeconomic news announcements on Chinese commodity futures
H Cai, S Ahmed, Y Jiang, X Liu
Quantitative Finance 20 (12), 1927-1966, 2020
52020
Interest Rate Spread in Bangladesh: An Analytical Review. Policy Note Series PN 0701
S Ahmed, ME Islam
Policy Analysis Unit-Bangladesh Bank, Dhaka, 2006
42006
Which factor model? A systematic return covariation perspective
S Ahmed, Z Bu, L Symeonidis, D Tsvetanov
Journal of International Money and Finance 136, 102865, 2023
32023
Demand for money in Bangladesh: A cointegration analysis
S Ahmed, ME Islam
The Bangladesh Development Studies 31 (1/2), 103-120, 2005
32005
Product market competition, labor mobility, and the cross-section of stock returns
S Ahmed, Z Bu, X Ye
The Review of Asset Pricing Studies 13 (3), 440-480, 2023
22023
Illiquidity, R&D investment, and stock returns
S Ahmed, Z Bu, X Ye
Journal of Money, Credit and Banking, 2023
12023
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