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Is there lif(f)e after DTB? : competitive aspects of cross listed futures contracts on synchronous markets
Kofman, Paul; Bouwman, Tony; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000892090
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Stock margins and the conditional probability of price reversals
Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000892093
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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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A two-country rational expectations model of joint exchange rate and commodity price determination
Kofman, Paul; Viaene, Jean-Marie - 1992
Persistent link: https://www.econbiz.de/10000834233
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An empirical test for parities between metal prices at the LME
Franses, Philip Hans; Kofman, Paul - 1991
Persistent link: https://www.econbiz.de/10000805882
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Primary commodity prices and exchange rate volatility : paper presented at the CEPR Conference on Primary Commodities
Kofman, Paul; Viaene, Jean-Marie; Vries, Casper G. de - 1989
Persistent link: https://www.econbiz.de/10000770147
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Exchange rates and storables prices
Kofman, Paul; Levy, Victor C. - 1989
Persistent link: https://www.econbiz.de/10000778409
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Trading rules for sunflower processing : the impact of EC-policy
Kofman, Paul - 1991
Persistent link: https://www.econbiz.de/10000824551
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Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth
Kofman, Paul; Michayluk, David; Moser, James T. - In: The journal of futures markets 29 (2009) 12, pp. 1130-1160
Persistent link: https://www.econbiz.de/10003900984
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Increasing correlations or just fat tails?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - In: Journal of empirical finance 15 (2008) 2, pp. 287-309
Persistent link: https://www.econbiz.de/10003699142