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~subject:"Volatility"
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Volatility
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Kofman, Paul
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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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
Saved in:
2
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
Saved in:
3
Regulatory tools and price changes in futures markets
Hall, Anthony D.
;
Kofman, Paul
- In:
Australian economic papers
40
(
2001
)
4
,
pp. 520-540
Persistent link: https://www.econbiz.de/10001982952
Saved in:
4
Stock margins and the conditional probability of price reversals
Kofman, Paul
;
Moser, James T.
- In:
Economic perspectives
25
(
2001
)
3
,
pp. 2-12
Persistent link: https://www.econbiz.de/10001603014
Saved in:
5
The demise of commodity price agreements : the role of exchange rates and special interests
Kofman, Paul
;
Viaene, Jean-Marie
- In:
European journal of political economy
16
(
2000
)
4
,
pp. 775-805
Persistent link: https://www.econbiz.de/10001532199
Saved in:
6
The inefficiency of Reuters foreign exchange quotes
Martens, Martin
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001238384
Saved in:
7
Spreads, information flows and transparency across trading systems
Kofman, Paul
;
Moser, James T.
-
1995
Persistent link: https://www.econbiz.de/10000925251
Saved in:
8
Exchange rates, interest groups and commodity price (dis)-agreements
Kofman, Paul
;
Viaene, Jean-Marie
-
1997
Persistent link: https://www.econbiz.de/10000976092
Saved in:
9
Interaction between the London and New York stock exchange during common trading hours
Kofman, Paul
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 25-48)
.
1995
Persistent link: https://www.econbiz.de/10001294228
Saved in:
10
Interaction between stock markets : an analysis of the common trading hours at the London and New York stock exchange
Kofman, Paul
- In:
Journal of international money and finance
16
(
1997
)
3
,
pp. 387-414
Persistent link: https://www.econbiz.de/10001225572
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