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Optimizing futures margins with distribution tails
Kofman, Paul - In: Advances in futures and options research : a research annual 6 (1993), pp. 263-278
Persistent link: https://www.econbiz.de/10001145840
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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
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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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Exchange rates and storables prices
Kofman, Paul; Levy, Victor C. - 1989
Persistent link: https://www.econbiz.de/10000778409
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Fixing soft margins
Kofman, Paul; Vaal, Albert de; Vries, Casper G. de - 1990
Persistent link: https://www.econbiz.de/10000794393
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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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Intraday leads and lags with index-futures arbitrage
Martens, Martin; Kofman, Paul - 1995
Persistent link: https://www.econbiz.de/10000912175
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Exchange rates, interest groups and commodity price (dis)-agreements
Kofman, Paul; Viaene, Jean-Marie - 1997
Persistent link: https://www.econbiz.de/10000976092
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Forbes, Catherine Scipione (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10000932703