Kofman, Paul

A two-country rational expectations model of joint exchange rate and commodity price determination / Paul Kofman and Jean-Marie Viaeneschema:ProductModel Currency and commodity price risks in a two-country world / Paul Kofman, Jean-Marie Viaeneschema:ProductModel Exchange rates and storable prices / Paul Kofman and Jean-Marie Viaeneschema:ProductModel Exchange rates and storable prices / Paul Kofman, Jean-Marie Viaeneschema:ProductModel Exchange rates, interest groups and commodity price (dis)-agreements / Paul Kofman, Jean-Marie Viaeneschema:ProductModel Fixing soft margins / Paul Kofman, Albert de Vaal, Casper G. de Vriesschema:ProductModel Is there LIF(F)E after DTB? / Paul Kofman, Tony Bouwman and James T. Moserschema:ProductModel Managing primary commodity trade : (on the use of futures markets) / Paul Kofmanschema:ProductModel Managing primary commodity trade : (on the use of futures markets) / Paul Kofmanschema:ProductModel Optimizing futures margins with distribution tails / Paul Kofmanschema:ProductModel Primary commodity prices and exchange rate volatility / by Paul Kofman, Jean-Marie Viaene, Casper G. de Vriesschema:ProductModel Primary commodity prices and exchange rate volatility / Paul Kofman, Jean-Marie Viaene, Casper G. de Vriesschema:ProductModel Primary commodity prices and exchange-rate volatility / Paul Kofman, Jean-Marie Viaene and Casper G. de Vriesschema:ProductModel Target zone management: commodity boards and speculative raids / Paul Kofman, Albert de Vaal and Casper de Vriesschema:ProductModel Trading rules for sunflower processing : the impact of EC-policy / Paul Kofmanschema:ProductModel

An empirical test for parities between metal prices at the LME / Philip Hans Franses, Paul Kofmanschema:ProductModel An empirical test for parities between metal prices at the London metal exchange / Philip Hans Franses and Paul Kofmanschema:ProductModel GARCH effects on a test of cointegration / by Ph.H. Franses, P. Kofman and J. Moserschema:ProductModel GARCH effects on a test of cointegration / by Philip Hans Franses, Paul Kofman and James Moserschema:ProductModel GARCH effects on a test of cointegration / Philip Hans Franses, Paul Kofman and James Moserschema:ProductModel Intraday leads and lags with index-futures arbitrage / Martin Martens and Paul Kofmanschema:ProductModel Intraday leads and lags with index-futures arbitrage / Martin Martens, Paul Kofmanschema:ProductModel