An empirical test for parities between metal prices at the LME

✍ Scribed by Philip Hans Franses; Paul Kofman

• Publisher: John Wiley and Sons
• Year: 1991
• Tongue: English
• Weight: 480 KB
• Volume: 11
• Category: Article
• ISSN: 0270-7314
• DOI: 10.1002/fut.3990110607

✦ Synopsis

The authors would like to thank Chris Gilbert; Marius Ooms; Jean-Marie Viaene; seminar participants at the Universities of Tilburg, Groningen, Ceuven, and London; participants at the Fifth Symposium on Money, Banking, Finance, and Insurance in Karlsruhe (December 1990); and two anonymous reviewers for their helpful comments and constructive suggestions. The authors also thank Bernard Bot for providing and checking the data.