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1
Initial margin requirements and stock returns volatility: another look
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1989
Persistent link: https://www.econbiz.de/10005513043
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2
A pre-commitment approach to capital requirements for market risk
Kupiec, Paul H.
;
O'Brien, James M.
-
Federal Reserve Board (Board of Governors of the …
-
1995
Persistent link: https://www.econbiz.de/10005513103
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3
Dividend-price ratios and expected inflation: is there more to the story than the proxy effect?
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1992
Persistent link: https://www.econbiz.de/10005393789
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4
The performance of S&P500 futures product margins under the span margining system
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1993
Persistent link: https://www.econbiz.de/10005393951
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5
Futures margins and stock price volatility: is there any link?
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1989
Persistent link: https://www.econbiz.de/10005394047
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6
Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1995
Persistent link: https://www.econbiz.de/10005394089
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7
Futures margins and stock price volatility: is there any link?
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1990
Persistent link: https://www.econbiz.de/10005394126
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8
Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1990
Persistent link: https://www.econbiz.de/10005394133
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9
On the efficacy of a portfolio approach to margin setting in a futures- style settlement system
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1993
Persistent link: https://www.econbiz.de/10005394182
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10
Noise traders, excess volatility, and a securities transactions tax
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1995
Persistent link: https://www.econbiz.de/10005720972
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