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AEI Economic Policy Working Paper Series
5
Futures
5
Risk
5
Stock - Prices
5
Bank capital
4
Margins (Security trading)
3
The Ledger
3
capital requirements
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Kupiec, Paul H.
63
O'Brien, James M.
8
Guntay, Levent
2
Lee, Yan
2
Ramirez, Carlos D.
2
Rosenfeld, Claire
2
Nickerson, David B.
1
Wallison, Peter J.
1
White, A. Patricia
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1
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
14
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10
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4
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1
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Finance and Economics Discussion Series
14
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10
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
IMF Working Papers
4
Journal of Futures Markets
3
The journal of futures markets
3
Journal of financial services research : JFSR
2
Contemporary Economic Policy
1
Contemporary economic policy : a journal of Western Economic Association International
1
FDIC Center For Financial Research Working Paper
1
FDIC Center for Financial Research, Working Paper Number 2006-10
1
FMG Special Papers
1
IMF Working Paper, Vol. , pp. 1-21, 2001
1
IMF Working Paper, Vol. , pp. 1-23, 2002
1
IMF Working Paper, Vol. , pp. 1-30, 2002
1
Journal of Financial Intermediation
1
Journal of financial intermediation
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RePEc
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ECONIS (ZBW)
16
OLC EcoSci
12
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1
Microeconomic sources of beta risk instability
Kupiec, Paul H.
-
Federal Reserve Board (Board of Governors of the …
-
1989
Persistent link: https://www.econbiz.de/10005512998
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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