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Kupiec, Paul H.
13
O'Brien, James M.
1
Ramirez, Carlos D.
1
White, A.Patricia
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
3
Journal of financial services research : JFSR
2
Contemporary economic policy : a journal of Western Economic Association International
1
Economic policy review
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Journal of financial intermediation
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OLC EcoSci
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525
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366
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33
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1
The Performance of S&P 500 Futures Product Margins under the SPAN Margining System
Kupiec, Paul H.
- In:
The journal of futures markets
14
(
1994
)
7
,
pp. 789-812
Persistent link: https://www.econbiz.de/10006866693
Saved in:
2
Futures Margins and Stock Price Volatility: Is There Any Link?
Kupiec, Paul H.
- In:
The journal of futures markets
13
(
1993
)
6
,
pp. 677-692
Persistent link: https://www.econbiz.de/10006869657
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3
Internal Model-Based Capital Regulation and Bank Risk-Taking Incentives
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 33-42
Persistent link: https://www.econbiz.de/10005926806
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4
Risk Capital and VaR
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
7
(
1999
)
2
,
pp. 41-52
Persistent link: https://www.econbiz.de/10005963085
Saved in:
5
Bank failures and the cost of systemic risk: Evidence from 1900 to 1930
Kupiec, Paul H.
;
Ramirez, Carlos D.
- In:
Journal of financial intermediation
22
(
2013
)
3
,
pp. 285-307
Persistent link: https://www.econbiz.de/10010130128
Saved in:
6
Capital Allocation for Portfolio Credit Risk
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
32
(
2007
)
1
,
pp. 103
Persistent link: https://www.econbiz.de/10007864109
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7
A Securities Transactions Tax and Capital Market Efficiency
Kupiec, Paul H.
- In:
Contemporary economic policy : a journal of Western …
13
(
1995
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10007707550
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8
A GENERALIZED SINGLE COMMON FACTOR MODEL OF PORTFOLIO CREDIT RISK
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 25-40
Persistent link: https://www.econbiz.de/10007980445
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9
STRESS TESTING IN A VALUE AT RISK FRAMEWORK
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10007351483
Saved in:
10
Regulatory Competition and the Efficiency of Alternative Derivative Product Margining Systems
Kupiec, Paul H.
;
White, A.Patricia
- In:
The journal of futures markets
16
(
1996
)
8
,
pp. 943-970
Persistent link: https://www.econbiz.de/10007321255
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