Access Statistics for Paul H. Kupiec

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A pre-commitment approach to capital requirements for market risk 0 0 0 0 1 1 10 519
A pre-commitment approach to capital requirements for market risk 0 0 0 0 2 2 11 57
A primer on program trading and stock price volatility: a survey of the issues and the evidence 0 0 0 1 0 1 6 750
A securities transactions tax: beyond the rhetoric, what can we really say? 0 0 0 0 0 1 9 277
A survey of exchange-traded basket instruments 0 0 0 0 0 0 2 216
Animal spirits, margin requirements, and stock price volatility 0 0 0 0 1 2 9 354
Animal spirits, margin requirements, and stock price volatility 0 0 0 0 0 0 6 486
Can the 'single point of entry' strategy be used to recapitalize a failing bank? 0 0 0 23 0 1 10 106
Capital for concentrated credit portfolios 0 0 0 7 0 1 10 32
Capital for concentrated credit portfolios 0 0 1 18 0 1 5 51
Deposit insurance, bank incentives, and the design of regulatory policy 0 0 0 273 0 0 1 805
Dividend-price ratios and expected inflation: is there more to the story than the proxy effect? 0 0 0 0 0 0 3 193
Financial Liberalisation and International Trends in Stock, Corporate Bond and Foreign Exchange Market Volatilities 0 0 0 131 0 0 0 532
Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities 0 0 0 0 0 0 3 494
Fixing prompt corrective action 2 3 6 13 2 4 24 67
Futures margins and stock price volatility: is there any link? 0 0 0 0 0 0 3 318
Futures margins and stock price volatility: is there any link? 0 0 0 0 0 0 5 162
Initial margin requirements and stock returns volatility: another look 0 0 0 0 0 0 16 672
Inside the black box: The accuracy of alternative stress test models 1 2 4 38 1 4 15 86
Is Dodd Frank orderly liquidation authority necessary to fix too-big-to-fail? 0 1 1 12 0 2 12 64
Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash? 0 0 0 133 0 0 3 574
Margin requirements, volatility, and market integrity: what have we learned since the crash? 0 0 0 210 0 0 9 1,034
Microeconomic sources of beta risk instability 0 0 0 0 1 1 4 724
Noise traders, excess volatility, and a securities transactions tax 0 0 0 0 0 0 5 275
Noise traders, excess volatility, and securities transaction tax 0 0 0 0 1 2 11 443
On the accuracy of alternative approaches for calibrating bank stress test models 0 0 1 11 0 0 5 22
On the efficacy of a portfolio approach to margin setting in a futures- style settlement system 0 0 0 0 0 1 4 120
On the ramifications of a securities transaction tax for the function and efficiency of capital markets 0 0 0 0 0 0 5 213
Policy uncertainty and bank stress testing 0 0 6 6 0 0 15 15
Policy uncertainty, financial stability, and stress testing 0 1 8 12 0 2 21 29
Portfolio diversification in concentrated bond and loan portfolios 0 0 3 28 1 1 9 76
Prudential margin policy in a futures-style settlement system 0 0 0 0 0 0 7 543
Recent developments in bank capital regulation of market risks 0 0 0 0 1 2 12 552
Regulatory competition and the efficiency of alternative derivative product margining systems 0 2 3 273 1 4 6 1,230
Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform 0 0 0 0 0 1 10 380
Techniques for verifying the accuracy of risk measurement models 0 0 0 13 42 118 455 8,792
Testing for systemic risk using stock returns 1 2 5 79 3 5 13 126
The leverage ratio is not the problem 0 0 1 8 0 0 12 36
The performance of S&P500 futures product margins under the span margining system 0 0 0 0 1 2 8 651
The pre-commitment approach: using incentives to set market risk capital requirements 1 1 1 374 1 1 11 1,349
The use of bank trading risk models for regulatory capital purposes 0 0 0 0 0 0 4 288
Will TLAC regulations fix the G-SIB too-big-to-fail problem? 0 2 6 25 2 5 34 108
Total Working Papers 5 14 46 1,688 61 165 823 23,821


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SECURITIES TRANSACTIONS TAX AND CAPITAL MARKET EFFICIENCY 0 1 2 100 0 1 17 188
Animal Spirits, Margin Requirements, and Stock Price Volatility 0 0 0 92 0 1 4 247
Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation 0 1 2 154 0 3 10 418
Bank failures and the cost of systemic risk: Evidence from 1900 to 1930 3 4 10 66 8 11 31 281
Capital Allocation for Portfolio Credit Risk 0 0 2 51 1 2 6 131
Deposit insurance, bank incentives, and the design of regulatory policy 0 0 0 118 1 1 3 356
Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference 0 1 2 14 0 1 7 59
Financial stability and Basel II 0 0 0 92 0 1 6 187
Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy 0 0 0 75 0 0 0 293
Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash? 0 0 1 45 0 0 6 163
Total Journal Articles 3 7 19 807 10 21 90 2,323


Statistics updated 2020-05-04