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Paul H. Kupiec

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First Name:Paul
Middle Name:H.
Last Name:Kupiec
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RePEc Short-ID:pku379
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Location: Washington, District of Columbia (United States)
Homepage: http://www.aei.org/
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Phone: (202) 862-5800
Fax: (202) 862-7178
Postal: 1150 Seventeenth Street, N.W., Washington, DC 20036
Handle: RePEc:edi:aeiiius (more details at EDIRC)
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  1. Paul H. Kupiec, 2015. "Testing for systemic risk using stock returns," Working Papers 828488, American Enterprise Institute.
  2. Paul H. Kupiec, 2015. "Portfolio diversification in concentrated bond and loan portfolios," Working Papers 837343, American Enterprise Institute.
  3. Peter J. Wallison & Paul H. Kupiec, 2014. "Can the 'single point of entry' strategy be used to recapitalize a failing bank?," Working Papers 819414, American Enterprise Institute.
  4. Paul H. Kupiec & James M. O'Brien, 1997. "Deposit insurance, bank incentives, and the design of regulatory policy," Finance and Economics Discussion Series 1998-10, Board of Governors of the Federal Reserve System (U.S.).
  5. Paul H. Kupiec, 1997. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash?," FMG Special Papers sp97, Financial Markets Group.
  6. Paul H. Kupiec & James M. O'Brien, 1997. "The pre-commitment approach: using incentives to set market risk capital requirements," Finance and Economics Discussion Series 1997-14, Board of Governors of the Federal Reserve System (U.S.).
  7. Paul H. Kupiec & A. Patricia White, 1996. "Regulatory competition and the efficiency of alternative derivative product margining systems," Finance and Economics Discussion Series 96-11, Board of Governors of the Federal Reserve System (U.S.).
  8. Paul H. Kupiec, 1995. "Noise traders, excess volatility, and a securities transactions tax," Finance and Economics Discussion Series 95-26, Board of Governors of the Federal Reserve System (U.S.).
  9. Paul H. Kupiec, 1995. "Techniques for verifying the accuracy of risk measurement models," Finance and Economics Discussion Series 95-24, Board of Governors of the Federal Reserve System (U.S.).
  10. Paul H. Kupiec & James M. O'Brien, 1995. "Recent developments in bank capital regulation of market risks," Finance and Economics Discussion Series 95-51, Board of Governors of the Federal Reserve System (U.S.).
  11. Paul H. Kupiec & James M. O'Brien, 1995. "The use of bank trading risk models for regulatory capital purposes," Finance and Economics Discussion Series 95-11, Board of Governors of the Federal Reserve System (U.S.).
  12. Paul H. Kupiec & James M. O'Brien, 1995. "A pre-commitment approach to capital requirements for market risk," Proceedings 475, Federal Reserve Bank of Chicago.
  13. Paul H. Kupiec, 1993. "On the efficacy of a portfolio approach to margin setting in a futures- style settlement system," Finance and Economics Discussion Series 93-19, Board of Governors of the Federal Reserve System (U.S.).
  14. Paul H. Kupiec, 1993. "The performance of S&P500 futures product margins under the span margining system," Finance and Economics Discussion Series 93-27, Board of Governors of the Federal Reserve System (U.S.).
  15. Paul Kupiec, 1992. "On the ramifications of a securities transaction tax for the function and efficiency of capital markets," Finance and Economics Discussion Series 212, Board of Governors of the Federal Reserve System (U.S.).
  16. Paul H. Kupiec, 1992. "Dividend-price ratios and expected inflation: is there more to the story than the proxy effect?," Finance and Economics Discussion Series 196, Board of Governors of the Federal Reserve System (U.S.).
  17. Paul Kupiec, 1991. "Noise traders, excess volatility, and securities transaction tax," Finance and Economics Discussion Series 166, Board of Governors of the Federal Reserve System (U.S.).
  18. Paul Kupiec, 1991. "Stock market volatility in OECD countries: recent trends, consequences for the real economy, and proposals for reform," Finance and Economics Discussion Series 165, Board of Governors of the Federal Reserve System (U.S.).
  19. George Fenn & Paul Kupiec, 1991. "Prudential margin policy in a futures-style settlement system," Finance and Economics Discussion Series 164, Board of Governors of the Federal Reserve System (U.S.).
  20. A. Pat White & Paul Kupiec & Gregory Duffee, 1990. "A securities transactions tax: beyond the rhetoric, what can we really say?," Finance and Economics Discussion Series 133, Board of Governors of the Federal Reserve System (U.S.).
  21. Paul H. Kupiec, 1990. "Futures margins and stock price volatility: is there any link?," Finance and Economics Discussion Series 104, Board of Governors of the Federal Reserve System (U.S.).
  22. Gregory Duffee & Paul Kupiec & Patricia White, 1990. "A primer on program trading and stock price volatility: a survey of the issues and the evidence," Finance and Economics Discussion Series 109, Board of Governors of the Federal Reserve System (U.S.).
  23. Paul H. Kupiec, 1990. "Financial liberalization and international trends in stock, corporate bond and foreign exchange market volatilities," Finance and Economics Discussion Series 131, Board of Governors of the Federal Reserve System (U.S.).
  24. Paul Kupiec & Steve Sharpe, 1989. "Animal spirits, margin requirements, and stock price volatility," Finance and Economics Discussion Series 91, Board of Governors of the Federal Reserve System (U.S.).
  25. Paul H. Kupiec, 1989. "Initial margin requirements and stock returns volatility: another look," Finance and Economics Discussion Series 53, Board of Governors of the Federal Reserve System (U.S.).
  26. Paul H. Kupiec, 1989. "Microeconomic sources of beta risk instability," Finance and Economics Discussion Series 69, Board of Governors of the Federal Reserve System (U.S.).
  27. Paul H. Kupiec, 1989. "A survey of exchange-traded basket instruments," Finance and Economics Discussion Series 62, Board of Governors of the Federal Reserve System (U.S.).
  1. Kupiec, Paul H. & Ramirez, Carlos D., 2013. "Bank failures and the cost of systemic risk: Evidence from 1900 to 1930," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 285-307.
  2. Paul Kupiec & Haluk Unal, 2012. "Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference," Journal of Financial Services Research, Springer, vol. 42(1), pages 1-3, October.
  3. Paul Kupiec, 2007. "Financial stability and Basel II," Annals of Finance, Springer, vol. 3(1), pages 107-130, January.
  4. Paul Kupiec, 2007. "Capital Allocation for Portfolio Credit Risk," Journal of Financial Services Research, Springer, vol. 32(1), pages 103-122, October.
  5. Paul Kupiec & David Nickerson, 2005. "Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 30(3), pages 498-521, July.
  6. Paul Kupiec & David Nickerson, 2004. "Assessing Systemic Risk Exposure from Banks and GSEs Under Alternative Approaches to Capital Regulation," The Journal of Real Estate Finance and Economics, Springer, vol. 28(2_3), pages 123-145, 03.
  7. Paul H. Kupiec & James M. O'Brien, 1998. "Deposit insurance, bank incentives, and the design of regulatory policy," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 201-211.
  8. Paul Kupiec, 1998. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?," Journal of Financial Services Research, Springer, vol. 13(3), pages 231-255, June.
  9. Paul H. Kupiec, 1995. "A Securities Transactions Tax And Capital Market Efficiency," Contemporary Economic Policy, Western Economic Association International, vol. 13(1), pages 101-112, 01.
  10. Kupiec, Paul H & Sharpe, Steven A, 1991. " Animal Spirits, Margin Requirements, and Stock Price Volatility," Journal of Finance, American Finance Association, vol. 46(2), pages 717-31, June.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2014-12-08. Author is listed
  2. NEP-FMK: Financial Markets (1) 2015-01-31. Author is listed
  3. NEP-RMG: Risk Management (1) 2015-01-31. Author is listed
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