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Prudential margin policy in a futures-style settlement system
Fenn, George; Kupiec, Paul - Federal Reserve Board (Board of Governors of the … - 1991
Persistent link: https://www.econbiz.de/10005393920
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A survey of exchange-traded basket instruments
Kupiec, Paul H. - Federal Reserve Board (Board of Governors of the … - 1989
Persistent link: https://www.econbiz.de/10005721104
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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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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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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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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