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1
On the ramifications of a securities transaction tax for the function and efficiency of capital markets
Kupiec, Paul H.
-
1992
Persistent link: https://www.econbiz.de/10000985766
Saved in:
2
Stock market volatility in OECD countries : recent trends, consequences for the real economy, and proposals for reform
Kupiec, Paul H.
- In:
OECD journal: economic studies
(
1991
),
pp. 31-62
Persistent link: https://www.econbiz.de/10001115527
Saved in:
3
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
4
Fixing prompt corrective action
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
9
(
2016
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10011661828
Saved in:
5
Portfolio diversification in concentrated bond and loan portfolios
Kupiec, Paul H.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011690864
Saved in:
6
What exactly does credit VaR measure?
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 46-59
Persistent link: https://www.econbiz.de/10001708437
Saved in:
7
Credit risk capital : more than one way to guard a guarantee
Kupiec, Paul H.
- In:
Risk management : the state of the art
,
(pp. 15-25)
.
2002
Persistent link: https://www.econbiz.de/10001698271
Saved in:
8
Using a mandatory subordinated debt issuance requirement to set regulatory capital requirements for bank credit risks
Kupiec, Paul
- In:
Capital adequacy beyond Basel : banking, securities, …
,
(pp. 146-170)
.
2005
Persistent link: https://www.econbiz.de/10002737676
Saved in:
9
Stress testing in a value at risk framework
Kupiec, Paul H.
- In:
Risk management : value at risk and beyond
,
(pp. 76-99)
.
2002
Persistent link: https://www.econbiz.de/10001689192
Saved in:
10
Estimating recovery discount rates : a methodological note
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
1
(
2007/08
)
1
,
pp. 17-24
Persistent link: https://www.econbiz.de/10003696366
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