Working Paper
A securities transactions tax: beyond the rhetoric, what can we really say?
Kupiec, Paul H.; White, Patricia A.; Duffee, Gregory R. (1990)
Finance and Economics Discussion Series , Paper 133

Working Paper
Microeconomic sources of beta risk instability
Kupiec, Paul H. (1989)
Finance and Economics Discussion Series , Paper 69

Conference Paper
A pre-commitment approach to capital requirements for market risk.
Kupiec, Paul H.; O'Brien, James M. (1995)
Proceedings , Paper 475

Working Paper
A pre-commitment approach to capital requirements for market risk
Kupiec, Paul H.; O'Brien, James M. (1995)
Finance and Economics Discussion Series , Paper 95-36

Working Paper
Dividend-price ratios and expected inflation: is there more to the story than the proxy effect?
Kupiec, Paul H. (1992)
Finance and Economics Discussion Series , Paper 196

Working Paper
Noise traders, excess volatility, and a securities transactions tax
Kupiec, Paul H. (1995)
Finance and Economics Discussion Series , Paper 95-26

Working Paper
Prudential margin policy in a futures-style settlement system
Fenn, George W.; Kupiec, Paul H. (1991)
Finance and Economics Discussion Series , Paper 164

Working Paper
Initial margin requirements and stock returns volatility: another look
Kupiec, Paul H. (1989)
Finance and Economics Discussion Series , Paper 53

Working Paper
Deposit insurance, bank incentives, and the design of regulatory policy
Kupiec, Paul H.; O'Brien, James M. (1997)
This study analyzes alternative bank regulatory polices within a theoretical framework that can encompass many policy design issues. Consequences of generalizing banks' investment and financing opportunities for results in the existing literature are examined. Under costless equity issuance, a narrow banking requirement costlessly resolves moral hazard and insurance pricing problems addressed in the literature. With costly equity, minimum capital requirements can be effective but optimal policy design is complicated by its dependence on equity issuance costs, heterogeneous bank investment ...
Finance and Economics Discussion Series , Paper 1998-10

Working Paper
The performance of S&P500 futures product margins under the span margining system
Kupiec, Paul H. (1993)
Finance and Economics Discussion Series , Paper 93-27