Concepedia

Paul Kupiec

PK

Statistics

Publications

42

Citations

1.7K

H-Index

22

Active since

1989

Affiliations

American Enterprise Institute(Current)

Federal Reserve

Federal Reserve Board of Governors

Federal Deposit Insurance Corporation

Freddie Mac (United States)

Paul Kupiec is an author at American Enterprise Institute specializing in finance, financial economics, and business.

ORCID

Publications per year

1989–2020

42

Publications

42

Techniques for Verifying the Accuracy of Risk Measurement Models

Paul Kupiec · The Journal of Derivatives · 1995 · 439 citations · Full text

, , +17

Stress Testing in a Value at Risk Framework

Paul Kupiec · The Journal of Derivatives · 1998 · 162 citations

, , +10

Noise traders, excess volatility, and a securities transactions tax

Paul Kupiec · Journal of Financial Services Research · 1996 · 100 citations

, , +16

Bank failures and the cost of systemic risk: Evidence from 1900 to 1930

Paul Kupiec, Carlos D. Ramı́rez · Journal of Financial Intermediation · 2012 · 74 citations

, , +14

Initial margin requirements and stock returns volatility: Another look

Paul Kupiec · Journal of Financial Services Research · 1989 · 70 citations

, , +14

1–5 of 42