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Jose A. Lopez · Study
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Author
Jose A. Lopez
22 works
· latest 2020
· 5 institutions
cluster: provisional
ORCID 0000-0003-3575-8826
Works
22 shown
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
The Economic Journal
·
2020
·
2 authors
42
citations
Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence
European Economic Review
·
2020
·
3 authors
·
Open access
126
citations
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
National Bureau of Economic Research
·
2018
·
2 authors
·
report
·
Open access
33
citations
A probability-based stress test of Federal Reserve assets and income
Journal of Monetary Economics
·
2015
·
3 authors
·
Open access
69
citations
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
Journal of Business and Economic Statistics
·
2013
·
3 authors
·
Open access
104
citations
How does competition affect bank risk-taking?
Journal of Financial Stability
·
2013
·
3 authors
588
citations
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields
Journal of money credit and banking
·
2010
·
3 authors
258
citations
How Does Competition Impact Bank Risk-Taking?
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
108
citations
Empirical Analysis of Corporate Credit Lines
Review of Financial Studies
·
2009
·
3 authors
·
Open access
173
citations
How Does Competition Impact Bank Risk-Taking?
Federal Reserve Bank of San Francisco, Working Paper Series
·
2007
·
3 authors
·
Open access
113
citations
Methods for Evaluating Value-at-Risk Estimates
SSRN Electronic Journal
·
2007
·
1 author
·
preprint
·
Open access
186
citations
How Does Competition Impact Bank Risk Taking?
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
120
citations
The estimation of domestic value-added and employment induced by exports : an application to Chinese exports to the United States
Routledge eBooks
·
2006
·
2 authors
·
chapter
68
citations
Incorporating Equity Market Information into Supervisory Monitoring Models
Journal of money credit and banking
·
2004
·
2 authors
·
Open access
104
citations
The empirical relationship between average asset correlation, firm probability of default, and asset size
Journal of Financial Intermediation
·
2003
·
1 author
190
citations
Evaluating the predictive accuracy of volatility models
Journal of Forecasting
·
2001
·
1 author
224
citations
Is Implied Correlation Worth Calculating?
The Journal of Derivatives
·
2000
·
2 authors
77
citations
Evaluating credit risk models
Journal of Banking & Finance
·
2000
·
2 authors
·
Open access
171
citations
Using CAMELS ratings to monitor bank conditions
FRB SF weekly letter
·
1999
·
1 author
67
citations
Regulatory evaluation of value-at-risk models
The Journal of Risk
·
1998
·
1 author
158
citations
8 Forecast evaluation and combination
Handbook of statistics
·
1996
·
2 authors
·
chapter
·
Open access
536
citations
Modeling Volatility Dynamics
Springer eBooks
·
1995
·
2 authors
·
chapter
152
citations