Jose A. Lopez : Citation Profile


Are you Jose A. Lopez?

Federal Reserve Bank of San Francisco

17

H index

25

i10 index

1509

Citations

RESEARCH PRODUCTION:

69

Articles

58

Papers

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 58
   Journals where Jose A. Lopez has often published
   Relations with other researchers
   Recent citing documents: 198.    Total self citations: 37 (2.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo1
   Updated: 2021-11-28    RAS profile: 2021-02-01    
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Relations with other researchers


Works with:

Christensen, Jens (6)

Spiegel, Mark (6)

Rose, Andrew (4)

Brave, Scott (3)

Hale, Galina (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jose A. Lopez.

Is cited by:

Diebold, Francis (25)

Christensen, Jens (21)

McAleer, Michael (17)

Moreno Gutiérrez, José (16)

Pesaran, M (15)

Rudebusch, Glenn (14)

Clements, Michael (12)

Caporin, Massimiliano (12)

Aysun, Uluc (11)

Delis, Manthos (11)

Giacomini, Raffaella (10)

Cites to:

Diebold, Francis (48)

Engle, Robert (33)

Rudebusch, Glenn (29)

Bollerslev, Tim (27)

Christensen, Jens (17)

Saurina, Jesús (17)

Berger, Allen (15)

West, Kenneth (15)

Flannery, Mark (14)

Yilmaz, Kamil (9)

Edison, Hali (9)

Main data


Where Jose A. Lopez has published?


Journals with more than one article published# docs
FRBSF Economic Letter37
Economic Policy Review4
Economic Review3
International Journal of Central Banking3
Journal of Money, Credit and Banking2
Journal of Banking & Finance2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco31
Research Paper / Federal Reserve Bank of New York7
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco2
Staff Reports / Federal Reserve Bank of New York2
Working Papers / Banco de Espaa2
Proceedings / Federal Reserve Bank of Chicago2

Recent works citing Jose A. Lopez (2021 and 2020)


YearTitle of citing document
2021Foreign Bank Assets and Presence on Banking Stability in Africa: Does Strong and Weak Corporate Governance Systems under different Regulatory Regimes Matter?. (2021). Asongu, Simplice ; Agbloyor, Elikplimi ; Kusi, Baah Aye ; Abor, Joshua Yindenaba. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/022.

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2020On the Dependence between Default Risk and Recovery Rates in Structural Models. (2020). Fermanian, Jean-David. In: Annals of Economics and Statistics. RePEc:adr:anecst:y:2020:i:140:p:45-82.

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2021Foreign Bank Assets and Presence on Banking Stability in Africa: Does Strong and Weak Corporate Governance Systems under different Regulatory Regimes Matter?. (2021). KUSI, BAAH ; Asongu, Simplice ; Abor, Joshua Yindenaba ; Agbloyor, Elikplimi. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/022.

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2021Unequal andunstable: income inequality and bank risk. (2020). Schuwer, Ulrich ; Mitkov, Yuliyan. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:012.

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2020(Why) do central banks care about their profits?. (2020). Ioannidou, Vasso ; Goncharov, Igor ; Schmalz, Martin C. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:018.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347.

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2020Determinants of Profitability of Banks: Evidence from Islamic Banks of Bangladesh. (2020). Jahan, Nusrat. In: Papers. RePEc:arx:papers:2005.08759.

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2020Tail risk forecasting using Bayesian realized EGARCH models. (2020). Wang, Chao ; Gerlach, Richard ; Tendenan, Vica. In: Papers. RePEc:arx:papers:2008.05147.

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2020Implied Basket Correlation Dynamics. (2020). Silyakova, Elena ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2009.09770.

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2021Constructing the Yield Curve for Sri Lankas Government Bond Market. (2021). Pathirannehelage, Kangara ; Liyanage, Dewundara. In: International Journal of Business and Economic Affairs (IJBEA). RePEc:aya:ijbeaa:2021:p:56-69.

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2020Economic Resilience: spillovers, courts, and vertical integration. (2020). Silva, Thiago ; Skrastins, Janis ; Fazio, Dimas Mateus. In: Working Papers Series. RePEc:bcb:wpaper:531.

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2020Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20.

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2021Main challenges and prospects for the European banking sector: a critical review of the ongoing debate. (2021). Gallo, Raffaele ; Cardillo, Salvatore ; Guarino, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_634_21.

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2021A liquidity risk early warning indicator for Italian banks: a machine learning approach. (2021). Nobili, Stefano ; Drudi, Maria Ludovica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1337_21.

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2021The IRB approach and bank lending to firms. (2021). Gallo, Raffaele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1347_21.

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2021Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008-2019. (2021). Lara, Jose Luis ; Batiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-06.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

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2021Competition and agency problems within banks: Evidence from insider lending. (2021). Federica, Salvade ; Mattia, Girotti. In: Working papers. RePEc:bfr:banfra:831.

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2021The channels of banks’ response to negative interest rates. (2021). Hubert, Paul ; Boungou, Whelsy. In: Working papers. RePEc:bfr:banfra:837.

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2020Coussin pour le risque systémique : à quoi servirait cet instrument ?. (2020). Jimborean, Ramona ; Gabriel, Silvia. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2020:227:02.

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2020La valeur informative de la cote de crédit dans la relation banque/entreprise. (2020). Girotti, Mattia ; Cahn, Christophe ; Salvade, Federica. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2020:227:03.

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2020Implications of negative interest rates for the net interest margin and lending of euro area banks. (2020). Klein, Melanie . In: BIS Working Papers. RePEc:bis:biswps:848.

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2021Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry. (2021). Ponomarenko, Alexey ; Sinyakov, Andrey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps78.

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2021Institutions, banking structure and the cost of debt: new international evidence. (2021). Gonzalez, Victor M ; Alvarezbotas, Celia. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:265-303.

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2021Les Déterminants des Prêts Non Performants du Système Bancaire de lUMOA. (2021). Sanou, Erdjouman Jean ; Tinta, Abdoulganiour Almame. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:276-287.

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2020Ownership structure, size, and interest income substitution by banks: An exploratory study in the Indian context. (2020). Kaur, Parneet . In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:279-301.

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2021Modelling the Reserve Bank of Australias Policy Decisions and the Case for a Negative Cash Rate. (2021). Hawkins, John ; Anderson, Timothy. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:2:p:179-189.

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2020Does Independent Industry Expertise Improve Board Effectiveness? Evidence From Bank CEO Turnovers. (2020). Chen, Zhongdong. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:665-699.

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2020The Impact of Supervision on Bank Performance. (2020). Kovner, Anna ; Hirtle, Beverly ; Plosser, Matthew. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2765-2808.

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2020Backtesting portfolio value‐at‐risk with estimated portfolio weights. (2020). Pei, Pei ; Du, Zaichao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:605-619.

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2020The behavioral theory of the (community‐oriented) firm: The differing response of community‐oriented firms to performance relative to aspirations. (2020). Bromiley, Philip ; Rousseau, Horacio E ; Smulowitz, Stephen J. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:6:p:1023-1053.

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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2020Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115.

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2021Does market competition affect all banks equally? Empirical evidence on Montenegro. (2021). Vujanovi, Nina ; Fabris, Nikola. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:87-107.

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2020Does Bank Competition Enhance or Hinder Financial Stability? Evidence from Indian Banking. (2020). Bardhan, Samaresh ; Rakshit, Bijoy. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:75-102.

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2020Negative Interest Rates in the Five Eurozone Countries from Central and Eastern Europe. (2020). Staehr, Karsten ; Reigl, Nicolas. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:24-30.

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2020The Negative Interest Rate Policy Experiment. (2020). Haas, Alexander ; de Groot, Oliver ; DeGroot, Oliver . In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:7-12.

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2020The Reversal Interest Rate. A Critical Review. (2020). Repullo, Rafael. In: Working Papers. RePEc:cmf:wpaper:wp2020_2021.

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2020Market Concentration and Income Diversification: Do They Always Promote the Financial Stability of Banking Industry?. (2020). Delgado-Fuentealba, Carlos Leandro ; Veloso-Ramos, Carmen Lissette ; Sepulveda-Yelpo, Sandra Maria ; Muoz, Jorge Andrs. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019644.

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2020Barcelona Report 2 - The Bank Business Model in the Post-Covid-19 World. (2020). Vives, Xavier ; Fatas, Antonio ; Claessens, Stijn. In: Vox eBooks. RePEc:cpr:ebooks:p329.

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2020Banks net interest margins and interest rate risk: communicating vessels?. (2020). de Haan, Leo ; Chaudron, Raymond ; Hoeberichts, Marco. In: DNB Working Papers. RePEc:dnb:dnbwpp:675.

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2020Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2020). Houben, Aerdt ; Bats, Joost ; Giuliodori, Massimo. In: DNB Working Papers. RePEc:dnb:dnbwpp:694.

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2020Policy uncertainty and bank lending. (2020). Tran, Dung Viet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01026.

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2021Economic Policy Uncertainty and Banks Interest Income: Empirical Evidence from an International Panel Dataset. (2021). Mawusi, Charles ; Boungou, Whelsy. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00488.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476.

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2021Banks and negative interest rates. (2021). Schepens, Glenn ; Saidi, Farzad ; Heider, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212549.

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2021Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking. (2021). Leonello, Agnese ; Heider, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212593.

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2020Which banks smooth and at what price?. (2020). Zachariadis, Marios ; Vinogradov, Dmitri ; Kokas, Sotirios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918307843.

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2020Democracy, regulation and competition in emerging banking systems. (2020). Kouretas, Georgios ; Triantopoulos, Christos ; Agoraki, Maria-Eleni K. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:190-202.

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2021The effect of financial fragility on employment. (2021). Sintos, Andreas ; Chletsos, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:104-120.

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2021Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Stanisawska, Ewa ; Dory, Wirginia ; Baranowski, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67.

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2020The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries. (2020). Md-Rus, Rohani ; Saha, Asish ; Ulazeez, Abd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830247x.

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2021TrAffic LIght system for systemic Stress: TALIS3. (2021). Caporin, Massimiliano ; Jimenez-Martin, Juan-angel ; Garcia-Jorcano, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000772.

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2021A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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2021Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area. (2021). Vlassopoulos, Thomas ; Eisenschmidt, Jens ; Demiralp, Selva. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121000982.

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2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

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2020Credit risk and bank competition in Sub-Saharan Africa. (2020). Jacolin, Luc ; Brei, Michael ; Noah, Alphonse. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118303832.

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2020Environmental disclosure and idiosyncratic risk in the European manufacturing sector. (2020). Sagitova, Roza ; Chatziantoniou, Ioannis ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300542.

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2020Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis. (2020). Vellucci, Pierluigi ; Quaresima, Greta ; Mastroeni, Loretta ; Benedetto, Francesco . In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301559.

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2021Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data. (2021). Baum, Christopher ; Chen, Liyuan ; Zerilli, Paola. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302622.

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2020Credit risk and the business cycle: What do we know?. (2020). Magkonis, Georgios ; Zekente, Kalliopi-Maria ; Chortareas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307579.

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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

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2020Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhang, Wei ; Xiong, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302283.

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2020Non-performing loans in the euro area: Does bank market power matter?. (2020). Louri, Helen ; Karadima, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302374.

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2021Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks. (2021). Junttila, Juha ; Raatikainen, Juhani ; Perttunen, Jukka. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000673.

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2021Economic policy uncertainty and non-performing loans: The moderating role of bank concentration. (2021). Louri, Helen ; Karadima, Maria. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312802.

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2021Does direction of the transmission of bank risk matter? An application to the Chilean banking sector. (2021). Pino, Gabriel ; Silva, Cinthya. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300568.

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2021The impact of information technology investment announcements on the market value of the Japanese regional banks. (2021). Takeda, Fumiko ; Ueda, Ryota ; Takemura, Toshihiko. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316251.

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2020The role of information disclosure in financial intermediation with investment risk. (2020). Du, Kai ; Chen, YI. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306710.

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2021When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. (2021). Lugo, Stefano ; Galema, Rients. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000413.

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2021Foreign bank entry and bank competition: Cross-country heterogeneity. (2021). Yin, Haiyan. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301198.

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2021Bank risk-taking and corporate investment: Evidence from the Global Financial Crisis of 2007–2009. (2021). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302738.

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2020Connecting big data management capabilities with employee ambidexterity in Chinese multinational enterprises through the mediation of big data value creation at the employee level. (2020). Zeng, Jing ; Shamim, Saqib ; Shariq, Syed Muhammad ; Choksy, Umair Shafi. In: International Business Review. RePEc:eee:iburev:v:29:y:2020:i:6:s0969593118305237.

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2020Bank market power and SME finance: Firm-bank evidence from European countries. (2020). Huang, Xing ; Han, Liang ; Wang, Xiaodong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300770.

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2020Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939.

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2020Capital inflows and bank stability around the financial crisis: The mitigating role of macro-prudential policies. (2020). Mirzaei, Ali ; Ali, Mirzaei ; Iness, Aguir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301384.

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2021How has the rise of Pan-African banks impacted bank stability in WAEMU?. (2021). Soumare, Issouf ; Murinde, Victor ; Kanga, Desire. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000834.

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2020Comparing density forecasts in a risk management context. (2020). Fang, Hao ; Diks, Cees. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:531-551.

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2020Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Yang, Lin ; Liu, Jing ; Ma, Feng ; Wang, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

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2020Are GDP forecasts optimal? Evidence on European countries. (2020). Pericoli, Filippo Maria ; Giovannelli, Alessandro. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:963-973.

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2020Do macroeconomic forecasters use macroeconomics to forecast?. (2020). Casey, Eddie. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1439-1453.

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2021Are professional forecasters overconfident?. (2021). Casey, Eddie. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:716-732.

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2020Government support of banks and bank lending. (2020). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301693.

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2020Procyclical leverage: Evidence from banks’ lending and financing decisions. (2020). Schandlbauer, Alexander ; Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300236.

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2020Bank asset structure and deposit insurance pricing. (2020). Fodor, Andrew ; Davidson, Travis ; Camara, Antonio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300662.

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2020Measuring multi-product banks’ market power using the Lerner index. (2020). Shaffer, Sherrill ; Spierdijk, Laura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301254.

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2020Risk shifting and the allocation of capital: A Rationale for macroprudential regulation. (2020). Kogler, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301564.

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2021Systematic credit risk in securitised mortgage portfolios. (2021). Scheule, Harald ; Rosch, Daniel ; Lee, Yongwoong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302582.

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2021The nexus between loan portfolio size and volatility: Does bank capital regulation matter?. (2021). Ludolph, Melina ; Bremus, Franziska. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000807.

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2021Bank monitoring: Evidence from syndicated loans. (2021). Meisenzahl, Ralf R ; Ivanov, Ivan T ; Gustafson, Matthew T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:452-477.

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2020Bank lines of credit as contingent liquidity: Covenant violations and their implications. (2020). Orive, Ander Perez ; Ippolito, Filippo ; Almeida, Heitor ; Acharya, Viral. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300191.

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2020Informational synergies in consumer credit. (2020). Norden, Lars ; Gurtler, Marc ; Usselmann, Piet ; Hibbeln, Martin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300476.

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2021Politics, credit allocation and bank capital requirements. (2021). Thakor, Anjan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:45:y:2021:i:c:s1042957319300221.

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2021Bank competition and multimarket contact intensity. (2021). Fernández-de-Guevara, Juan ; Cruz-García, Paula ; Maudos, Joaquin ; de Guevara, Juan Fernandez ; Cruz-Garcia, Paula. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302941.

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2021Bond flows and liquidity: Do foreigners matter?. (2021). Shultz, Patrick J ; Fischer, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000462.

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2021Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic. (2021). Yang, Cai ; Zhang, Hongwei ; Weng, Futian. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001628.

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2020.

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2020Risk endogeneity at the lender/investor-of-last-resort. (2020). Schwaab, Bernd ; Lucas, Andre ; Zhang, Xin ; Caballero, Diego. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:283-297.

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More than 100 citations found, this list is not complete...

Works by Jose A. Lopez:


YearTitleTypeCited
2008Empirical analysis of corporate credit lines In: Working Papers.
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2007Empirical analysis of corporate credit lines.(2007) In: Working Paper Series.
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2009Empirical Analysis of Corporate Credit Lines.(2009) In: Review of Financial Studies.
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2010How Does Competition Impact Bank Risk-Taking? In: Working Papers.
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2007How does competition impact bank risk-taking?.(2007) In: Working Paper Series.
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2004Comment In: Journal of Business & Economic Statistics.
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2020Calibrating Macroprudential Policies for the Canadian Mortgage Market In: C.D. Howe Institute Commentary.
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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I In: CESifo Working Paper Series.
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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: CEPR Discussion Papers.
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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: Working Paper Series.
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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: NBER Working Papers.
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2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence In: CEPR Discussion Papers.
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2020Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence.(2020) In: European Economic Review.
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2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence.(2018) In: Working Paper Series.
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2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence.(2018) In: NBER Working Papers.
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2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers.
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2015A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics.
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2013A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series.
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2019Monitoring banking system connectedness with big data In: Journal of Econometrics.
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2013How does competition affect bank risk-taking? In: Journal of Financial Stability.
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2000Evaluating credit risk models In: Journal of Banking & Finance.
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1999Evaluating credit risk models.(1999) In: Working Papers in Applied Economic Theory.
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2006Alternative measures of the Federal Reserve Banks cost of equity capital In: Journal of Banking & Finance.
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2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Public Policy Discussion Paper.
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2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Working Paper Series.
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2004The empirical relationship between average asset correlation, firm probability of default, and asset size In: Journal of Financial Intermediation.
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2002The empirical relationship between average asset correlation, firm probability of default and asset size.(2002) In: Working Paper Series.
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1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market In: Working Papers in Applied Economic Theory.
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1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market.(1999) In: Staff Reports.
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2014Stress testing the Fed In: FRBSF Economic Letter.
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2015Assessing supervisory scenarios for interest rate risk In: FRBSF Economic Letter.
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2016Differing views on long-term inflation expectations In: FRBSF Economic Letter.
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2017Do All New Treasuries Trade at a Premium? In: FRBSF Economic Letter.
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2017Measuring Interest Rate Risk in the Very Long Term In: FRBSF Economic Letter.
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2019Measuring Connectedness between the Largest Banks In: FRBSF Economic Letter.
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2020Small Business Lending during COVID-19 In: FRBSF Economic Letter.
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2021What Would It Cost to Issue 50-year Treasury Bonds? In: FRBSF Economic Letter.
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1999How frequently should banks be examined? In: FRBSF Economic Letter.
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1999The Basel proposal for a new capital adequacy framework In: FRBSF Economic Letter.
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1999Using CAMELS ratings to monitor bank conditions In: FRBSF Economic Letter.
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2000Volatility spillovers in the U.S. Treasury market In: FRBSF Economic Letter.
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2000Patterns in the foreign ownership of U.S. banking assets In: FRBSF Economic Letter.
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2001Modeling credit risk for commercial loans In: FRBSF Economic Letter.
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2001Federal Reserve banks imputed cost of equity capital In: FRBSF Economic Letter.
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2001The Federal Reserve banks imputed cost of equity capital.(2001) In: Working Paper Series.
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2001Financial instruments for mitigating credit risk In: FRBSF Economic Letter.
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2002What is operational risk? In: FRBSF Economic Letter.
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2002Off-site monitoring of bank holding companies In: FRBSF Economic Letter.
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2003Disclosure as a supervisory tool: Pillar 3 of Basel II In: FRBSF Economic Letter.
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2003The current strength of the U.S. banking sector In: FRBSF Economic Letter.
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2003How financial firms manage risk In: FRBSF Economic Letter.
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2003Using equity market information to monitor banking institutions In: FRBSF Economic Letter.
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2003Monitoring debt market information for bank supervisory purposes In: FRBSF Economic Letter.
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2004Policy applications of a global macroeconomic model In: FRBSF Economic Letter.
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2004Outsourcing by financial services firms: the supervisory response In: FRBSF Economic Letter.
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2004Supervising interest rate risk management In: FRBSF Economic Letter.
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2005Recent policy issues regarding credit risk transfer In: FRBSF Economic Letter.
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2005Stress tests: useful complements to financial risk models In: FRBSF Economic Letter.
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2006What is the Federal Reserve banks imputed cost of equity capital? In: FRBSF Economic Letter.
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2007Concentrations in commercial real estate lending In: FRBSF Economic Letter.
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2007Financial innovations and the real economy: conference summary In: FRBSF Economic Letter.
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2007U.S. supervisory standards for operational risk management In: FRBSF Economic Letter.
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2007Corporate access to external financing In: FRBSF Economic Letter.
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2008The economics of private equity investments: symposium summary In: FRBSF Economic Letter.
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2008What is liquidity risk? In: FRBSF Economic Letter.
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2009Gauging aggregate credit market conditions In: FRBSF Economic Letter.
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2010Challenges in economic capital modeling In: FRBSF Economic Letter.
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1999Methods for evaluating value-at-risk estimates In: Economic Review.
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1998Methods for evaluating value-at-risk estimates.(1998) In: Economic Policy Review.
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1998Methods for evaluating value-at-risk estimates.(1998) In: Research Paper.
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2003How might financial market information be used for supervisory purposes? In: Economic Review.
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2009Do supervisory rating standards change over time? In: Economic Review.
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2002Financial structure and macroeconomic performance over the short and long run In: Pacific Basin Working Paper Series.
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2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
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2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series.
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2010Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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2010Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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2000Is implied correlation worth calculating? Evidence from foreign exchange options and historical data In: Working Paper Series.
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1997Is implied correlation worth calculating? Evidence from foreign exchange options and historical data.(1997) In: Research Paper.
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2000Evaluating covariance matrix forecasts in a value-at-risk framework In: Working Paper Series.
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2001Incorporating equity market information into supervisory monitoring models In: Working Paper Series.
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2004Incorporating Equity Market Information into Supervisory Monitoring Models..(2004) In: Journal of Money, Credit and Banking.
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2003Does regional economic performance affect bank health? New analysis of an old question In: Working Paper Series.
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2004Evaluating interest rate covariance models within a value-at-risk framework In: Working Paper Series.
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2004Using securities market information for bank supervisory monitoring In: Working Paper Series.
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2008Using Securities Market Information for Bank Supervisory Monitoring.(2008) In: International Journal of Central Banking.
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2005Empirical analysis of the average asset correlation for real estate investment trusts In: Working Paper Series.
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2009Empirical analysis of the average asset correlation for real estate investment trusts.(2009) In: Quantitative Finance.
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2006Foreign bank lending and bond underwriting in Japan during the lost decade In: Working Paper Series.
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2007Determinants of access to external finance: evidence from Spanish firms In: Working Paper Series.
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2009EAD calibration for corporate credit lines In: Working Paper Series.
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2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
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2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
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2009Foreign entry into underwriting services: evidence from Japans \Big Bang\ deregulation In: Working Paper Series.
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2014Foreign Entry into Underwriting Services: Evidence from Japans “Big Bang” Deregulation.(2014) In: Journal of Money, Credit and Banking.
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2010Bond currency denomination and the yen carry trade In: Working Paper Series.
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2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
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2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
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2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
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2016Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance.
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2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
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2017Is There an On-the-Run Premium in TIPS? In: Working Paper Series.
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2020Is There an On-the-Run Premium in TIPS?.(2020) In: Quarterly Journal of Finance (QJF).
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2017Calibrating Macroprudential Policy to Forecasts of Financial Stability In: Working Paper Series.
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2019Calibrating Macroprudential Policy to Forecasts of Financial Stability.(2019) In: International Journal of Central Banking.
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2017Monitoring Banking System Fragility with Big Data In: Working Paper Series.
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2018Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement In: Working Paper Series.
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2021Small Business Lending Under the PPP and PPPLF Programs In: Working Paper Series.
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2021International Evidence on Extending Sovereign Debt Maturities In: Working Paper Series.
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2001The Federal Reserves imputed cost of equity capital: a survey In: Chicago Fed Letter.
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2007Competition and risk taking by Spanish banks In: Proceedings.
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2003Forecasting supervisory ratings using securities market information In: Proceedings.
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1998How effective is lifeline banking in assisting the unbanked? In: Current Issues in Economics and Finance.
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1999Supervisory information and the frequency of bank examinations In: Economic Policy Review.
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2003Formulating the imputed cost of equity capital for priced services at Federal Reserve banks In: Economic Policy Review.
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