Jose A. Lopez : Citation Profile


Are you Jose A. Lopez?

Federal Reserve Bank of San Francisco

17

H index

25

i10 index

1409

Citations

RESEARCH PRODUCTION:

68

Articles

56

Papers

RESEARCH ACTIVITY:

   25 years (1995 - 2020). See details.
   Cites by year: 56
   Journals where Jose A. Lopez has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 37 (2.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo1
   Updated: 2021-02-20    RAS profile: 2021-02-01    
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Relations with other researchers


Works with:

Christensen, Jens (5)

Spiegel, Mark (5)

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 (19)

McAleer, Michael (17)

Moreno Gutiérrez, José (16)

Pesaran, M (15)

Rudebusch, Glenn (13)

Clements, Michael (12)

Caporin, Massimiliano (11)

Delis, Manthos (11)

Giacomini, Raffaella (10)

HASAN, IFTEKHAR (9)

Cites to:

Diebold, Francis (48)

Engle, Robert (33)

Rudebusch, Glenn (28)

Bollerslev, Tim (27)

Saurina, Jesús (17)

Christensen, Jens (16)

West, Kenneth (15)

Berger, Allen (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 Letter36
Economic Policy Review4
International Journal of Central Banking3
Economic Review3
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 Francisco29
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
Proceedings / Federal Reserve Bank of Chicago2
Working Papers / Banco de Espaa2

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


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

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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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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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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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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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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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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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2020Financial market integration in Europe: on the effects of EMU on stock markets. (2001). Fratzscher, Marcel. In: Working Paper Series. RePEc:ecb:ecbwps:20010048.

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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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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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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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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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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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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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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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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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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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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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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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2020Bank regulations, bank competition and bank risk-taking: Evidence from Japan. (2020). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x2030027x.

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2020Political risk and bank stability in the Middle East and North Africa region. (2020). Al-Shboul, Mohammad ; Molyneux, Phillip ; Hassan, Abul ; Maghyereh, Aktham. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303609.

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2020Competition and bank systemic risk: New evidence from Japans regional banking. (2020). Hirata, Wataru ; Ojima, Mayumi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930589x.

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2020Role of Islamic banks in Indonesian banking industry: an empirical exploration. (2020). Syarifuddin, Ferry ; Sakti, Ali ; Narayan, Paresh Kumar ; Aun, Syed. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x18304062.

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2020Does bank FinTech reduce credit risk? Evidence from China. (2020). Qu, Yang ; Cheng, Maoyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19307607.

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2020Behavioral data-driven analysis with Bayesian method for risk management of financial services. (2020). Yu, Min-Teh ; Sun, Edward W. In: International Journal of Production Economics. RePEc:eee:proeco:v:228:y:2020:i:c:s0925527320301250.

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2020The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study. (2020). Kuhn, Andre ; Grundke, Peter. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:167-190.

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2020The regulations–risk taking nexus under competitive pressure: What about the Islamic banking system?. (2020). Louhichi, Awatef ; Boujelbene, Younes ; Louati, Salma . In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918300898.

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2020Sukuk market development and Islamic banks’ capital ratios. (2020). Smaoui, Houcem ; Ghouma, Hatem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918310614.

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2020Bank risk, competition and bank connectedness with firms: A literature review. (2020). Lapteacru, Ion ; Badarau, Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301291.

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2020On the income diversification and bank market power nexus in the MENA countries: Evidence from a GMM panel-VAR approach. (2020). Zoghlami, Feten ; Zouaoui, Haykel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310663.

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2021Credit unions vs. commercial banks, who takes more risk?. (2021). Yao, LI ; Hammami, Ahmad ; Magnan, Michel ; Naaman, Christine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s027553192030948x.

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2020Unveiling the causal relationships among banking competition, stock and insurance market development, and economic growth in Europe. (2020). Arvin, Mak ; Bennett, Sara E ; Nair, Mahendhiran ; Pradhan, Rudra P. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:74-87.

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2020The Effect of Banking Concentration on Non-Performing Loans: The Case of Albania. (2020). Sinaj, Valentina ; Tushaj, Arjan . In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:2:p:433-442.

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2020Does Banking Concentration Affect Non-Performing Loans in Albania?. (2020). Sinaj, Valentina ; Tushaj, Arjan. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special1:p:1074-1083.

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2020Issues Regarding the Use of the Policy Rate Tool. (2020). Zarutskie, Rebecca ; King, Thomas ; Campbell, Jeffrey ; Orlik, Anna . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-70.

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2020Fiscal Implications of Interest Rate Normalization in the United States. (2020). Yang, Shu-Chun ; Bi, Huixin ; Shen, Wenyi. In: Research Working Paper. RePEc:fip:fedkrw:88850.

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2020Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio. (2020). Di Clemente, Annalisa. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:129-:d:372631.

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2020Empirical Evidence of the Lending Channel of Monetary Policy under Negative Interest Rates. (2020). BOUNGOU, Whelsy. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2020-16.

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2020Non-Performing loans, financial stability, and banking competition: evidence for listed and non-listed Eurozone banks. (2020). Mansilla-Fernandez, Jose Manuel. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2020:v:232:i:1:p:29-52.

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2020Credit Risk, Liquidity, and Lies. (2020). King, Thomas ; Lewis, Kurt F. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:4:a:6.

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2020Effects of firm-, industry-, and country-level innovation on firm performance. (2020). Zhang, Yufei ; Calantone, Roger J ; Ketchen, David J ; Tomas, G. In: Marketing Letters. RePEc:kap:mktlet:v:31:y:2020:i:2:d:10.1007_s11002-020-09530-y.

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2020Credit information sharing and loan default in developing countries: the moderating effect of banking market concentration and national governance quality. (2020). Ntim, Collins ; Fosu, Samuel ; Adegbite, Emmanuel ; Agyei-Boapeah, Henry ; Danso, Albert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00836-1.

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2020Conditional dependence in post-crisis markets: dispersion and correlation skew trades. (2020). Sokolinskiy, Oleg. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00847-y.

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2020Central Bank Capital and Credibility: A Literature Survey. (2020). Tanaka, Atsushi. In: Discussion Paper Series. RePEc:kgu:wpaper:208.

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2020Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034.

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2020Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?. (2020). Kostrzewa, Konrad ; Borsuk, Marcin. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:3:p:211-238.

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2020Bank Syndicates and Liquidity Provision. (2020). Viswanathan, S ; santos, joao. In: NBER Working Papers. RePEc:nbr:nberwo:27701.

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2020Negative Interest Rates on Central Bank Digital Currency. (2020). Jia, Pengfei. In: MPRA Paper. RePEc:pra:mprapa:103828.

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2020Bond Lending and the Law of One Price in Chinas Treasury Markets. (2020). Wang, Yabin ; Magnani, Jacopo. In: MPRA Paper. RePEc:pra:mprapa:105027.

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2020The impact of low interest rates on banks’ non-performing loans. (2020). Tepl, Petr ; Maivald, Matj. In: FFA Working Papers. RePEc:prg:jnlwps:v:2:y:2020:id:2.002.

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2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

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2021An intuition-based evaluation framework for social credit applications. (2021). Esperana, Jose P ; Fernando, . In: Annals of Operations Research. RePEc:spr:annopr:v:296:y:2021:i:1:d:10.1007_s10479-018-2995-8.

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2020How much did uncertainty shocks matter in the Great Depression?. (2020). Mathy, Gabriel P. In: Cliometrica. RePEc:spr:cliomt:v:14:y:2020:i:2:d:10.1007_s11698-019-00190-1.

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2020Impact of macroeconomic cyclical indicators and country governance on bank non-performing loans in Emerging Asia. (2020). Tuyon, Jasman ; Mohammed, Rozita Uji ; Salisi, Mohd Shamlie ; Arham, Nurfilzah. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:4:d:10.1007_s40822-020-00156-z.

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2020The Impact of Market Power on Bank Risk-Taking: an Empirical Investigation. (2020). Bahri, Ferdaous ; Hamza, Taher. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:11:y:2020:i:3:d:10.1007_s13132-019-0584-y.

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2020Trends and turning points of banking: a timespan view. (2020). Marjaie, Seyedali ; Hanafizadeh, Payam. In: Review of Managerial Science. RePEc:spr:rvmgts:v:14:y:2020:i:6:d:10.1007_s11846-019-00337-4.

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2020Systemic Banking Crises: The Relationship Between Concentration and Interbank Connections.. (2020). Calef, Andrea. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2019_06.

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2020Bank Monitoring and Financial Reporting Quality: The Case of Accounts?Receivable?Based Loans. (2020). Kim, Bong Hwan ; Frankel, Richard ; Martin, Xiumin. In: Contemporary Accounting Research. RePEc:wly:coacre:v:37:y:2020:i:4:p:2120-2144.

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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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paper58
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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paper71
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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article0
2020Calibrating Macroprudential Policies for the Canadian Mortgage Market In: C.D. Howe Institute Commentary.
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article0
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I In: CESifo Working Paper Series.
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paper2
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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paper
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: NBER Working Papers.
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paper
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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paper20
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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This paper has another version. Agregated cites: 20
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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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This paper has another version. Agregated cites: 20
paper
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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This paper has another version. Agregated cites: 20
paper
2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers.
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paper31
2015A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 31
article
2013A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 31
paper
2019Monitoring banking system connectedness with big data In: Journal of Econometrics.
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article2
2013How does competition affect bank risk-taking? In: Journal of Financial Stability.
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article162
2000Evaluating credit risk models In: Journal of Banking & Finance.
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article43
1999Evaluating credit risk models.(1999) In: Working Papers in Applied Economic Theory.
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paper
2006Alternative measures of the Federal Reserve Banks cost of equity capital In: Journal of Banking & Finance.
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article13
2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Public Policy Discussion Paper.
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paper
2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 13
paper
2004The empirical relationship between average asset correlation, firm probability of default, and asset size In: Journal of Financial Intermediation.
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article70
2002The empirical relationship between average asset correlation, firm probability of default and asset size.(2002) In: Working Paper Series.
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paper
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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paper11
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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paper
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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article1
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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article0
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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article0
1999How frequently should banks be examined? In: FRBSF Economic Letter.
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article1
1999The Basel proposal for a new capital adequacy framework In: FRBSF Economic Letter.
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article1
1999Using CAMELS ratings to monitor bank conditions In: FRBSF Economic Letter.
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article10
2000Volatility spillovers in the U.S. Treasury market In: FRBSF Economic Letter.
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article1
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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article2
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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article3
2002What is operational risk? In: FRBSF Economic Letter.
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article0
2002Off-site monitoring of bank holding companies In: FRBSF Economic Letter.
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article2
2003Disclosure as a supervisory tool: Pillar 3 of Basel II In: FRBSF Economic Letter.
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article2
2003The current strength of the U.S. banking sector In: FRBSF Economic Letter.
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article0
2003How financial firms manage risk In: FRBSF Economic Letter.
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article0
2003Using equity market information to monitor banking institutions In: FRBSF Economic Letter.
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article2
2003Monitoring debt market information for bank supervisory purposes In: FRBSF Economic Letter.
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article0
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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article3
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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article4
2007Financial innovations and the real economy: conference summary In: FRBSF Economic Letter.
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article0
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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article0
2008The economics of private equity investments: symposium summary In: FRBSF Economic Letter.
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article0
2008What is liquidity risk? In: FRBSF Economic Letter.
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article4
2009Gauging aggregate credit market conditions In: FRBSF Economic Letter.
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article0
2010Challenges in economic capital modeling In: FRBSF Economic Letter.
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article0
1999Methods for evaluating value-at-risk estimates In: Economic Review.
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article77
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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This paper has another version. Agregated cites: 77
paper
2003How might financial market information be used for supervisory purposes? In: Economic Review.
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article7
2009Do supervisory rating standards change over time? In: Economic Review.
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article10
2002Financial structure and macroeconomic performance over the short and long run In: Pacific Basin Working Paper Series.
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paper10
2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
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article105
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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This paper has another version. Agregated cites: 105
paper
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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This paper has another version. Agregated cites: 105
article
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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This paper has another version. Agregated cites: 105
article
2000Is implied correlation worth calculating? Evidence from foreign exchange options and historical data In: Working Paper Series.
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paper15
1997Is implied correlation worth calculating? Evidence from foreign exchange options and historical data.(1997) In: Research Paper.
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paper
2000Evaluating covariance matrix forecasts in a value-at-risk framework In: Working Paper Series.
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paper6
2001Incorporating equity market information into supervisory monitoring models In: Working Paper Series.
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paper47
2004Incorporating Equity Market Information into Supervisory Monitoring Models..(2004) In: Journal of Money, Credit and Banking.
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article
2003Does regional economic performance affect bank health? New analysis of an old question In: Working Paper Series.
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paper1
2004Evaluating interest rate covariance models within a value-at-risk framework In: Working Paper Series.
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paper32
2004Using securities market information for bank supervisory monitoring In: Working Paper Series.
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paper13
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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paper5
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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paper2
2009EAD calibration for corporate credit lines In: Working Paper Series.
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paper3
2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
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paper73
2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
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article
2009Foreign entry into underwriting services: evidence from Japans \Big Bang\ deregulation In: Working Paper Series.
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paper6
2014Foreign Entry into Underwriting Services: Evidence from Japans “Big Bang” Deregulation.(2014) In: Journal of Money, Credit and Banking.
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article
2010Bond currency denomination and the yen carry trade In: Working Paper Series.
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paper0
2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
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paper15
2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
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article
2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
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paper7
2016Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance.
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This paper has another version. Agregated cites: 7
article
2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
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paper3
2017Is There an On-the-Run Premium in TIPS? In: Working Paper Series.
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paper2
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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paper3
2019Calibrating Macroprudential Policy to Forecasts of Financial Stability.(2019) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 3
article
2017Monitoring Banking System Fragility with Big Data In: Working Paper Series.
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paper1
2018Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 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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article1
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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paper3
1998How effective is lifeline banking in assisting the unbanked? In: Current Issues in Economics and Finance.
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article6
1999Supervisory information and the frequency of bank examinations In: Economic Policy Review.
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article33
2003Formulating the imputed cost of equity capital for priced services at Federal Reserve banks In: Economic Policy Review.
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article7
2004Commentary on \\Market indicators, bank fragility, and indirect market discipline\\ In: Economic Policy Review.
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article1
1995Modeling volatility dynamics In: Research Paper.
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1995Evaluating the predictive accuracy of volatility models In: Research Paper.
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2001Evaluating the Predictive Accuracy of Volatility Models..(2001) In: Journal of Forecasting.
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1995Forecast evaluation and combination In: Research Paper.
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1996Forecast Evaluation and Combination.(1996) In: NBER Technical Working Papers.
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1996Exchange rate cointegration across central bank regime shifts In: Research Paper.
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1997Regulatory evaluation of value-at-risk models In: Research Paper.
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1997Regulatory evaluation of value-at-risk models.(1997) In: Staff Reports.
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1996Regulatory Evaluation of Value-at-Risk Models.(1996) In: Center for Financial Institutions Working Papers.
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1995Measuring Volatility Dynamics In: NBER Technical Working Papers.
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