Jose A. Lopez : Citation Profile


Are you Jose A. Lopez?

Federal Reserve Bank of San Francisco

16

H index

21

i10 index

1206

Citations

RESEARCH PRODUCTION:

61

Articles

56

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 52
   Journals where Jose A. Lopez has often published
   Relations with other researchers
   Recent citing documents: 167.    Total self citations: 36 (2.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo1
   Updated: 2019-08-17    RAS profile: 2018-06-29    
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Relations with other researchers


Works with:

Christensen, Jens (10)

Rudebusch, Glenn (7)

Spiegel, Mark (4)

Rose, Andrew (3)

Hale, Galina (2)

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 (23)

Christensen, Jens (19)

Pesaran, M (15)

McAleer, Michael (15)

Rudebusch, Glenn (13)

Clements, Michael (12)

Moreno Gutiérrez, José (12)

Caporin, Massimiliano (11)

Delis, Manthos (11)

Giacomini, Raffaella (10)

HASAN, IFTEKHAR (9)

Cites to:

Diebold, Francis (43)

Engle, Robert (32)

Bollerslev, Tim (29)

Rudebusch, Glenn (28)

Saurina, Jesús (17)

Christensen, Jens (16)

West, Kenneth (15)

Berger, Allen (13)

Flannery, Mark (12)

Edison, Hali (9)

Rogoff, Kenneth (8)

Main data


Where Jose A. Lopez has published?


Journals with more than one article published# docs
FRBSF Economic Letter35
Economic Policy Review4
Economic Review3
Journal of Banking & Finance2
Journal of Money, Credit and Banking2
International Journal of Central 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
Proceedings / Federal Reserve Bank of Chicago2
Working Papers / Banco de Espaa2
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco2
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Jose A. Lopez (2019 and 2018)


YearTitle of citing document
2017Asset correlation estimation for inhomogeneous exposure pools. (2017). Wunderer, Christoph . In: Papers. RePEc:arx:papers:1701.02028.

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2019Correlation Patterns in Foreign Exchange Markets. (2019). Kocarev, Ljupco ; Utkovski, Zoran ; Stojkoski, Viktor ; Basnarkov, Lasko. In: Papers. RePEc:arx:papers:1902.06483.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2018Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18.

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2017The real effects of relationship lending. (2017). Sette, Enrico ; Gambacorta, Leonardo ; Banerjee, Ryan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1133_17.

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2018On the Costs of Deflation: A Consumption-Based Approach. (2018). Garcia-Verdu, Santiago ; Manuel, Ramos Francia. In: Working Papers. RePEc:bdm:wpaper:2018-20.

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2018Funding liquidity without banks: evidence from a shock to the cost of very short-term debt. (2018). Cardona-Sosa, Lina ; Strahan, Philip E ; Restrepo, Felipe. In: Borradores de Economia. RePEc:bdr:borrec:1056.

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2018Credit risk and bank competition in Sub-Saharan Africa. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: Working papers. RePEc:bfr:banfra:664.

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2018External Credit Ratings and Bank Lending. (2018). Cahn, Christophe ; Salvade, Federica ; Girotti, Mattia. In: Working papers. RePEc:bfr:banfra:691.

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2018Deflation expectations. (2018). Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:699.

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2018What drives local lending by global banks?. (2018). Hepp, Ralf ; Avdjiev, Stefan ; Aysun, Uluc. In: BIS Working Papers. RePEc:bis:biswps:746.

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2018Euro area unconventional monetary policy and bank resilience. (2018). mamatzakis, emmanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:754.

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2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: BIS Working Papers. RePEc:bis:biswps:766.

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2019Do Higher Interest Rates on Loans and Deposits and Advertising Spending Cuts Forecast Bank Failures? Evidence from Russia. (2019). Fomin, Lev. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:94-112.

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2018Does Financial Deregulation Boost Top Incomes? Evidence from the Big Bang. (2018). Tanndal, Julia ; Waldenstrm, Daniel. In: Economica. RePEc:bla:econom:v:85:y:2018:i:338:p:232-265.

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2019Official demand for US debt: implications for US real rates. (2019). Zinna, Gabriele ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0796.

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2018Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara . In: Research Discussion Papers. RePEc:bof:bofrdp:2018_016.

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2017The interplay between quantitative easing and risk: the case of the Japanese banking. (2017). mamatzakis, emmanuel ; Vu, Anh N. In: Working Papers. RePEc:bog:wpaper:226.

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2017Liquidity & Risk Management: Results of a Survey of Large Irish-Domiciled Funds. (2017). Moloney, Kitty ; Daly, Pierce . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:48-62.

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2017Consolidated Banking Data: Introducing Enhanced Statistics for Ireland. (2017). Devine, Kenneth ; Menton, Aisling ; Meehan, Ciaran ; Dooley, Jennifer . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:63-78.

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2017Non-standard Monetary Policy Measures and the Balance Sheets of Eurosystem Central Banks. (2017). Donnery, Sharon ; Carroll, Konstantina ; Gleeson, Ruth ; Doran, David . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:79-94.

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2018A Replication of “Bank Competition and Financial Stability: Much Ado About Nothing?” (Journal of Economic Surveys, 2016). (2018). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:18/18.

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2017What drives local lending by global banks?. (2017). Hepp, Ralf ; Aysun, Uluc ; Avdjiev, Stefan. In: Working Papers. RePEc:cfl:wpaper:2017-02.

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2018A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

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2017Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?. (2017). Gehrig, Thomas ; Iannino, Maria Chiara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11920.

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2017Contingent Convertibles: Can the Market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; Dieter, Iman Paul ; Kiewiet, Gera. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12359.

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2018Politicians Promotion Incentives and Bank Risk Exposure. (2018). Schröder, Michael ; Xu, Xian ; Schroder, Michael ; Menkhoff, Lukas ; Wang, LI. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1771.

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2017Contingent convertibles: Can the market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera. In: DNB Working Papers. RePEc:dnb:dnbwpp:572.

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2018CREDIT RISK AND BANK COMPETITION IN SUB-SAHARAN AFRICA. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-27.

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2018Media Perception of Fed Chairs Overconfidence and Market Expectations. (2018). Bennani, Hamza. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-29.

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2017Competition and Stability of Sub-Saharan African Commercial Banks; a GMM Analysis. (2017). Akande, Joseph Olorunfemi ; Kwenda, Farai. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:122-138.

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2018Risk and competitiveness in the Italian banking sector. (2018). Zazzaro, Alberto ; Marchionne, Francesco. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00552.

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2019Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area. (2019). Eisenschmidt, Jens ; Vlassopoulos, Thomas ; Demiralp, Selva. In: Working Paper Series. RePEc:ecb:ecbwps:20192283.

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2019Is there a zero lower bound? The effects of negative policy rates on banks and firms. (2019). Giannetti, Mariassunta ; Burlon, Lorenzo ; Altavilla, Carlo ; Holton, Sarah. In: Working Paper Series. RePEc:ecb:ecbwps:20192289.

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2017Default-implied Asset Correlation: Empirical Study for Moroccan Companies. (2017). Ammari, Mustapha ; Lakhnat, Ghizlane . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-55.

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2019Improved crop forecasts for the Australian macadamia industry from ensemble models. (2019). Burnett, Jolyon R ; Chandra, Kerri A ; Mayer, David G. In: Agricultural Systems. RePEc:eee:agisys:v:173:y:2019:i:c:p:519-523.

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2019Short-term scenario-based probabilistic load forecasting: A data-driven approach. (2019). Pauwels, Eric J ; Khoshrou, Abdolrahman. In: Applied Energy. RePEc:eee:appene:v:238:y:2019:i:c:p:1258-1268.

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2017R&D investments and credit lines. (2017). Guney, Yilmaz ; Karpuz, Ahmet ; Ozkan, Neslihan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:261-283.

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2017Market power and risk of Central and Eastern European banks: Does more powerful mean safer?. (2017). Lapteacru, Ion. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:46-59.

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2017Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408.

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2018How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513.

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2018Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108.

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2018Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment. (2018). Skrabic Peric, Blanka ; Aljinovi, Zdravka ; Smiljani, Ana Rimac. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:49-69.

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2019Geographical spillovers on the relation between risk-taking and market power in the US banking sector. (2019). Pino Saldías, Gabriel ; Rodriguez, Alejandro ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:351-364.

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2019Oil prices and real exchange rates in the NAFTA region. (2019). Toledo, Hugo ; Baghestani, Hamid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:253-264.

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2017Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:333-347.

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2018Financial distress and bankruptcy prediction: An appropriate model for listed firms in Vietnam. (2018). Vo, Binh Pham ; Do, Trung. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:616-624.

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2019Structural changes, competition and bank stability in Malaysia’s dual banking system. (2019). Ibrahim, Mansor ; Yeap, Lau Wee ; Abojeib, Moutaz ; Salim, Kinan. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:111-129.

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2018Dark costs, missing data: Shedding some light on services trade. (2018). Yotov, Yoto ; Mattoo, Aaditya ; Borchert, Ingo ; Anderson, James. In: European Economic Review. RePEc:eee:eecrev:v:105:y:2018:i:c:p:193-214.

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2019Competition and bank stability in the MENA region: The moderating effect of Islamic versus conventional banks. (2019). Hanifa, Abu ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:310-325.

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2018A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

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2018On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects. (2018). Blumke, Oliver. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:65-77.

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2019Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391.

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2017The ‘competition–stability/fragility’ nexus: A comparative analysis of Islamic and conventional banks. (2017). Nurul, MD ; Worthington, Andrew C. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:111-128.

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2017On the optimality of bank competition policy. (2017). Samantas, Ioannis G. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:39-53.

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2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:208-220.

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2018Estimating stochastic volatility with jumps and asymmetry in Asian markets. (2018). Saranya, K ; Prasanna, Krishna P. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:145-153.

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2017Does regulatory forbearance matter for bank stability? Evidence from creditors’ perspective. (2017). Mallick, Sushanta ; Ahamed, Mostak M. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:163-180.

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2017Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:45-61.

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2017The concentration–stability controversy in banking: New evidence from the EU-25. (2017). Ijtsma, Pieter ; Shaffer, Sherrill ; Spierdijk, Laura. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:273-284.

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2018Does regulatory bank oversight impact economic activity? A local projections approach. (2018). Kapinos, Pavel ; Ramirez, Carlos D ; Hwa, Vivian . In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:167-174.

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2019What influences banks’ choice of credit risk management practices? Theory and evidence. (2019). Lambert, Claudia ; Hakenes, Hendrik ; Bulbul, Dilek . In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:1-14.

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2019Creditor rights and the market power-stability relationship in banking. (2019). Biswas, Swarnava. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:53-63.

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2017Is there a competition-stability trade-off in European banking?. (2017). Lucotte, Yannick ; Leroy, Aurélien. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:199-215.

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2018Cooperative banks: What do we know about competition and risk preferences?. (2018). Mare, Davide Salvatore ; Clark, Ephraim ; Radi, Nemanja. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:90-101.

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2019Bank risk-taking in developed countries: The influence of market power and bank regulations. (2019). Demirel, Pelin ; Danisman, Gamze Ozturk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:202-217.

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2018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Kim, Hyun Hak ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:339-354.

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2018Forecasting distress in cooperative banks: The role of asset quality. (2018). Migliardo, Carlo ; Forgione, Antonio Fabio . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:678-695.

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2019Systemic risk and competition revisited. (2019). Silva-Buston, Consuelo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:188-205.

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2017Deposit competition and loan markets. (2017). Arping, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:108-118.

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2018Exposure at default modeling – A theoretical and empirical assessment of estimation approaches and parameter choice. (2018). Gurtler, Marc ; Usselmann, Piet ; Hibbeln, Martin Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:176-188.

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2019Competition and credit procyclicality in European banking. (2019). Lucotte, Yannick ; Leroy, Aurélien. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:237-251.

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2019Politicians’ promotion incentives and bank risk exposure in China. (2019). Menkhoff, Lukas ; Xu, Xian ; Schroder, Michael ; Wang, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:63-94.

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2018The impact of accounting laws and standards on bank risks: Evidence from transition countries. (2018). Fang, Yiwei ; Zhu, Yun ; Li, Lingxiang ; Fornaro, James . In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:103-118.

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2018Financing as a supply chain: The capital structure of banks and borrowers. (2018). Gornall, Will ; Strebulaev, Ilya A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:510-530.

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2018Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance. (2018). santos, joao ; Plosser, Matthew ; Kim, Sooji. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:34:y:2018:i:c:p:17-31.

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2018Competition and bank stability. (2018). Goetz, Martin R. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:57-69.

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2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2018The eurozone (expected) inflation: An options eyes view. (2018). Ibáñez, Alfredo ; Gimeno, Ricardo ; Ibaez, Alfredo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:70-92.

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2019What drives local lending by global banks?. (2019). Avdjiev, Stefan ; Hepp, Ralf ; Aysun, Uluc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:54-75.

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2019Credit default swaps as indicators of bank financial distress. (2019). Cotter, John ; Conlon, Thomas ; Avino, Davide E. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:132-139.

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2018Bad luck, Bad policy or Bad banking? Understanding the financial management behavior of MENA banks. (2018). Ghosh, Saibal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:110-128.

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2018Does bank regulation matter on the relationship between competition and financial stability? Evidence from Southeast Asian countries. (2018). Chan, Sok-Gee ; Isa, Che Ruhana ; Gee, Chan Sok ; Hanifa, Abu . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:144-161.

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2017Entropy measure of credit risk in highly correlated markets. (2017). Gottschalk, Sylvia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:478:y:2017:i:c:p:11-19.

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2018How does stock market volatility react to NVIX? Evidence from developed countries. (2018). Fang, Libing ; Yu, Honghai ; Chen, Ying ; Qian, Yichuo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:490-499.

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2018Volatility forecasting: Global economic policy uncertainty and regime switching. (2018). Yu, Miao ; Song, Jinguo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:316-323.

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2018ASACT - Data preparation for forecasting: A method to substitute transaction data for unavailable product consumption data. (2018). Murray, Paul W ; Barajas, Marco A ; Agard, Bruno. In: International Journal of Production Economics. RePEc:eee:proeco:v:203:y:2018:i:c:p:264-275.

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2017A new approach to jointly estimating the Lerner index and cost efficiency for multi-output banks under a stochastic meta-frontier framework. (2017). Huang, Tai-Hsin ; Chao, Shih-Wei ; Chiang, Dien-Lin . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:212-226.

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2018Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis. (2018). Tao, Qizhi ; Zhang, Ting ; Liu, Jiapeng ; Wei, YU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:143-153.

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2018A horserace or boost in market power? Banking sector competition after foreign bank exits. (2018). Hryckiewicz, Aneta ; Kozlowski, Lukasz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:371-389.

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2019Firm and industry specific determinants of capital structure: Evidence from the Australian market. (2019). Li, Larry ; Islam, Silvia Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:425-437.

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2017Bank levy and bank risk-taking. (2017). Diemer, Michael . In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:10-32.

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2017Competition, concentration and risk taking in Banking sector of MENA countries. (2017). Bua, Milagros Vivel ; Razia, Alaa ; Sestayo, Ruben Lado ; Gonzalez, Luis Otero. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:591-604.

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2018The economic value of business cycle forecasts for potential investors – Evidence from Germany. (2018). Dopke, Jorg ; Tegtmeier, Lars ; Muller, Karsten. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:445-461.

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2019Loan delinquency in banking systems: How effective are credit reporting systems?. (2019). Ghosh, Saibal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:220-236.

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2019Accounting standards and banking regulation: Some effects of divergence. (2019). Downing, Jeff. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:386-397.

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2018Shipping equity risk behavior and portfolio management. (2018). VISVIKIS, ILIAS ; Kyriakou, Ioannis ; Papapostolou, Nikos C ; Pouliasis, Panos K. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:116:y:2018:i:c:p:178-200.

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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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paper44
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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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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paper2
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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paper22
2015A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics.
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article
2013A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series.
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2013How does competition affect bank risk-taking? In: Journal of Financial Stability.
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article104
2000Evaluating credit risk models In: Journal of Banking & Finance.
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article40
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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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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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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2001Financial instruments for mitigating credit risk In: FRBSF Economic Letter.
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article2
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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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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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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paper9
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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This paper has another version. Agregated cites: 93
article
2000Is implied correlation worth calculating? Evidence from foreign exchange options and historical data In: Working Paper Series.
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paper9
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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paper5
2001The Federal Reserve banks imputed cost of equity capital In: Working Paper Series.
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paper1
2001Incorporating equity market information into supervisory monitoring models In: Working Paper Series.
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paper42
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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paper1
2004Evaluating interest rate covariance models within a value-at-risk framework In: Working Paper Series.
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paper31
2004Using securities market information for bank supervisory monitoring In: Working Paper Series.
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paper10
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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paper3
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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paper15
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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paper7
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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paper3
2017Is There an On-the-Run Premium in TIPS? In: Working Paper Series.
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paper1
2017Calibrating Macroprudential Policy to Forecasts of Financial Stability In: Working Paper Series.
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2018Monitoring Banking System Fragility with Big Data In: Working Paper Series.
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paper0
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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1999Supervisory information and the frequency of bank examinations In: Economic Policy Review.
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article27
2003Formulating the imputed cost of equity capital for priced services at Federal Reserve banks In: Economic Policy Review.
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article6
2004Commentary on Market indicators, bank fragility, and indirect market discipline In: Economic Policy Review.
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1995Modeling volatility dynamics In: Research Paper.
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Modeling Volatility Dynamics.() In: Home Pages.
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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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