Jose A. Lopez : Citation Profile

Federal Reserve Bank of San Francisco

20

H index

29

i10 index

2111

Citations

RESEARCH PRODUCTION:

75

Articles

59

Papers

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 72
   Journals where Jose A. Lopez has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 46 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo1
   Updated: 2025-04-19    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Spiegel, Mark (4)

Christensen, Jens (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:

Christensen, Jens (36)

Diebold, Francis (30)

Rudebusch, Glenn (20)

Spiegel, Mark (18)

Clements, Michael (16)

Pesaran, Mohammad (15)

Delis, Manthos (12)

Caporin, Massimiliano (12)

HASAN, IFTEKHAR (12)

Aysun, Uluc (11)

Peersman, Gert (11)

Cites to:

Diebold, Francis (51)

Engle, Robert (36)

Rudebusch, Glenn (34)

Bollerslev, Tim (32)

Saurina, Jesús (19)

Christensen, Jens (19)

West, Kenneth (16)

Berger, Allen (15)

Jimenez, Gabriel (13)

Flannery, Mark (11)

Rajan, Raghuram (9)

Main data

Production by document typearticlepaper1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 20Most cited documents123456789101112131415161718192021220200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jose A. Lopez has published?

Journals with more than one article published# docs
FRBSF Economic Letter37
Economic Policy Review4
International Journal of Central Banking3
Economic Review3
Journal of Money, Credit and Banking2
Journal of Money, Credit and Banking2
Journal of Banking & Finance2
Journal of Financial Intermediation2
Journal of Risk Management in Financial Institutions2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco31
Research Paper / Federal Reserve Bank of New York7
Working Papers / Banco de Espa�a2
Staff Reports / Federal Reserve Bank of New York2
NBER Working Papers / National Bureau of Economic Research, Inc2
Proceedings / Federal Reserve Bank of Chicago2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco2

Recent works citing Jose A. Lopez (2025 and 2024)

Year  ↓Title of citing document  ↓
2024La medición de las expectativas de inflación en Argentina: consultoras económicas versus mercados financieros. (2024). Temperley, Patricio. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4766.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575.

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2024.

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2025The Impact of Negative Interest Rate Policy on Interest Rate Formation and Lending. (). Ito, Yuichiro ; Haba, Shunsuke ; Kasai, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e01.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2024Negative interest rate policy and banks earnings management. (2024). Taylor, Daniel ; Osei-Tutu, Francis ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001150.

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2024The impacts of innovation and trade openness on bank market power: The proposal of a minimum distance cost function approach and a causal structure analysis. (2024). Tan, Yong ; Tsionas, Mike ; Fukuyama, Hirofumi. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1178-1194.

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2025Attention-based dynamic multilayer graph neural networks for loan default prediction. (2025). Skarsdttir, Mara ; Korangi, Kamesh ; Zandi, Sahab ; Mues, Christophe ; Bravo, Cristin. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:586-599.

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2024Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x.

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2024Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412.

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2024Digital inclusive finance: A lever for SME financing?. (2024). Liu, Shuyu ; Wang, Yuting ; Du, Xin ; Bu, YA ; Tang, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000474.

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2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024Sudden yield reversals and financial intermediation in emerging markets. (2024). Sarmiento, Miguel. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308922000729.

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2024Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048.

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2024Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886.

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2024Digital disruptors at the gate. Does FinTech lending affect bank market power and stability?. (2024). Cuadros-Solas, Pedro ; Suarez, Nuria ; Salvador, Carlos ; Cubillas, Elena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000301.

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2024Fall of dwarfs: micro and macroeconomic determinants of the disappearance of European small banks. (2024). Rossi, Simone ; Poli, Federica ; Borroni, Mariarosa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001082.

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2024Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.

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2024Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491.

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2024Financial technology and relationship lending: Complements or substitutes?. (2024). Kutzbach, Mark ; Pogach, Jonathan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000299.

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2024Transparency and bank runs. (2024). Parlatore, Cecilia. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000482.

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2024Lessons from low interest rate policy: How did euro area banks respond?. (2024). Kakes, Jan ; Freriks, Jorien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001098.

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2024Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict. (2024). Du, Pei ; Liu, Tianli ; Xu, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010309.

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2024The “Privatization” of municipal debt. (2024). Zimmermann, Tom ; Ivanov, Ivan T. In: Journal of Public Economics. RePEc:eee:pubeco:v:237:y:2024:i:c:s0047272724000926.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2024Beyond banks: Navigating the shift to peer-to-peer lending for small enterprises. (2024). Weng, Alex ; Malkova, Alina. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000668.

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2024Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit. (2024). Ding, Zengcai ; Huang, Jinbo ; Du, Zhidi ; Bai, Hengrui ; Li, Zhongfei ; Zhou, Tao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:180-192.

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2024Cooperative credit banks and sustainability: Towards a social credit scoring. (2024). Gallucci, Carmen ; Modina, Michele ; Zedda, Stefano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003124.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:98075.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:98076.

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2025German Inflation-Linked Bonds: Overpriced, Yet Undervalued. (2025). Mouabbi, Sarah ; Paulson, Caroline M. In: Working Paper Series. RePEc:fip:fedfwp:99506.

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2025The Bank Lending Channel Is Back. (2025). Spiegel, Mark. In: Working Paper Series. RePEc:fip:fedfwp:99557.

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2024Tale About Inflation Tails. (2024). Grishchenko, Olesya ; Wilcox, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-28.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0434.

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2024Low Interest Rates and Banks’ Interest Margins: Does Deposit Market Concentration Matter?. (2024). Ribon, Sigal ; Kahn, Michael ; Haan, Jakob ; Segev, Nimrod. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:2:d:10.1007_s10693-022-00393-0.

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2024The impact of the Paycheck Protection Program on the risk-taking behaviour of US banks. (2024). Filomeni, Stefano. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01223-7.

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2024Assessing the extent and persistence of major crisis events in the crude oil market and economy: evidence from the past 30 years. (2024). Wang, Shouyang ; Jiao, Jianbin ; Hu, YI ; Zhang, QI. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03364-z.

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2024Will fintech development increase commercial banks risk-taking? Evidence from China. (2024). Hu, Debao ; Zhao, Sibo ; Yang, Fujun. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-022-09538-8.

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2024Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783.

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Works by Jose A. Lopez:

Year  ↓Title  ↓Type  ↓Cited  ↓
In: .
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In: .
[Full Text][Citation analysis]		article2
2008Empirical analysis of corporate credit lines In: Working Papers.
[Full Text][Citation analysis]		paper99
2007Empirical analysis of corporate credit lines.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 99		paper
2009Empirical Analysis of Corporate Credit Lines.(2009) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 99		article
2010How Does Competition Impact Bank Risk-Taking? In: Working Papers.
[Full Text][Citation analysis]		paper120
2007How does competition impact bank risk-taking?.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 120		paper
2004Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2020Calibrating Macroprudential Policies for the Canadian Mortgage Market In: C.D. Howe Institute Commentary.
[Full Text][Citation analysis]		article0
2023Monitoring Banking System Connectedness with Big Data In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper21
2019Monitoring banking system connectedness with big data.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 21		article
2018Monitoring Banking System Connectedness with Big Data.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 21		paper
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 11		paper
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 11		paper
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2021Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2021) In: The Economic Journal.
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This paper has nother version. Agregated cites: 11		article
2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper116
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 nother version. Agregated cites: 116		article
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 nother version. Agregated cites: 116		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 nother version. Agregated cites: 116		paper
2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers.
[Full Text][Citation analysis]		paper48
2015A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2013A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2013How does competition affect bank risk-taking? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article259
2000Evaluating credit risk models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article50
1999Evaluating credit risk models.(1999) In: Working Papers in Applied Economic Theory.
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This paper has nother version. Agregated cites: 50		paper
2006Alternative measures of the Federal Reserve Banks cost of equity capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Public Policy Discussion Paper.
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This paper has nother version. Agregated cites: 20		paper
2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Working Paper Series.
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This paper has nother version. Agregated cites: 20		paper
2004The empirical relationship between average asset correlation, firm probability of default, and asset size In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article82
2002The empirical relationship between average asset correlation, firm probability of default and asset size.(2002) In: Working Paper Series.
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This paper has nother version. Agregated cites: 82		paper
2023Small business lending under the PPP and PPPLF programs In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article13
2021Small Business Lending Under the PPP and PPPLF Programs.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 13		paper
2024International evidence on extending sovereign debt maturities In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2021International Evidence on Extending Sovereign Debt Maturities.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 0		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.
[Full Text][Citation analysis]		paper10
1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2014Stress testing the Fed In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2015Assessing supervisory scenarios for interest rate risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2016Differing views on long-term inflation expectations In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2017Do All New Treasuries Trade at a Premium? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2017Measuring Interest Rate Risk in the Very Long Term In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2019Measuring Connectedness between the Largest Banks In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2020Small Business Lending during COVID-19 In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2021What Would It Cost to Issue 50-year Treasury Bonds? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1999How frequently should banks be examined? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
1999The Basel proposal for a new capital adequacy framework In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1999Using CAMELS ratings to monitor bank conditions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article17
2000Volatility spillovers in the U.S. Treasury market In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2000Patterns in the foreign ownership of U.S. banking assets In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2001Modeling credit risk for commercial loans In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2001Federal Reserve banks imputed cost of equity capital In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2001The Federal Reserve banks imputed cost of equity capital.(2001) In: Working Paper Series.
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This paper has nother version. Agregated cites: 2		paper
2001Financial instruments for mitigating credit risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2002What is operational risk? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2002Off-site monitoring of bank holding companies In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2003Disclosure as a supervisory tool: Pillar 3 of Basel II In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2003The current strength of the U.S. banking sector In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2003How financial firms manage risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2003Using equity market information to monitor banking institutions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2003Monitoring debt market information for bank supervisory purposes In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2004Policy applications of a global macroeconomic model In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
2004Outsourcing by financial services firms: the supervisory response In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2004Supervising interest rate risk management In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2005Recent policy issues regarding credit risk transfer In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2005Stress tests: useful complements to financial risk models In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article6
2006What is the Federal Reserve banks imputed cost of equity capital? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2007Concentrations in commercial real estate lending In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
2007Financial innovations and the real economy: conference summary In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2007U.S. supervisory standards for operational risk management In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2007Corporate access to external financing In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2008The economics of private equity investments: symposium summary In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2008What is liquidity risk? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
2009Gauging aggregate credit market conditions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2010Challenges in economic capital modeling In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1999Methods for evaluating value-at-risk estimates In: Economic Review.
[Full Text][Citation analysis]		article92
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 nother version. Agregated cites: 92		paper
2003How might financial market information be used for supervisory purposes? In: Economic Review.
[Full Text][Citation analysis]		article7
2009Do supervisory rating standards change over time? In: Economic Review.
[Full Text][Citation analysis]		article17
2002Financial structure and macroeconomic performance over the short and long run In: Pacific Basin Working Paper Series.
[Full Text][Citation analysis]		paper11
2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
[Full Text][Citation analysis]		article170
2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series.
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2010Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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2010Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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2000Is implied correlation worth calculating? Evidence from foreign exchange options and historical data In: Working Paper Series.
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1997Is implied correlation worth calculating? Evidence from foreign exchange options and historical data.(1997) In: Research Paper.
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2000Evaluating covariance matrix forecasts in a value-at-risk framework In: Working Paper Series.
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2001Incorporating equity market information into supervisory monitoring models In: Working Paper Series.
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2004Incorporating Equity Market Information into Supervisory Monitoring Models..(2004) In: Journal of Money, Credit and Banking.
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2003Does regional economic performance affect bank health? New analysis of an old question In: Working Paper Series.
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2004Evaluating interest rate covariance models within a value-at-risk framework In: Working Paper Series.
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2004Using securities market information for bank supervisory monitoring In: Working Paper Series.
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2008Using Securities Market Information for Bank Supervisory Monitoring.(2008) In: International Journal of Central Banking.
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2005Empirical analysis of the average asset correlation for real estate investment trusts In: Working Paper Series.
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2009Empirical analysis of the average asset correlation for real estate investment trusts.(2009) In: Quantitative Finance.
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2006Foreign bank lending and bond underwriting in Japan during the lost decade In: Working Paper Series.
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2007Determinants of access to external finance: evidence from Spanish firms In: Working Paper Series.
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2009EAD calibration for corporate credit lines In: Working Paper Series.
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2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
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2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
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2009Foreign entry into underwriting services: evidence from Japans \Big Bang\ deregulation In: Working Paper Series.
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2014Foreign Entry into Underwriting Services: Evidence from Japans “Big Bang” Deregulation.(2014) In: Journal of Money, Credit and Banking.
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2010Bond currency denomination and the yen carry trade In: Working Paper Series.
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2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
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2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
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2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
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2016Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance.
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2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
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2017Is There an On-the-Run Premium in TIPS? In: Working Paper Series.
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2020Is There an On-the-Run Premium in TIPS?.(2020) In: Quarterly Journal of Finance (QJF).
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2018Calibrating Macroprudential Policy to Forecasts of Financial Stability In: Working Paper Series.
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2019Calibrating Macroprudential Policy to Forecasts of Financial Stability.(2019) In: International Journal of Central Banking.
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2019Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement In: Working Paper Series.
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2022Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement.(2022) In: Management Science.
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2001The Federal Reserves imputed cost of equity capital: a survey In: Chicago Fed Letter.
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2007Competition and risk taking by Spanish banks In: Proceedings.
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2003Forecasting supervisory ratings using securities market information In: Proceedings.
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1998How effective is lifeline banking in assisting the unbanked? In: Current Issues in Economics and Finance.
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1999Supervisory information and the frequency of bank examinations In: Economic Policy Review.
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2003Formulating the imputed cost of equity capital for priced services at Federal Reserve banks In: Economic Policy Review.
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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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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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