Jose A. Lopez : Citation Profile

Are you Jose A. Lopez?

Federal Reserve Bank of San Francisco

19

H index

27

i10 index

2009

Citations

RESEARCH PRODUCTION:

74

Articles

59

Papers

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 71
   Journals where Jose A. Lopez has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 45 (2.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo1
   Updated: 2024-01-16    RAS profile: 2023-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Spiegel, Mark (4)

Christensen, Jens (3)

Brave, Scott (2)

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:

Christensen, Jens (32)

Diebold, Francis (30)

Rudebusch, Glenn (20)

Spiegel, Mark (16)

Clements, Michael (16)

Pesaran, Mohammad (15)

Delis, Manthos (12)

Aysun, Uluc (11)

Sette, Enrico (11)

Peresetsky, Anatoly (11)

Peersman, Gert (10)

Cites to:

Diebold, Francis (50)

Engle, Robert (36)

Bollerslev, Tim (32)

Rudebusch, Glenn (32)

Christensen, Jens (20)

Saurina, JesĂşs (19)

West, Kenneth (16)

Berger, Allen (15)

Jimenez, Gabriel (13)

Flannery, Mark (11)

Rajan, Raghuram (9)

Main data

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 Banking & Finance2
Journal of Risk Management in Financial Institutions2
Journal of Financial Intermediation2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco31
Research Paper / Federal Reserve Bank of New York7
NBER Working Papers / National Bureau of Economic Research, Inc2
Staff Reports / Federal Reserve Bank of New York2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Papers / Banco de Espańa2
Proceedings / Federal Reserve Bank of Chicago2
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco2

Recent works citing Jose A. Lopez (2024 and 2023)

YearTitle of citing document
2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

Full description at Econpapers || Download paper

2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

Full description at Econpapers || Download paper

2023A semi-Lagrangian $\epsilon$-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate. (2023). Dang, Duy-Minh ; Lu, Yaowen. In: Papers. RePEc:arx:papers:2310.00606.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

Full description at Econpapers || Download paper

2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Meunier, Baptiste ; Lloyd, Simon ; Ho, Kelvin ; Froemel, Maren ; Everett, Mary ; Coman, Andra ; Ochowski, Dawid ; Andreeva, Desislava ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Bank of England working papers. RePEc:boe:boeewp:1010.

Full description at Econpapers || Download paper

2023Competition and Risk Taking in Local Bank Markets: Evidence from the Business Loans Segment. (2023). Ulsaker, Simen ; Nilsen, Oivind Anti ; Canta, Chiara. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10448.

Full description at Econpapers || Download paper

2023Bank Funding, SME lending and Risk Taking. (2023). Elbourne, Adam ; Schmitz, Robert ; Giuliodori, Massimo ; Lammers, Sander. In: CPB Discussion Paper. RePEc:cpb:discus:447.

Full description at Econpapers || Download paper

2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Froemel, Maren ; Everett, Mary ; Coman, Andra ; Andreeva, Desislava ; Ochowski, Dawid ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Working Paper Series. RePEc:ecb:ecbwps:20232775.

Full description at Econpapers || Download paper

2023Euro area banks’ market power, lending channel and stability: the effects of negative policy rates. (2023). Pancaro, Cosimo ; Kok, Christoffer ; Avignone, Giuseppe ; Altunbas, Yener. In: Working Paper Series. RePEc:ecb:ecbwps:20232790.

Full description at Econpapers || Download paper

2023Collateral-based monetary policy and corporate employment: Evidence from Medium-term Lending Facility in China. (2023). Zhang, Huan ; Wu, Yuhui ; Liu, Xiaoling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001766.

Full description at Econpapers || Download paper

2023Regional redistribution through SBA guaranteed loan programs. (2023). Lee, Munseob. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001870.

Full description at Econpapers || Download paper

2023What drives risk-taking incentives embedded in bank executive compensation? Some international evidence. (2023). Gonzalez, Francisco ; Abascal, Ramon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000068.

Full description at Econpapers || Download paper

2023Bank loans and bond prices. (2023). Yimfor, Emmanuel ; Weston, James. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300055x.

Full description at Econpapers || Download paper

2023Does information disclosure and transparency ranking system prevent the default risk of a firm?. (2023). Lee, Shih-Cheng ; Lu, Canyi ; Yen, Huang-Ping ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1089-1105.

Full description at Econpapers || Download paper

2023Digital transformation, diversification and stability: What do we know about banks?. (2023). Aun, Syed ; Azmi, Wajahat ; Ali, Mohsin ; Khattak, Mudeer Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:122-132.

Full description at Econpapers || Download paper

2023Central bank lending facility and investment efficiency of non-SOEs: evidence from China. (2023). Si, Deng-Kui ; Ding, Hui ; Xie, Pinyi ; Li, Xiao-Lin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300233x.

Full description at Econpapers || Download paper

2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

Full description at Econpapers || Download paper

2023News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815.

Full description at Econpapers || Download paper

2023Firm behaviour under negative deposit rates. (2023). Abildgren, Kim ; Kuchler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s001429212200229x.

Full description at Econpapers || Download paper

2023Bank risk-taking and competition in developing banking markets: Does efficiency level matter? Evidence from Africa. (2023). Muller, Aline ; Borauzima, Luc Matabaro. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000802.

Full description at Econpapers || Download paper

2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

Full description at Econpapers || Download paper

2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

Full description at Econpapers || Download paper

2023Spoils of War: The Political Legacy of the German hyperinflation. (2023). Galofre-Vila, Gregori. In: Explorations in Economic History. RePEc:eee:exehis:v:88:y:2023:i:c:s0014498322000572.

Full description at Econpapers || Download paper

2023Creditor rights, bank competition, and stability: International evidence. (2023). Gonzalez, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001834.

Full description at Econpapers || Download paper

2023Corporate culture and firm value: Evidence from crisis. (2023). Leung, Woon Sau ; Hasan, Iftekhar ; Fiordelisi, Franco ; Fang, Yiwei ; Wong, Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002904.

Full description at Econpapers || Download paper

2023Bank specialization, mortgage lending and house prices. (2023). Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000614.

Full description at Econpapers || Download paper

2023The impact of bank lending standards on credit to firms. (2023). Trimarchi, Lorenzo ; Soggia, Giovanni ; Ricci, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001048.

Full description at Econpapers || Download paper

2023Low interest rates and banks’ interest margins: Does belonging to a banking group matter?. (2023). Rodriguez-Moreno, Maria ; Rodriguez-Martin, Javier ; de Haan, Jakob ; Danton, Jayson M ; Argimon, Isabel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001644.

Full description at Econpapers || Download paper

2023Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2023). Houben, Aerdt ; Giuliodori, Massimo ; Bats, Joost V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000560.

Full description at Econpapers || Download paper

2023Banks, maturity transformation, and monetary policy. (2023). Paul, Pascal. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s104295732200064x.

Full description at Econpapers || Download paper

2023The effect of the Federal Reserve’s lending facility on PPP lending by commercial banks. (2023). Carlson, Mark ; Styczynski, Mary-Frances ; Anbil, Sriya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000256.

Full description at Econpapers || Download paper

2023Is bank resilience affected by unconventional monetary policy in the Euro area?. (2023). mamatzakis, emmanuel ; Avalos, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001656.

Full description at Econpapers || Download paper

2023Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917.

Full description at Econpapers || Download paper

2023Banks, deposit rigidity and negative rates. (2023). Guille, Marianne ; Grandi, Pietro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000116.

Full description at Econpapers || Download paper

2023Which factor model? A systematic return covariation perspective. (2023). Tsvetanov, Daniel ; Symeonidis, Lazaros ; Bu, Ziwen ; Ahmed, Shamim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000669.

Full description at Econpapers || Download paper

2023Fiscal capacity and commercial bank lending under COVID-19. (2023). Spiegel, Mark ; Jinjarak, Yothin ; Aizenman, Joshua. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:68:y:2023:i:c:s0889158323000163.

Full description at Econpapers || Download paper

2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

Full description at Econpapers || Download paper

2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

Full description at Econpapers || Download paper

2023Estimates of the US Shadow-Rate. (2023). Pia, Marco ; Alfaro, Rodrigo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000345.

Full description at Econpapers || Download paper

2023Risk-taking and bank competition under a low interest rate environment: Evidence from loan-level data. (2023). Shikimi, Masayo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000112.

Full description at Econpapers || Download paper

2023Predicting SMEs’ default risk: Evidence from bank-firm relationship data. (2023). Formisano, Vincenzo ; Gallucci, Carmen ; Pietrovito, Filomena ; Modina, Michele. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:254-268.

Full description at Econpapers || Download paper

2023The consequences of bank loan growth: Evidence from Asia. (2023). Vithessonthi, Chaiporn. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:252-270.

Full description at Econpapers || Download paper

2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

Full description at Econpapers || Download paper

2023Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model. (2023). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:97-111.

Full description at Econpapers || Download paper

2023Policy uncertainty and bank’s funding costs: The effects of the financial crisis, Covid-19 pandemic, and market discipline. (2023). Nguyen, Cuong ; Tran, Dung Viet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001125.

Full description at Econpapers || Download paper

2023The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). , Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617.

Full description at Econpapers || Download paper

2023The Transmission of Negative Nominal Interest Rates in Finland. (2023). Ulate, Mauricio ; Voutilainen, Ville ; Kwan, Simon H. In: Working Paper Series. RePEc:fip:fedfwp:96029.

Full description at Econpapers || Download paper

2023The Transmission of Negative Nominal Interest Rates in Finland. (2023). Ulate, Mauricio ; Voutilainen, Ville ; Kwan, Simon H. In: Working Paper Series. RePEc:fip:fedfwp:96083.

Full description at Econpapers || Download paper

2023The “Privatization” of Municipal Debt. (2023). Zimmermann, Tom ; Ivanov, Ivan T. In: Working Paper Series. RePEc:fip:fedhwp:96669.

Full description at Econpapers || Download paper

2023Bank Market Structure and SMMEs’ Access to Finance: A South African Perspective. (2023). Mlambo, Courage ; Ngonyama, Nomasomi ; Ndlovu, Nomusa ; Mgxekwa, Bahle ; Ngonisa, Phillip. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:1:p:30-:d:1036006.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Measurement and Calibration of Regulatory Credit Risk Asset Correlations. (2023). van Vuuren, Gary ; van Dyk, Anton. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:402-:d:1235319.

Full description at Econpapers || Download paper

2023Competition and risk taking in local bank markets: evidence from the business loans segment. (2023). Ulsaker, Simen ; Nilsen, Oivind A ; Canta, Chiara. In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2023_010.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads. (2023). Goldstein, Robert ; Garlappi, Lorenzo ; Benzoni, Luca. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4331-4352.

Full description at Econpapers || Download paper

2023Information Rigidities and Farmland Value Expectations. (2023). Zhang, Wendong ; Kuethe, Todd ; Fiechter, Chad. In: ISU General Staff Papers. RePEc:isu:genstf:202306131414240000.

Full description at Econpapers || Download paper

2023Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5.

Full description at Econpapers || Download paper

2023Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels?. (2023). de Haan, Leo ; Chaudron, Raymond ; Hoeberichts, Marco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:1:d:10.1007_s10693-021-00375-8.

Full description at Econpapers || Download paper

2023Vertical Differentiation, Risk-Taking and Retail Funding. (2023). Yslas, Renato ; Tobal, Martin ; Jaume, David. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:1:d:10.1007_s10693-022-00391-2.

Full description at Econpapers || Download paper

2023Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z.

Full description at Econpapers || Download paper

2023A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2.

Full description at Econpapers || Download paper

2023Korrelációbecslés a forintpiacon. (2023). Misik, Sandor. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2132.

Full description at Econpapers || Download paper

2023Reassessing bank monitoring models: an empirical analysis of the value of market signals in the period 2008–2020. (2023). Pacheco, Luis ; Lobo, Julio ; Costa, Tania. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00194-4.

Full description at Econpapers || Download paper

2023Mediating effect of risk management practices in Iraqi private banks financial performance. (2023). Ahmed, Elsadig ; Mahmood, Najat Shakir. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:28:y:2023:i:2:d:10.1057_s41264-022-00155-y.

Full description at Econpapers || Download paper

2023Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation. (2023). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0462.

Full description at Econpapers || Download paper

2023The Stochastic Model of Technical Change and Profit Rates: Korean Economy (Manufacturing Sector: 1970–2015). (2023). Kim, Deokmin. In: Review of Radical Political Economics. RePEc:sae:reorpe:v:55:y:2023:i:2:p:290-308.

Full description at Econpapers || Download paper

2023Will the last be the first? Ranking German macroeconomic forecasters based on different criteria. (2023). Dopke, Jorg ; Kohler, Tim. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02267-9.

Full description at Econpapers || Download paper

2023Bank lending in the Great Recession and in the Great Depression. (2023). De Bonis, Riccardo ; Vercelli, Francesco ; Marinelli, Giuseppe. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02268-8.

Full description at Econpapers || Download paper

2023Impact of bank regulation on risk of Islamic and conventional banks. (2023). Liu, Heng ; Hoque, Hafiz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1025-1062.

Full description at Econpapers || Download paper

2023Does market power explain margins in dual banking? Evidence from panel quantile regression. (2023). ULUYOL, BURHAN ; Khan, Shabeer ; Saiti, Buerhan ; Khattak, Mudeer A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1826-1844.

Full description at Econpapers || Download paper

2023Nonstandard monetary policies and bank profitability: The case of Spain. (2023). Tercerolucas, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2248-2277.

Full description at Econpapers || Download paper

2023Trading volume and realized volatility forecasting: Evidence from the China stock market. (2023). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:76-100.

Full description at Econpapers || Download paper

2023Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214.

Full description at Econpapers || Download paper

2023Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests. (2023). van Oordt, Maarten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501.

Full description at Econpapers || Download paper

2023A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory. (2023). Vari, Miklos ; Monnet, Eric. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:915-944.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The rollout of internal credit risk models: Implications for the novel partial-use philosophy. (2023). Woyand, Corinna ; Schlam, Carina. In: Discussion Papers. RePEc:zbw:bubdps:072023.

Full description at Econpapers || Download paper

2023Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023.

Full description at Econpapers || Download paper

Works by Jose A. Lopez:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
2008Empirical analysis of corporate credit lines In: Working Papers.
[Full Text][Citation analysis]		paper91
2007Empirical analysis of corporate credit lines.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2009Empirical Analysis of Corporate Credit Lines.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		article
2010How Does Competition Impact Bank Risk-Taking? In: Working Papers.
[Full Text][Citation analysis]		paper113
2007How does competition impact bank risk-taking?.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		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]		paper15
2019Monitoring banking system connectedness with big data.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2018Monitoring Banking System Connectedness with Big Data.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2021) In: The Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		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]		paper104
2020Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence.(2020) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		article
2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers.
[Full Text][Citation analysis]		paper45
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: 45		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: 45		paper
2013How does competition affect bank risk-taking? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article250
2000Evaluating credit risk models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article48
1999Evaluating credit risk models.(1999) In: Working Papers in Applied Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2006Alternative measures of the Federal Reserve Banks cost of equity capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Public Policy Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2004The empirical relationship between average asset correlation, firm probability of default, and asset size In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article78
2002The empirical relationship between average asset correlation, firm probability of default and asset size.(2002) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2023Small business lending under the PPP and PPPLF programs In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article9
2021Small Business Lending Under the PPP and PPPLF Programs.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		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]		paper11
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: 11		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]		article1
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]		article2
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]		article1
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.
[Full Text][Citation analysis]
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]		article2
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]		article90
1998Methods for evaluating value-at-risk estimates.(1998) In: Economic Policy Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		article
1998Methods for evaluating value-at-risk estimates.(1998) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		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]		article155
2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		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.
[Citation analysis]
This paper has nother version. Agregated cites: 155		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		article
2000Is implied correlation worth calculating? Evidence from foreign exchange options and historical data In: Working Paper Series.
[Full Text][Citation analysis]		paper20
1997Is implied correlation worth calculating? Evidence from foreign exchange options and historical data.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2000Evaluating covariance matrix forecasts in a value-at-risk framework In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2001Incorporating equity market information into supervisory monitoring models In: Working Paper Series.
[Full Text][Citation analysis]		paper54
2004Incorporating Equity Market Information into Supervisory Monitoring Models..(2004) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 54		article
2003Does regional economic performance affect bank health? New analysis of an old question In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2004Evaluating interest rate covariance models within a value-at-risk framework In: Working Paper Series.
[Full Text][Citation analysis]		paper36
2004Using securities market information for bank supervisory monitoring In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2008Using Securities Market Information for Bank Supervisory Monitoring.(2008) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2005Empirical analysis of the average asset correlation for real estate investment trusts In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2009Empirical analysis of the average asset correlation for real estate investment trusts.(2009) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2006Foreign bank lending and bond underwriting in Japan during the lost decade In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2007Determinants of access to external finance: evidence from Spanish firms In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2009EAD calibration for corporate credit lines In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
[Full Text][Citation analysis]		paper102
2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		article
2009Foreign entry into underwriting services: evidence from Japans \Big Bang\ deregulation In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2014Foreign Entry into Underwriting Services: Evidence from Japans “Big Bang” Deregulation.(2014) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2010Bond currency denomination and the yen carry trade In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper23
2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2016Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2017Is There an On-the-Run Premium in TIPS? In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2020Is There an On-the-Run Premium in TIPS?.(2020) In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2018Calibrating Macroprudential Policy to Forecasts of Financial Stability In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2019Calibrating Macroprudential Policy to Forecasts of Financial Stability.(2019) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2019Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement.(2022) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2021International Evidence on Extending Sovereign Debt Maturities In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2001The Federal Reserves imputed cost of equity capital: a survey In: Chicago Fed Letter.
[Full Text][Citation analysis]		article1
2007Competition and risk taking by Spanish banks In: Proceedings.
[Citation analysis]		paper0
2003Forecasting supervisory ratings using securities market information In: Proceedings.
[Citation analysis]		paper3
1998How effective is lifeline banking in assisting the unbanked? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article8
1999Supervisory information and the frequency of bank examinations In: Economic Policy Review.
[Full Text][Citation analysis]		article40
2003Formulating the imputed cost of equity capital for priced services at Federal Reserve banks In: Economic Policy Review.
[Full Text][Citation analysis]		article10
2004Commentary on \\Market indicators, bank fragility, and indirect market discipline\\ In: Economic Policy Review.
[Full Text][Citation analysis]		article1
1995Modeling volatility dynamics In: Research Paper.
[Full Text][Citation analysis]		paper57
Modeling Volatility Dynamics.() In: Home Pages.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
1995Evaluating the predictive accuracy of volatility models In: Research Paper.
[Full Text][Citation analysis]		paper96
2001Evaluating the Predictive Accuracy of Volatility Models..(2001) In: Journal of Forecasting.
[Citation analysis]
This paper has nother version. Agregated cites: 96		article
1995Forecast evaluation and combination In: Research Paper.
[Full Text][Citation analysis]		paper341
1996Forecast Evaluation and Combination.(1996) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 341		paper
1996Exchange rate cointegration across central bank regime shifts In: Research Paper.
[Full Text][Citation analysis]		paper8
1997Regulatory evaluation of value-at-risk models In: Research Paper.
[Full Text][Citation analysis]		paper21
1997Regulatory evaluation of value-at-risk models.(1997) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
1996Regulatory Evaluation of Value-at-Risk Models.(1996) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
1995Measuring Volatility Dynamics In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team