Jose A. Lopez : Citation Profile

Federal Reserve Bank of San Francisco

20

H index

29

i10 index

2120

Citations

RESEARCH PRODUCTION:

75

Articles

59

Papers

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 73
   Journals where Jose A. Lopez has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 46 (2.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo1
   Updated: 2025-05-10    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)

HASAN, IFTEKHAR (12)

Caporin, Massimiliano (12)

Sette, Enrico (11)

Aysun, Uluc (11)

Cites to:

Diebold, Francis (51)

Engle, Robert (36)

Rudebusch, Glenn (34)

Bollerslev, Tim (32)

Christensen, Jens (19)

Saurina, Jesús (19)

West, Kenneth (16)

Berger, Allen (15)

Jimenez, Gabriel (13)

Flannery, Mark (11)

Edison, Hali (9)

Main data

Where Jose A. Lopez has published?

Journals with more than one article published# docs
FRBSF Economic Letter37
Economic Policy Review4
International Journal of Central Banking3
Economic Review3
Journal of Banking & Finance2
Journal of Risk Management in Financial Institutions2
Journal of Money, Credit and Banking2
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
Working Papers / Banco de Espaa2
Staff Reports / Federal Reserve Bank of New York2
Proceedings / Federal Reserve Bank of Chicago2
NBER Working Papers / National Bureau of Economic Research, Inc2
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)

YearTitle 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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2024The Risk-Return Relation in the Corporate Loan Market. (2024). Duran, Miguel. In: Papers. RePEc:arx:papers:2401.12315.

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2024Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction. (2024). Zandi, Sahab ; Korangi, Kamesh ; Bravo, Cristi'An ; Mues, Christophe. In: Papers. RePEc:arx:papers:2402.00299.

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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: Papers. RePEc:arx:papers:2405.02575.

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2024Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849.

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2024Central Bank Liquidity Policy in Modern Times. (2024). Brooks, Skylar. In: Discussion Papers. RePEc:bca:bocadp:24-06.

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2024Measuring the connectedness of the Nigerian banking network and its implications for systemic risk. (2024). Kamah, Miriam ; Riti, Joshua. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:2:p:96-119:id:111.

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2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds. (2024). Mouabbi, Sarah ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:948.

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2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

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2024Measurement of auxiliary indicators of aggregate interest rates on loans to non-financial organisations. (2024). Makhankova, Natalia ; Burova, Anna ; Grishina, Tatiana. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps137.

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2024Measuring capital at risk with financial contagion: two-sector model with banks and insurers. (2024). Covi, Giovanni ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1081.

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

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2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

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2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. 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). BOUNGOU, Whelsy ; Osei-Tutu, Francis ; Taylor, Daniel. 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). FUKUYAMA, HIROFUMI ; Tan, Yong ; Tsionas, Mike. 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). Wang, Yuting ; Bu, YA ; Du, Xin ; Liu, Shuyu ; 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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2024Loan guarantees in a crisis: An antidote to a credit crunch?. (2024). Sharma, Padma ; Marsh, Blake W. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000299.

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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 ; Cubillas, Elena ; Salvador, Carlos. 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). Borroni, Mariarosa ; Rossi, Simone ; Poli, Federica. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001082.

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2024A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902.

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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). Xu, Yan ; Liu, Tianli ; Du, Pei. 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). Li, Zhongfei ; Du, Zhidi ; Ding, Zengcai ; Zhou, Tao ; Huang, Jinbo ; Bai, Hengrui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:180-192.

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2024Competition, regulation, and systemic risk in dual banking systems. (2024). ben Salah, Ines ; Ernaningsih, Indria ; Smaoui, Houcem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1087-1103.

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

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2024High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models. (2024). Sami Ayad, Mina ; Hamza, Taher ; Mili, Mehdi ; ben Haj, Hayet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001776.

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2024Unmasking the significance of uncertainty: a case study of the German interwar economy (1919-1935). (2024). Schlger, Dan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125837.

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2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds. (2024). Mouabbi, Sarah ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:97927.

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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). Segev, Nimrod ; Ribon, Sigal ; Kahn, Michael ; Haan, Jakob. 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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2024Access to Credit in a Market Downturn. (2024). Filomeni, Stefano ; Chiaramonte, Laura ; Croci, Ettore ; Casu, Barbara. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:2:d:10.1007_s10693-022-00388-x.

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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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2024Regulatory and contextual factors influencing earnings and capital management decisions: evidence from the European banking sector. (2024). Casciello, Raffaela ; Maffei, Marco ; Ziebart, David A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01253-9.

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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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2024On-the-run Premia, Settlement Fails, and Central Bank Access. (2024). Schneider, Fabienne. In: Working Papers. RePEc:szg:worpap:2405.

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2024Testing the optimality of USDAs WASDE forecasts under unknown loss. (2024). Katchova, Ani L ; Ding, Kexin. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:4:p:846-865.

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2025Banks, financial markets, and income inequality. (2025). Vinogradov, Dmitri V ; Kellard, Neil M ; Makhlouf, Yousef. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:117-133.

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2024Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173.

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2025Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach. (2025). Grant, Everett ; Yung, Julieta. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:111-130.

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2024Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint. (2024). Wang, Yudong ; Hao, Xianfeng ; Geng, Qianjie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:309-325.

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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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2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

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2024The privatization of municipal debt. (2024). Zimmermann, Tom ; Ivanov, Ivan T. In: CFR Working Papers. RePEc:zbw:cfrwps:300681.

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2024The Zero Lower Bound on Household Deposit Rates: Not As Binding As We Thought. (2024). Ulbing, Philipp. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302353.

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Works by Jose A. Lopez:

YearTitleTypeCited
2007`The Credit Default Swap Basis` by Dr Jose A. Lopez In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article0
2009Calibrating exposure at default for corporate credit lines In: Journal of Risk Management in Financial Institutions.
[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.
[Full Text][Citation analysis]
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]		paper23
2019Monitoring banking system connectedness with big data.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2018Monitoring Banking System Connectedness with Big Data.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 23		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		article260
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]		paper13
1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market.(1999) In: Staff Reports.
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2014Stress testing the Fed In: FRBSF Economic Letter.
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2015Assessing supervisory scenarios for interest rate risk In: FRBSF Economic Letter.
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2016Differing views on long-term inflation expectations In: FRBSF Economic Letter.
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2017Do All New Treasuries Trade at a Premium? In: FRBSF Economic Letter.
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2017Measuring Interest Rate Risk in the Very Long Term In: FRBSF Economic Letter.
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2019Measuring Connectedness between the Largest Banks In: FRBSF Economic Letter.
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2020Small Business Lending during COVID-19 In: FRBSF Economic Letter.
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2021What Would It Cost to Issue 50-year Treasury Bonds? In: FRBSF Economic Letter.
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1999How frequently should banks be examined? In: FRBSF Economic Letter.
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1999The Basel proposal for a new capital adequacy framework In: FRBSF Economic Letter.
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1999Using CAMELS ratings to monitor bank conditions In: FRBSF Economic Letter.
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2000Volatility spillovers in the U.S. Treasury market In: FRBSF Economic Letter.
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2000Patterns in the foreign ownership of U.S. banking assets In: FRBSF Economic Letter.
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2001Modeling credit risk for commercial loans In: FRBSF Economic Letter.
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2001Federal Reserve banks imputed cost of equity capital In: FRBSF Economic Letter.
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2001The Federal Reserve banks imputed cost of equity capital.(2001) In: Working Paper Series.
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2001Financial instruments for mitigating credit risk In: FRBSF Economic Letter.
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2002What is operational risk? In: FRBSF Economic Letter.
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2002Off-site monitoring of bank holding companies In: FRBSF Economic Letter.
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2003Disclosure as a supervisory tool: Pillar 3 of Basel II In: FRBSF Economic Letter.
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2003The current strength of the U.S. banking sector In: FRBSF Economic Letter.
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2003How financial firms manage risk In: FRBSF Economic Letter.
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2003Using equity market information to monitor banking institutions In: FRBSF Economic Letter.
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2003Monitoring debt market information for bank supervisory purposes In: FRBSF Economic Letter.
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2004Policy applications of a global macroeconomic model In: FRBSF Economic Letter.
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2004Outsourcing by financial services firms: the supervisory response In: FRBSF Economic Letter.
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2004Supervising interest rate risk management In: FRBSF Economic Letter.
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2005Recent policy issues regarding credit risk transfer In: FRBSF Economic Letter.
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2005Stress tests: useful complements to financial risk models In: FRBSF Economic Letter.
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2006What is the Federal Reserve banks imputed cost of equity capital? In: FRBSF Economic Letter.
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2007Concentrations in commercial real estate lending In: FRBSF Economic Letter.
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2007Financial innovations and the real economy: conference summary In: FRBSF Economic Letter.
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2007U.S. supervisory standards for operational risk management In: FRBSF Economic Letter.
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2007Corporate access to external financing In: FRBSF Economic Letter.
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2008The economics of private equity investments: symposium summary In: FRBSF Economic Letter.
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2008What is liquidity risk? In: FRBSF Economic Letter.
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2009Gauging aggregate credit market conditions In: FRBSF Economic Letter.
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1998Methods for evaluating value-at-risk estimates.(1998) In: Economic Policy Review.
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1998Methods for evaluating value-at-risk estimates.(1998) In: Research Paper.
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2003How might financial market information be used for supervisory purposes? In: Economic Review.
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2009Do supervisory rating standards change over time? In: Economic Review.
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2002Financial structure and macroeconomic performance over the short and long run In: Pacific Basin Working Paper Series.
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2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
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2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series.
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2010Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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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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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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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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2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
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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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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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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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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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