Jose A. Lopez : Citation Profile

Are you Jose A. Lopez?

Federal Reserve Bank of San Francisco

19

H index

29

i10 index

2074

Citations

RESEARCH PRODUCTION:

75

Articles

59

Papers

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 71
   Journals where Jose A. Lopez has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 46 (2.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo1
   Updated: 2024-12-03    RAS profile: 2024-10-08    
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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 (36)

Diebold, Francis (30)

Rudebusch, Glenn (20)

Spiegel, Mark (16)

Clements, Michael (16)

Pesaran, Mohammad (15)

Delis, Manthos (12)

Caporin, Massimiliano (12)

Peersman, Gert (11)

Peresetsky, Anatoly (11)

Sette, Enrico (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

Where Jose A. Lopez has published?

Journals with more than one article published# docs
FRBSF Economic Letter37
Economic Policy Review4
Economic Review3
International Journal of Central Banking3
Journal of Financial Intermediation2
Journal of Money, Credit and Banking2
Journal of Banking & Finance2
Journal of Risk Management in Financial Institutions2
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
Proceedings / Federal Reserve Bank of Chicago2
Staff Reports / Federal Reserve Bank of New York2
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
Working Papers / Banco de Espa�a2

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.

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

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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.

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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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2023.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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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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.

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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.

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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.

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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.

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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.

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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.

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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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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.

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2023Does alternative digital lending affect bank performance? Cross-country and bank-level evidence. (2023). Salvador, Carlos ; Cubillas, Elena ; Cuadros-Solas, Pedro J. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003897.

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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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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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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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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.

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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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2023IMF trade forecasts for crisis countries: Bias, inefficiency, and their origins. (2023). Kawai, Reina ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1615-1639.

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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.

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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.

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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.

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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.

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2023The real effects of relationship lending?. (2021). Sette, Enrico ; Gambacorta, Leonardo ; Banerjee, Ryan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000243.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023Sustainable development during the post-COVID-19 period: Role of crude oil. (2023). Liang, Chao ; Peng, Lijuan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005548.

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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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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.

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2023The effectiveness of a negative interest rate policy. (2023). Smets, Frank ; Peersman, Gert ; Onofri, Marco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:c:p:16-33.

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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.

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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.

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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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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.

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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.

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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.

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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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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.

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

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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.

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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.

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

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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.

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2023.

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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.

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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.

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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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2023.

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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.

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

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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.

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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.

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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.

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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.

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More than 100 citations found, this list is not complete...

Works by Jose A. Lopez:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		article0
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[Full Text][Citation analysis]		article2
2008Empirical analysis of corporate credit lines In: Working Papers.
[Full Text][Citation analysis]		paper98
2007Empirical analysis of corporate credit lines.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 98		paper
2009Empirical Analysis of Corporate Credit Lines.(2009) In: The Review of Financial Studies.
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2010How Does Competition Impact Bank Risk-Taking? In: Working Papers.
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2007How does competition impact bank risk-taking?.(2007) In: Working Paper Series.
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2019Monitoring banking system connectedness with big data.(2019) In: Journal of Econometrics.
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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I In: CESifo Working Paper Series.
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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: CEPR Discussion Papers.
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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: Working Paper Series.
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2018Uncertainty and Hyperinflation: European Inflation Dynamics after World War I.(2018) In: NBER Working Papers.
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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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2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence.(2018) In: Working Paper Series.
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2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence.(2018) In: NBER Working Papers.
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2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers.
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2015A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics.
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2013A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series.
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2013How does competition affect bank risk-taking? In: Journal of Financial Stability.
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2000Evaluating credit risk models In: Journal of Banking & Finance.
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1999Evaluating credit risk models.(1999) In: Working Papers in Applied Economic Theory.
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2006Alternative measures of the Federal Reserve Banks cost of equity capital In: Journal of Banking & Finance.
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2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Public Policy Discussion Paper.
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2005Alternative measures of the Federal Reserve banks cost of equity capital.(2005) In: Working Paper Series.
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2004The empirical relationship between average asset correlation, firm probability of default, and asset size In: Journal of Financial Intermediation.
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2002The empirical relationship between average asset correlation, firm probability of default and asset size.(2002) In: Working Paper Series.
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1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market In: Working Papers in Applied Economic Theory.
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1999Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market.(1999) In: Staff Reports.
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2014Stress testing the Fed In: FRBSF Economic Letter.
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2015Assessing supervisory scenarios for interest rate risk In: FRBSF Economic Letter.
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2016Differing views on long-term inflation expectations In: FRBSF Economic Letter.
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2017Do All New Treasuries Trade at a Premium? In: FRBSF Economic Letter.
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2017Measuring Interest Rate Risk in the Very Long Term In: FRBSF Economic Letter.
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2019Measuring Connectedness between the Largest Banks In: FRBSF Economic Letter.
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2020Small Business Lending during COVID-19 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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2010Challenges in economic capital modeling In: FRBSF Economic Letter.
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1999Methods for evaluating value-at-risk estimates In: Economic Review.
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1998Methods for evaluating value-at-risk estimates.(1998) In: Economic Policy Review.
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1998Methods for evaluating value-at-risk estimates.(1998) In: Research Paper.
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2003How might financial market information be used for supervisory purposes? In: Economic Review.
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2009Do supervisory rating standards change over time? In: Economic Review.
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2002Financial structure and macroeconomic performance over the short and long run In: Pacific Basin Working Paper Series.
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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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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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