Jose A. Lopez
Personal Details
First Name: | Jose |
Middle Name: | A. |
Last Name: | Lopez |
Suffix: | |
RePEc Short-ID: | plo1 |
[This author has chosen not to make the email address public] | |
http://www.frbsf.org/econrsrch/economists/jlopez.html | |
Terminal Degree: | 1995 Department of Economics; University of Pennsylvania (from RePEc Genealogy) |
Affiliation
Economic Research
Federal Reserve Bank of San Francisco
San Francisco, California (United States)http://www.frbsf.org/economics/
RePEc:edi:erfsfus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Hale, Galina & Lopez, Jose A, 2023.
"Monitoring Banking System Connectedness with Big Data,"
Santa Cruz Department of Economics, Working Paper Series
qt17h5v7rj, Department of Economics, UC Santa Cruz.
- Hale, Galina & Lopez, Jose A., 2019. "Monitoring banking system connectedness with big data," Journal of Econometrics, Elsevier, vol. 212(1), pages 203-220.
- Galina Hale & Jose A. Lopez, 2018. "Monitoring Banking System Connectedness with Big Data," Working Paper Series 2018-01, Federal Reserve Bank of San Francisco.
- Jose A. Lopez & Mark M. Spiegel, 2021.
"Small Business Lending Under the PPP and PPPLF Programs,"
Working Paper Series
2021-10, Federal Reserve Bank of San Francisco.
- Lopez, Jose A. & Spiegel, Mark M., 2023. "Small business lending under the PPP and PPPLF programs," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021. "International Evidence on Extending Sovereign Debt Maturities," Working Paper Series 2021-19, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2019.
"Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement,"
Working Paper Series
2018-9, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Paul L. Mussche, 2022. "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Management Science, INFORMS, vol. 68(11), pages 8286-8300, November.
- Scott A. Brave & Jose A. Lopez, 2018.
"Calibrating Macroprudential Policy to Forecasts of Financial Stability,"
Working Paper Series
2017-17, Federal Reserve Bank of San Francisco.
- Scott A. Brave & Jose A. Lopez, 2019. "Calibrating Macroprudential Policy to Forecasts of Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 1-59, March.
- Jose A. Lopez & Kris James Mitchener, 2018.
"Uncertainty and Hyperinflation: European Inflation Dynamics after World War I,"
CESifo Working Paper Series
7066, CESifo.
- Jose A Lopez & Kris James Mitchener, 2021. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I [Modeling and forecasting realized volatility]," The Economic Journal, Royal Economic Society, vol. 131(633), pages 450-475.
- Jose A. Lopez & Kris James Mitchener, 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," NBER Working Papers 24624, National Bureau of Economic Research, Inc.
- Mitchener, Kris & Lopez, Jose A., 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CEPR Discussion Papers 12951, C.E.P.R. Discussion Papers.
- Jose A. Lopez & Kris James Mitchener, 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," Working Paper Series 2018-6, Federal Reserve Bank of San Francisco.
- Rose, Andrew & Spiegel, Mark & Lopez, Jose A., 2018.
"Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence,"
CEPR Discussion Papers
13010, C.E.P.R. Discussion Papers.
- Lopez, Jose A. & Rose, Andrew K. & Spiegel, Mark M., 2020. "Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence," European Economic Review, Elsevier, vol. 124(C).
- Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," NBER Working Papers 25004, National Bureau of Economic Research, Inc.
- Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," Working Paper Series 2018-7, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz, 2017.
"Is There an On-the-Run Premium in TIPS?,"
Working Paper Series
2017-10, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz, 2020. "Is There an On-the-Run Premium in TIPS?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-42, June.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?," Working Paper Series 2014-3, Federal Reserve Bank of San Francisco.
- Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013.
"A Probability-Based Stress Test of Federal Reserve Assets and Income,"
Working Papers
14-01, University of Pennsylvania, Wharton School, Weiss Center.
- Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015. "A probability-based stress test of Federal Reserve assets and income," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012.
"Pricing deflation risk with U.S. Treasury yields,"
Working Paper Series
2012-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2016. "Pricing Deflation Risk with US Treasury Yields," Review of Finance, European Finance Association, vol. 20(3), pages 1107-1152.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011.
"Extracting deflation probability forecasts from Treasury yields,"
Working Paper Series
2011-10, Federal Reserve Bank of San Francisco.
- Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Extracting Deflation Probability Forecasts from Treasury Yields," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 21-60, December.
- Gabriel Jiménez & Jose A. Lopez & Jesús Saurina, 2010.
"How Does Competition Impact Bank Risk-Taking?,"
Working Papers
1005, Banco de España.
- Gabriel Jimenez & Jose A. Lopez & Jesus Saurina, 2007. "How does competition impact bank risk-taking?," Working Paper Series 2007-23, Federal Reserve Bank of San Francisco.
- Christopher Candelaria & Jose A. Lopez & Mark M. Spiegel, 2010. "Bond currency denomination and the yen carry trade," Working Paper Series 2010-04, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009.
"Do central bank liquidity facilities affect interbank lending rates?,"
Working Paper Series
2009-13, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 136-151, January.
- Gabriel Jimenez & Jose A. Lopez & Jesus Saurina, 2009. "EAD calibration for corporate credit lines," Working Paper Series 2009-02, Federal Reserve Bank of San Francisco.
- Jose A. Lopez & Mark M. Spiegel, 2009.
"Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation,"
Working Paper Series
2009-14, Federal Reserve Bank of San Francisco.
- Jose A. Lopez & Mark M. Spiegel, 2014. "Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 445-468, March.
- Gabriel Jiménez & José A. López & Jesús Saurina, 2008.
"Empirical analysis of corporate credit lines,"
Working Papers
0821, Banco de España.
- Gabriel Jiménez & Jose A. Lopez & Jesus Saurina, 2009. "Empirical Analysis of Corporate Credit Lines," The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5069-5098, December.
- Gabriel Jimenez & Jose A. Lopez & Jesus Saurina, 2007. "Empirical analysis of corporate credit lines," Working Paper Series 2007-14, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2008.
"Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields,"
Working Paper Series
2008-34, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2010. "Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 143-178, September.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2010. "Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 143-178, September.
- Raquel Lago Gonzalez & Jose A. Lopez & Jesus Saurina, 2007. "Determinants of access to external finance: evidence from Spanish firms," Working Paper Series 2007-22, Federal Reserve Bank of San Francisco.
- Gabriel Jimenez & Jose A. Lopez & Jesus Saurina, 2007. "Competition and risk taking by Spanish banks," Proceedings 1109, Federal Reserve Bank of Chicago.
- Jose A. Lopez & Mark M. Spiegel, 2006. "Foreign bank lending and bond underwriting in Japan during the lost decade," Working Paper Series 2006-45, Federal Reserve Bank of San Francisco.
- Jose A. Lopez, 2005.
"Empirical analysis of the average asset correlation for real estate investment trusts,"
Working Paper Series
2005-22, Federal Reserve Bank of San Francisco.
- Jose Lopez, 2009. "Empirical analysis of the average asset correlation for real estate investment trusts," Quantitative Finance, Taylor & Francis Journals, vol. 9(2), pages 217-229.
- Michelle L. Barnes & Jose A. Lopez, 2005.
"Alternative measures of the Federal Reserve banks' cost of equity capital,"
Public Policy Discussion Paper
05-2, Federal Reserve Bank of Boston.
- Barnes, Michelle L. & Lopez, Jose A., 2006. "Alternative measures of the Federal Reserve Banks' cost of equity capital," Journal of Banking & Finance, Elsevier, vol. 30(6), pages 1687-1711, June.
- Michelle L. Barnes & Jose A. Lopez, 2005. "Alternative measures of the Federal Reserve banks' cost of equity capital," Working Paper Series 2005-06, Federal Reserve Bank of San Francisco.
- Miguel A. Ferreira & Jose A. Lopez, 2004.
"Evaluating interest rate covariance models within a value-at-risk framework,"
Working Paper Series
2004-03, Federal Reserve Bank of San Francisco.
- Miguel A. Ferreira, 2005. "Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework," Journal of Financial Econometrics, Oxford University Press, vol. 3(1), pages 126-168.
- John Krainer & Jose A. Lopez, 2004.
"Using securities market information for bank supervisory monitoring,"
Working Paper Series
2004-05, Federal Reserve Bank of San Francisco.
- John Krainer & Jose A. Lopez, 2008. "Using Securities Market Information for Bank Supervisory Monitoring," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March.
- John Krainer & Jose A. Lopez, 2003. "Forecasting supervisory ratings using securities market information," Proceedings 847, Federal Reserve Bank of Chicago.
- Mary C. Daly & John Krainer & Jose A. Lopez, 2003. "Does regional economic performance affect bank health? New analysis of an old question," Working Paper Series 2004-01, Federal Reserve Bank of San Francisco.
- Jose A. Lopez, 2002.
"The empirical relationship between average asset correlation, firm probability of default and asset size,"
Working Paper Series
2002-05, Federal Reserve Bank of San Francisco.
- Lopez, Jose A., 2004. "The empirical relationship between average asset correlation, firm probability of default, and asset size," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 265-283, April.
- Jose A. Lopez & Mark M. Spiegel, 2002. "Financial structure and macroeconomic performance over the short and long run," Pacific Basin Working Paper Series 2002-05, Federal Reserve Bank of San Francisco.
- Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001.
"The Federal Reserve banks' imputed cost of equity capital,"
Working Paper Series
2001-01, Federal Reserve Bank of San Francisco.
- Jose A. Lopez, 2001. "Federal Reserve banks' imputed cost of equity capital," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug10.
- John Krainer & Jose A. Lopez, 2001.
"Incorporating equity market information into supervisory monitoring models,"
Working Paper Series
2001-14, Federal Reserve Bank of San Francisco.
- Krainer, John & Lopez, Jose A, 2004. "Incorporating Equity Market Information into Supervisory Monitoring Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 1043-1067, December.
- Jose A. Lopez & Christian Walter, 2000.
"Is implied correlation worth calculating? Evidence from foreign exchange options and historical data,"
Working Paper Series
2000-02, Federal Reserve Bank of San Francisco.
- Jose A. Lopez & Christian Walter, 1997. "Is implied correlation worth calculating? Evidence from foreign exchange options and historical data," Research Paper 9730, Federal Reserve Bank of New York.
- Jose A. Lopez & Christian Walter, 2000. "Evaluating covariance matrix forecasts in a value-at-risk framework," Working Paper Series 2000-21, Federal Reserve Bank of San Francisco.
- Michael J. Fleming & Jose A. Lopez, 1999.
"Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market,"
Working Papers in Applied Economic Theory
99-09, Federal Reserve Bank of San Francisco.
- Michael J. Fleming & Jose A. Lopez, 1999. "Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market," Staff Reports 82, Federal Reserve Bank of New York.
- Jose A. Lopez & Marc R. Saidenberg, 1999.
"Evaluating credit risk models,"
Working Papers in Applied Economic Theory
99-06, Federal Reserve Bank of San Francisco.
- Lopez, Jose A. & Saidenberg, Marc R., 2000. "Evaluating credit risk models," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 151-165, January.
- Jose A. Lopez, 1998.
"Methods for evaluating value-at-risk estimates,"
Research Paper
9802, Federal Reserve Bank of New York.
- Jose A. Lopez, 1998. "Methods for evaluating value-at-risk estimates," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 119-124.
- Jose A. Lopez, 1999. "Methods for evaluating value-at-risk estimates," Economic Review, Federal Reserve Bank of San Francisco, pages 3-17.
- Jose A. Lopez, 1997.
"Regulatory evaluation of value-at-risk models,"
Research Paper
9710, Federal Reserve Bank of New York.
- Jose A. Lopez, 1997. "Regulatory evaluation of value-at-risk models," Staff Reports 33, Federal Reserve Bank of New York.
- Jose A. Lopez, 1996. "Regulatory Evaluation of Value-at-Risk Models," Center for Financial Institutions Working Papers 96-51, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York.
- Francis X. Diebold & Jose A. Lopez, 1995.
"Forecast evaluation and combination,"
Research Paper
9525, Federal Reserve Bank of New York.
- Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Jose A. Lopez, 1995. "Measuring Volatility Dynamics," NBER Technical Working Papers 0173, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Jose A. Lopez, 1995.
"Modeling volatility dynamics,"
Research Paper
9522, Federal Reserve Bank of New York.
- Diebold & Lopez, "undated". "Modeling Volatility Dynamics," Home Pages _062, University of Pennsylvania.
- Jose A. Lopez, 1995.
"Evaluating the predictive accuracy of volatility models,"
Research Paper
9524, Federal Reserve Bank of New York.
- Lopez, Jose A, 2001. "Evaluating the Predictive Accuracy of Volatility Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(2), pages 87-109, March.
Articles
- Lopez, Jose A. & Spiegel, Mark M., 2023.
"Small business lending under the PPP and PPPLF programs,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Jose A. Lopez & Mark M. Spiegel, 2021. "Small Business Lending Under the PPP and PPPLF Programs," Working Paper Series 2021-10, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Paul L. Mussche, 2022.
"Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement,"
Management Science, INFORMS, vol. 68(11), pages 8286-8300, November.
- Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2019. "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Working Paper Series 2018-9, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021. "What Would It Cost to Issue 50-year Treasury Bonds?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(29), pages 1-05, November.
- Jose A Lopez & Kris James Mitchener, 2021.
"Uncertainty and Hyperinflation: European Inflation Dynamics after World War I [Modeling and forecasting realized volatility],"
The Economic Journal, Royal Economic Society, vol. 131(633), pages 450-475.
- Jose A. Lopez & Kris James Mitchener, 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," NBER Working Papers 24624, National Bureau of Economic Research, Inc.
- Mitchener, Kris & Lopez, Jose A., 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CEPR Discussion Papers 12951, C.E.P.R. Discussion Papers.
- Jose A. Lopez & Kris James Mitchener, 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," Working Paper Series 2018-6, Federal Reserve Bank of San Francisco.
- Jose A. Lopez & Kris James Mitchener, 2018. "Uncertainty and Hyperinflation: European Inflation Dynamics after World War I," CESifo Working Paper Series 7066, CESifo.
- Lopez, Jose A. & Rose, Andrew K. & Spiegel, Mark M., 2020.
"Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence,"
European Economic Review, Elsevier, vol. 124(C).
- Rose, Andrew & Spiegel, Mark & Lopez, Jose A., 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," CEPR Discussion Papers 13010, C.E.P.R. Discussion Papers.
- Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," NBER Working Papers 25004, National Bureau of Economic Research, Inc.
- Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel, 2018. "Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence," Working Paper Series 2018-7, Federal Reserve Bank of San Francisco.
- Remy Beauregard & Jose A. Lopez & Mark M. Spiegel, 2020. "Small Business Lending during COVID-19," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(35), pages 01-05, November.
- Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz, 2020.
"Is There an On-the-Run Premium in TIPS?,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-42, June.
- Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz, 2017. "Is There an On-the-Run Premium in TIPS?," Working Paper Series 2017-10, Federal Reserve Bank of San Francisco.
- Scott A. Brave & Jose A. Lopez & Jeremy Kronick, 2020. "Calibrating Macroprudential Policies for the Canadian Mortgage Market," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 570, April.
- Galina Hale & Jose A. Lopez & Shannon Sledz, 2019. "Measuring Connectedness between the Largest Banks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Hale, Galina & Lopez, Jose A., 2019.
"Monitoring banking system connectedness with big data,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 203-220.
- Hale, Galina & Lopez, Jose A, 2023. "Monitoring Banking System Connectedness with Big Data," Santa Cruz Department of Economics, Working Paper Series qt17h5v7rj, Department of Economics, UC Santa Cruz.
- Galina Hale & Jose A. Lopez, 2018. "Monitoring Banking System Connectedness with Big Data," Working Paper Series 2018-01, Federal Reserve Bank of San Francisco.
- Scott A. Brave & Jose A. Lopez, 2019.
"Calibrating Macroprudential Policy to Forecasts of Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 1-59, March.
- Scott A. Brave & Jose A. Lopez, 2018. "Calibrating Macroprudential Policy to Forecasts of Financial Stability," Working Paper Series 2017-17, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2017. "Measuring Interest Rate Risk in the Very Long Term," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz, 2017. "Do All New Treasuries Trade at a Premium?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2016.
"Pricing Deflation Risk with US Treasury Yields,"
Review of Finance, European Finance Association, vol. 20(3), pages 1107-1152.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Pricing deflation risk with U.S. Treasury yields," Working Paper Series 2012-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez, 2016. "Differing views on long-term inflation expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez, 2015. "Assessing supervisory scenarios for interest rate risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015.
"A probability-based stress test of Federal Reserve assets and income,"
Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
- Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Papers 14-01, University of Pennsylvania, Wharton School, Weiss Center.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014.
"Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 136-151, January.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Do central bank liquidity facilities affect interbank lending rates?," Working Paper Series 2009-13, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Stress testing the Fed," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Jose A. Lopez & Mark M. Spiegel, 2014.
"Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 445-468, March.
- Jose A. Lopez & Mark M. Spiegel, 2009. "Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation," Working Paper Series 2009-14, Federal Reserve Bank of San Francisco.
- Jiménez, Gabriel & Lopez, Jose A. & Saurina, Jesús, 2013. "How does competition affect bank risk-taking?," Journal of Financial Stability, Elsevier, vol. 9(2), pages 185-195.
- Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012.
"Extracting Deflation Probability Forecasts from Treasury Yields,"
International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 21-60, December.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011. "Extracting deflation probability forecasts from Treasury yields," Working Paper Series 2011-10, Federal Reserve Bank of San Francisco.
- Jose A. Lopez, 2010. "Challenges in economic capital modeling," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun21.
- Jose A. Lopez, 2009. "Gauging aggregate credit market conditions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct19.
- Jimenéz, Gabriel & Lopez, Jose A. & Saurina, Jesús, 2009. "Calibrating exposure at default for corporate credit lines," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 2(2), pages 121-129, March.
- Jose Lopez, 2009.
"Empirical analysis of the average asset correlation for real estate investment trusts,"
Quantitative Finance, Taylor & Francis Journals, vol. 9(2), pages 217-229.
- Jose A. Lopez, 2005. "Empirical analysis of the average asset correlation for real estate investment trusts," Working Paper Series 2005-22, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009.
"Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields,"
Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2010. "Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 143-178, September.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2010. "Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 143-178, September.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2008. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Working Paper Series 2008-34, Federal Reserve Bank of San Francisco.
- Gabriel Jiménez & Jose A. Lopez & Jesus Saurina, 2009.
"Empirical Analysis of Corporate Credit Lines,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5069-5098, December.
- Gabriel Jiménez & José A. López & Jesús Saurina, 2008. "Empirical analysis of corporate credit lines," Working Papers 0821, Banco de España.
- Gabriel Jimenez & Jose A. Lopez & Jesus Saurina, 2007. "Empirical analysis of corporate credit lines," Working Paper Series 2007-14, Federal Reserve Bank of San Francisco.
- John Krainer & Jose A. Lopez, 2009. "Do supervisory rating standards change over time?," Economic Review, Federal Reserve Bank of San Francisco, pages 13-24.
- John Krainer & Jose A. Lopez, 2008.
"Using Securities Market Information for Bank Supervisory Monitoring,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March.
- John Krainer & Jose A. Lopez, 2004. "Using securities market information for bank supervisory monitoring," Working Paper Series 2004-05, Federal Reserve Bank of San Francisco.
- Jose A. Lopez, 2008. "What is liquidity risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct24.
- Jose A. Lopez, 2008. "The economics of private equity investments: symposium summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb29.
- Jose A. Lopez, 2007. "Concentrations in commercial real estate lending," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan5.
- Jose A. Lopez, 2007. "U.S. supervisory standards for operational risk management," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may4.
- Mark Doms & John G. Fernald & Jose A. Lopez, 2007. "Financial innovations and the real economy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar2.
- Lopez, Jose A., 2007. "`The Credit Default Swap Basis` by Dr Jose A. Lopez," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 1(1), pages 117-118, December.
- Jose A. Lopez, 2007. "Corporate access to external financing," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct19.
- Barnes, Michelle L. & Lopez, Jose A., 2006.
"Alternative measures of the Federal Reserve Banks' cost of equity capital,"
Journal of Banking & Finance, Elsevier, vol. 30(6), pages 1687-1711, June.
- Michelle L. Barnes & Jose A. Lopez, 2005. "Alternative measures of the Federal Reserve banks' cost of equity capital," Public Policy Discussion Paper 05-2, Federal Reserve Bank of Boston.
- Michelle L. Barnes & Jose A. Lopez, 2005. "Alternative measures of the Federal Reserve banks' cost of equity capital," Working Paper Series 2005-06, Federal Reserve Bank of San Francisco.
- Michelle L. Barnes & Jose A. Lopez, 2006. "What is the Federal Reserve banks' imputed cost of equity capital?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr7.
- Jose A. Lopez, 2005. "Stress tests: useful complements to financial risk models," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun24.
- Jose A. Lopez, 2005. "Recent policy issues regarding credit risk transfer," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec2.
- Jose A. Lopez, 2004. "Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\"," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 67-71.
- Jose A. Lopez, 2004. "Outsourcing by financial services firms: the supervisory response," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov26.
- Richard Dennis & Jose A. Lopez, 2004. "Policy applications of a global macroeconomic model," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun11.
- Krainer, John & Lopez, Jose A, 2004.
"Incorporating Equity Market Information into Supervisory Monitoring Models,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 1043-1067, December.
- John Krainer & Jose A. Lopez, 2001. "Incorporating equity market information into supervisory monitoring models," Working Paper Series 2001-14, Federal Reserve Bank of San Francisco.
- Dennis R. & Lopez J.A., 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 165-169, April.
- Lopez, Jose A., 2004.
"The empirical relationship between average asset correlation, firm probability of default, and asset size,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 265-283, April.
- Jose A. Lopez, 2002. "The empirical relationship between average asset correlation, firm probability of default and asset size," Working Paper Series 2002-05, Federal Reserve Bank of San Francisco.
- Jose A. Lopez, 2004. "Supervising interest rate risk management," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sep17.
- John Krainer & Jose A. Lopez, 2003. "Using equity market information to monitor banking institutions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan24.
- Jose A. Lopez, 2003. "How financial firms manage risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb14.
- Jose A. Lopez, 2003. "Disclosure as a supervisory tool: Pillar 3 of Basel II," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug1.
- John Krainer & Jose A. Lopez, 2003. "Monitoring debt market information for bank supervisory purposes," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov28.
- Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2003. "Formulating the imputed cost of equity capital for priced services at Federal Reserve banks," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 55-81.
- John Krainer & Jose A. Lopez, 2003. "How might financial market information be used for supervisory purposes?," Economic Review, Federal Reserve Bank of San Francisco, pages 29-45.
- John Krainer & Jose A. Lopez, 2003. "The current strength of the U.S. banking sector," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec19.
- Jose A. Lopez, 2002. "What is operational risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan25.
- John Krainer & Jose A. Lopez, 2002. "Off-site monitoring of bank holding companies," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may17.
- Jose A. Lopez, 2001. "Financial instruments for mitigating credit risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov23.
- Jose A. Lopez, 2001.
"Federal Reserve banks' imputed cost of equity capital,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug10.
- Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve banks' imputed cost of equity capital," Working Paper Series 2001-01, Federal Reserve Bank of San Francisco.
- Lopez, Jose A, 2001.
"Evaluating the Predictive Accuracy of Volatility Models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(2), pages 87-109, March.
- Jose A. Lopez, 1995. "Evaluating the predictive accuracy of volatility models," Research Paper 9524, Federal Reserve Bank of New York.
- Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve's imputed cost of equity capital: a survey," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jul.
- Jose A. Lopez, 2001. "Modeling credit risk for commercial loans," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr.27.
- Jose A. Lopez, 2000. "Volatility spillovers in the U.S. Treasury market," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb18.
- Jose A. Lopez, 2000. "Patterns in the foreign ownership of U.S. banking assets," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.24.
- Lopez, Jose A. & Saidenberg, Marc R., 2000.
"Evaluating credit risk models,"
Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 151-165, January.
- Jose A. Lopez & Marc R. Saidenberg, 1999. "Evaluating credit risk models," Working Papers in Applied Economic Theory 99-06, Federal Reserve Bank of San Francisco.
- Beverly Hirtle & Jose A. Lopez, 1999. "Supervisory information and the frequency of bank examinations," Economic Policy Review, Federal Reserve Bank of New York, vol. 5(Apr), pages 1-20.
- Jose A. Lopez, 1999. "How frequently should banks be examined?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb26.
- Jose A. Lopez, 1999. "Using CAMELS ratings to monitor bank conditions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun.
- Jose A. Lopez, 1999. "The Basel proposal for a new capital adequacy framework," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul30.
- Jose A. Lopez, 1999.
"Methods for evaluating value-at-risk estimates,"
Economic Review, Federal Reserve Bank of San Francisco, pages 3-17.
- Jose A. Lopez, 1998. "Methods for evaluating value-at-risk estimates," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 119-124.
- Jose A. Lopez, 1998. "Methods for evaluating value-at-risk estimates," Research Paper 9802, Federal Reserve Bank of New York.
- Joseph J. Doyle & Jose A. Lopez & Marc R. Saidenberg, 1998. "How effective is lifeline banking in assisting the 'unbanked'?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 4(Jun).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (19) 2005-08-13 2006-01-01 2008-10-07 2009-01-10 2011-03-26 2012-06-13 2014-01-10 2014-02-15 2015-09-05 2017-09-03 2018-06-18 2018-06-18 2018-07-09 2018-07-16 2018-07-16 2018-07-23 2018-07-30 2018-09-24 2021-08-09. Author is listed
- NEP-MON: Monetary Economics (13) 1999-06-28 2005-08-13 2006-01-01 2009-01-10 2009-07-11 2012-06-13 2014-01-10 2015-09-05 2018-06-18 2018-06-18 2018-07-09 2018-07-23 2018-09-24. Author is listed
- NEP-BAN: Banking (12) 2006-12-16 2007-08-08 2007-10-27 2007-10-27 2008-10-07 2009-02-07 2010-04-11 2017-09-03 2018-01-22 2018-07-16 2018-09-24 2023-11-27. Author is listed
- NEP-CBA: Central Banking (7) 2006-01-01 2009-01-10 2009-07-11 2011-03-26 2012-06-13 2015-09-05 2017-09-03. Author is listed
- NEP-RMG: Risk Management (6) 2008-10-07 2009-02-07 2010-04-11 2014-01-10 2018-01-22 2018-07-30. Author is listed
- NEP-HIS: Business, Economic and Financial History (5) 2005-08-13 2018-06-18 2018-06-18 2018-07-09 2018-07-23. Author is listed
- NEP-FMK: Financial Markets (4) 2005-08-13 2005-12-01 2006-01-01 2021-08-09
- NEP-BEC: Business Economics (3) 2008-10-07 2009-07-11 2010-04-11
- NEP-COM: Industrial Competition (2) 2007-10-27 2010-04-11
- NEP-EEC: European Economics (2) 2007-10-27 2009-02-07
- NEP-ETS: Econometric Time Series (2) 1999-08-04 1999-10-20
- NEP-IAS: Insurance Economics (2) 1999-06-28 2018-07-30
- NEP-IFN: International Finance (2) 1998-08-21 2010-03-20
- NEP-BIG: Big Data (1) 2018-01-22
- NEP-CFN: Corporate Finance (1) 1999-06-28
- NEP-CSE: Economics of Strategic Management (1) 2007-10-27
- NEP-DCM: Discrete Choice Models (1) 2017-06-04
- NEP-EFF: Efficiency and Productivity (1) 2007-10-27
- NEP-FDG: Financial Development and Growth (1) 2023-11-27
- NEP-FIN: Finance (1) 2005-12-01
- NEP-FOR: Forecasting (1) 2011-03-26
- NEP-ISF: Islamic Finance (1) 2021-08-09
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09
- NEP-MIC: Microeconomics (1) 2010-04-11
- NEP-NET: Network Economics (1) 2023-11-27
- NEP-ORE: Operations Research (1) 2014-02-15
- NEP-SEA: South East Asia (1) 2006-12-16
- NEP-SOG: Sociology of Economics (1) 2014-02-15
- NEP-URE: Urban and Real Estate Economics (1) 2005-12-01
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Jose A. Lopez should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.