Access Statistics for Jose A. Lopez

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 1 14 0 1 2 49
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 0 2 5 310
Alternative measures of the Federal Reserve banks' cost of equity capital 0 0 0 75 0 0 0 371
Alternative measures of the Federal Reserve banks' cost of equity capital 0 0 0 94 0 0 1 412
Bond currency denomination and the yen carry trade 0 0 1 61 0 0 4 212
Calibrating Macroprudential Policy to Forecasts of Financial Stability 0 0 0 42 0 0 0 62
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 1 43 0 1 4 148
Competition and risk taking by Spanish banks 0 0 0 0 1 2 4 43
Determinants of access to external finance: evidence from Spanish firms 0 1 1 140 1 2 3 491
Do central bank liquidity facilities affect interbank lending rates? 0 0 1 224 0 0 5 723
Does regional economic performance affect bank health? New analysis of an old question 0 0 0 11 0 0 3 48
EAD calibration for corporate credit lines 0 0 0 126 2 2 4 368
Empirical analysis of corporate credit lines 0 0 0 138 2 5 9 565
Empirical analysis of corporate credit lines 1 1 2 126 2 2 8 426
Empirical analysis of the average asset correlation for real estate investment trusts 0 0 0 291 0 0 6 1,149
Evaluating covariance matrix forecasts in a value-at-risk framework 0 0 0 14 1 2 2 57
Evaluating credit risk models 1 2 2 2,405 1 2 4 7,977
Evaluating interest rate covariance models within a value-at-risk framework 0 0 0 5 0 2 3 54
Evaluating the predictive accuracy of volatility models 0 0 0 231 0 1 4 696
Exchange rate cointegration across central bank regime shifts 0 0 0 101 0 0 2 512
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 0 0 0 181
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 0 34 1 2 6 60
Financial structure and macroeconomic performance over the short and long run 0 0 3 147 0 0 4 377
Forecast Evaluation and Combination 0 0 0 1,081 1 3 11 3,174
Forecast evaluation and combination 0 0 2 521 0 0 3 1,542
Forecasting supervisory ratings using securities market information 0 0 0 0 0 0 0 24
Foreign bank lending and bond underwriting in Japan during the lost decade 0 0 0 58 0 0 0 364
Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation 0 0 0 25 0 0 1 142
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 149 0 0 1 915
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 145 0 0 1 795
How Does Competition Impact Bank Risk-Taking? 0 0 0 238 1 1 4 712
How does competition impact bank risk-taking? 0 1 5 342 1 5 10 1,002
Incorporating equity market information into supervisory monitoring models 0 0 0 2 0 0 1 33
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 2 3 4 436
International Evidence on Extending Sovereign Debt Maturities 0 0 0 11 1 1 5 25
Is There an On-the-Run Premium in TIPS? 0 0 0 17 0 1 4 52
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data 0 1 1 477 0 1 5 2,388
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data 0 1 2 21 0 1 4 90
Measuring Volatility Dynamics 0 0 0 504 0 1 2 1,960
Methods for evaluating value-at-risk estimates 0 0 0 572 1 2 4 1,772
Modeling Volatility Dynamics 0 0 0 372 1 2 4 713
Modeling volatility dynamics 0 1 1 410 0 1 1 1,000
Monitoring Banking System Connectedness with Big Data 0 0 1 10 0 0 2 11
Monitoring Banking System Connectedness with Big Data 0 0 0 88 0 0 4 160
Pricing deflation risk with U.S. Treasury yields 0 0 1 40 1 1 3 134
Regulatory Evaluation of Value-at-Risk Models 0 0 1 380 0 0 3 935
Regulatory evaluation of value-at-risk models 0 0 0 590 0 1 5 1,790
Regulatory evaluation of value-at-risk models 0 0 0 447 0 0 1 1,254
Small Business Lending Under the PPP and PPPLF Programs 0 0 0 3 1 1 2 26
The Federal Reserve banks' imputed cost of equity capital 0 0 0 5 0 0 2 43
The empirical relationship between average asset correlation, firm probability of default and asset size 0 1 4 51 0 3 13 154
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 1 40 0 0 7 83
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 1 57 0 0 4 75
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 1 68 0 0 4 69
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 2 62 0 0 8 140
Using securities market information for bank supervisory monitoring 0 0 0 7 1 1 1 47
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 0 105 0 1 6 408
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 0 60 0 0 3 303
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 0 23 0 0 2 183
Total Working Papers 2 9 35 11,644 22 56 218 38,245


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A probability-based stress test of Federal Reserve assets and income 0 0 1 41 0 1 5 177
Alternative measures of the Federal Reserve Banks' cost of equity capital 0 0 0 38 0 0 3 142
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 1 4 48
Calibrating Macroprudential Policies for the Canadian Mortgage Market 0 0 1 17 0 0 5 76
Calibrating Macroprudential Policy to Forecasts of Financial Stability 1 1 1 12 1 1 2 75
Calibrating exposure at default for corporate credit lines 2 2 2 5 2 3 7 18
Challenges in economic capital modeling 0 0 0 44 0 0 1 120
Comment 0 0 0 8 0 0 0 43
Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\" 0 0 0 26 1 1 2 138
Concentrations in commercial real estate lending 0 0 0 119 0 0 2 372
Corporate access to external financing 0 0 0 19 0 0 0 68
Differing views on long-term inflation expectations 0 0 2 6 0 0 5 46
Disclosure as a supervisory tool: Pillar 3 of Basel II 0 0 0 222 0 0 0 507
Do All New Treasuries Trade at a Premium? 0 0 1 7 1 1 5 36
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 2 2 26 0 5 5 115
Do supervisory rating standards change over time? 0 0 0 34 0 0 1 240
Empirical Analysis of Corporate Credit Lines 0 1 3 108 2 4 12 337
Empirical analysis of the average asset correlation for real estate investment trusts 0 0 0 83 0 0 1 388
Evaluating credit risk models 0 2 4 260 0 4 15 732
Evaluating the Predictive Accuracy of Volatility Models 0 0 0 0 1 1 8 459
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 1 1 3 126
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 0 1 0 0 2 7
Federal Reserve banks' imputed cost of equity capital 0 0 0 51 2 4 4 298
Financial innovations and the real economy: conference summary 0 0 1 45 0 0 1 126
Financial instruments for mitigating credit risk 0 0 0 168 0 0 1 552
Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation 0 0 1 5 0 0 3 49
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 1 163 1 4 7 1,347
Gauging aggregate credit market conditions 0 0 0 9 0 0 1 56
How does competition affect bank risk-taking? 0 3 23 518 2 8 50 1,440
How effective is lifeline banking in assisting the 'unbanked'? 0 0 1 80 0 0 1 378
How financial firms manage risk 0 0 0 130 2 2 3 319
How frequently should banks be examined? 0 0 0 25 0 0 2 165
How might financial market information be used for supervisory purposes? 0 0 1 234 0 0 4 999
Incorporating Equity Market Information into Supervisory Monitoring Models 0 0 0 0 0 0 0 212
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 0 1 10 560
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields 0 2 6 17 1 7 17 59
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 41 0 0 1 139
International evidence on extending sovereign debt maturities 0 0 1 1 0 0 4 5
Is There an On-the-Run Premium in TIPS? 0 0 0 4 2 2 4 27
Measuring Connectedness between the Largest Banks 0 0 0 7 0 1 1 41
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 0 0 0 48
Methods for evaluating value-at-risk estimates 1 3 10 1,349 3 13 45 3,530
Methods for evaluating value-at-risk estimates 0 0 1 392 0 0 22 1,006
Modeling credit risk for commercial loans 0 0 0 194 0 0 1 450
Monitoring banking system connectedness with big data 0 0 0 17 0 0 9 103
Monitoring debt market information for bank supervisory purposes 0 0 0 12 0 0 2 98
Off-site monitoring of bank holding companies 0 0 0 45 0 0 0 147
Outsourcing by financial services firms: the supervisory response 0 0 0 115 0 1 3 334
Patterns in the foreign ownership of U.S. banking assets 0 0 0 98 0 0 1 347
Policy applications of a global macroeconomic model 0 0 0 61 0 0 1 211
Pricing Deflation Risk with US Treasury Yields 0 0 1 8 0 0 3 53
Recent policy issues regarding credit risk transfer 0 0 0 80 0 0 0 255
Small Business Lending during COVID-19 0 0 1 39 0 0 2 115
Small business lending under the PPP and PPPLF programs 0 0 2 6 5 5 16 36
Stress testing the Fed 0 0 0 10 0 0 2 61
Stress tests: useful complements to financial risk models 0 0 0 379 0 0 3 884
Supervising interest rate risk management 0 0 0 229 2 2 3 486
Supervisory information and the frequency of bank examinations 0 0 1 108 2 2 4 446
The Basel proposal for a new capital adequacy framework 0 0 0 85 0 0 0 301
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 0 0 0 238
The current strength of the U.S. banking sector 0 0 0 88 0 0 0 311
The economics of private equity investments: symposium summary 0 0 0 77 0 0 1 172
The empirical relationship between average asset correlation, firm probability of default, and asset size 0 2 7 350 1 6 19 1,002
U.S. supervisory standards for operational risk management 0 0 0 110 0 0 1 260
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 1 7 17 0 2 23 42
Using CAMELS ratings to monitor bank conditions 0 0 1 921 0 0 3 2,214
Using Securities Market Information for Bank Supervisory Monitoring 0 0 0 55 1 1 3 247
Using equity market information to monitor banking institutions 0 0 0 47 0 0 1 168
Volatility spillovers in the U.S. Treasury market 0 0 0 31 0 0 0 136
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 4 12 34 67
What is liquidity risk? 0 2 17 443 0 4 68 972
What is operational risk? 0 0 2 272 0 1 14 532
What is the Federal Reserve banks' imputed cost of equity capital? 0 0 0 26 2 6 25 255
Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence 0 3 6 100 1 6 21 319
`The Credit Default Swap Basis` by Dr Jose A. Lopez 0 0 0 0 0 0 0 3
Total Journal Articles 4 24 108 8,614 40 113 532 26,891


Statistics updated 2025-09-05