Access Statistics for Jose A. Lopez

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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 0 86 0 4 8 315
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 14 1 6 11 59
Alternative Measures of the Federal Reserve Banks’ Cost of Equity Capital 0 0 0 94 1 8 9 421
Alternative measures of the Federal Reserve banks' cost of equity capital 0 0 0 75 1 5 6 377
Bond currency denomination and the yen carry trade 0 0 0 61 5 13 13 225
Calibrating Macroprudential Policy to Forecasts of Financial Stability 0 0 0 42 0 8 10 72
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 0 2 7 153
Competition and risk taking by Spanish banks 0 0 0 0 0 6 10 51
Determinants of access to external finance: evidence from Spanish firms 0 0 1 140 3 6 12 501
Do central bank liquidity facilities affect interbank lending rates? 0 0 2 225 2 6 13 733
Does Regional Economic Performance Affect Bank Conditions? New Analysis of an Old Question 0 0 0 11 3 6 11 58
EAD calibration for corporate credit lines 0 0 0 126 4 8 12 377
Empirical Analysis of the Average Asset Correlation for Real Estate Investment Trusts 0 0 0 291 0 8 13 1,161
Empirical analysis of corporate credit lines 0 0 0 138 4 9 17 576
Empirical analysis of corporate credit lines 1 1 4 128 3 9 17 438
Evaluating Covariance Matrix Forecasts in a Value-at-Risk Framework 0 0 0 14 0 1 5 60
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework 0 0 0 5 0 8 14 65
Evaluating credit risk models 1 1 4 2,407 1 8 18 7,992
Evaluating the predictive accuracy of volatility models 0 0 0 231 5 10 19 712
Exchange rate cointegration across central bank regime shifts 0 0 0 101 1 5 6 518
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 2 4 7 188
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 2 2 36 0 9 13 71
Financial structure and macroeconomic performance over the short and long run 0 0 1 147 0 6 8 384
Forecast Evaluation and Combination 0 0 0 1,081 0 11 18 3,187
Forecast evaluation and combination 0 0 1 521 0 19 21 1,562
Forecasting supervisory ratings using securities market information 0 0 0 0 1 5 5 29
Foreign bank lending and bond underwriting in Japan during the lost decade 0 0 0 58 2 7 7 371
Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation 0 0 0 25 2 5 6 147
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 145 1 5 6 800
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 149 1 10 10 925
How Does Competition Impact Bank Risk-Taking? 0 0 1 239 0 11 18 727
How does competition impact bank risk-taking? 0 0 4 342 3 10 31 1,024
Incorporating Equity Market Information into Supervisory Monitoring Models 0 0 0 2 0 6 7 40
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 0 5 12 445
International Evidence on Extending Sovereign Debt Maturities 0 0 1 12 3 8 14 37
Is Implied Correlation Worth Calculating? Evidence from Foreign Exchange Options and Historical Data 0 0 1 21 3 11 20 108
Is There an On-the-Run Premium in TIPS? 0 0 0 17 1 3 9 59
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data 0 0 1 477 2 6 11 2,397
Measuring Volatility Dynamics 0 0 0 504 2 5 7 1,965
Methods for evaluating value-at-risk estimates 0 0 0 572 3 10 15 1,784
Modeling Volatility Dynamics 0 0 0 372 1 6 8 719
Modeling volatility dynamics 1 1 3 412 10 20 25 1,024
Monitoring Banking System Connectedness with Big Data 0 0 0 88 1 5 7 166
Monitoring Banking System Connectedness with Big Data 0 0 0 10 1 3 3 14
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 1 4 10 143
Regulatory Evaluation of Value-at-Risk Models 0 0 0 380 0 2 5 940
Regulatory evaluation of value-at-risk models 0 0 0 590 1 5 9 1,798
Regulatory evaluation of value-at-risk models 0 0 0 447 2 3 3 1,257
Small Business Lending Under the PPP and PPPLF Programs 0 0 0 3 2 4 13 38
The Empirical Relationship between Average Asset Correlation, Firm Probability of Default and Asset Size 0 0 1 51 3 15 21 171
The Federal Reserve Banks' Imputed Cost of Equity Capital 0 0 0 5 2 8 10 52
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 0 57 1 9 15 87
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 1 68 2 10 17 84
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 0 40 1 2 4 85
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 0 62 5 11 15 154
Using Securities Market Information for Bank Supervisory Monitoring 0 1 1 8 0 7 10 56
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 0 23 0 9 10 193
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 0 105 0 7 17 420
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 0 60 2 7 9 312
Total Working Papers 3 6 29 11,656 95 429 687 38,827

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 0 41 2 5 7 183
Alternative measures of the Federal Reserve Banks' cost of equity capital 0 0 0 38 2 5 8 149
Assessing supervisory scenarios for interest rate risk 0 0 0 10 1 8 10 57
Calibrating Macroprudential Policies for the Canadian Mortgage Market 0 2 2 19 0 6 9 82
Calibrating Macroprudential Policy to Forecasts of Financial Stability 0 0 1 12 0 12 14 88
Calibrating exposure at default for corporate credit lines 0 0 2 5 0 2 10 21
Challenges in economic capital modeling 0 0 0 44 0 3 3 123
Comment 0 0 0 8 0 6 8 51
Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\" 0 0 0 26 2 6 8 145
Concentrations in commercial real estate lending 0 0 1 120 0 2 5 376
Corporate access to external financing 0 0 0 19 0 3 3 71
Differing views on long-term inflation expectations 0 0 1 6 7 14 17 62
Disclosure as a supervisory tool: Pillar 3 of Basel II 0 0 0 222 3 7 7 514
Do All New Treasuries Trade at a Premium? 0 0 0 7 0 8 9 44
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 2 26 3 5 14 124
Do supervisory rating standards change over time? 0 0 0 34 2 9 12 251
Empirical Analysis of Corporate Credit Lines 1 1 4 110 1 5 17 346
Empirical analysis of the average asset correlation for real estate investment trusts 0 0 0 83 0 4 4 392
Evaluating credit risk models 0 0 5 261 1 4 18 740
Evaluating the Predictive Accuracy of Volatility Models 0 0 0 0 1 6 21 474
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 1 7 12 137
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 1 1 2 1 4 5 12
Federal Reserve banks' imputed cost of equity capital 0 0 0 51 0 3 8 302
Financial innovations and the real economy: conference summary 0 0 0 45 3 10 10 136
Financial instruments for mitigating credit risk 0 0 0 168 0 4 5 557
Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation 0 0 1 5 2 6 9 56
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 1 163 0 2 10 1,352
Gauging aggregate credit market conditions 0 0 0 9 1 3 3 59
How does competition affect bank risk-taking? 1 1 19 521 3 21 66 1,470
How effective is lifeline banking in assisting the 'unbanked'? 0 0 0 80 1 6 9 387
How financial firms manage risk 0 0 0 130 2 4 7 324
How frequently should banks be examined? 0 0 0 25 1 2 2 167
How might financial market information be used for supervisory purposes? 0 0 0 234 0 0 2 1,000
Incorporating Equity Market Information into Supervisory Monitoring Models 0 0 0 0 0 5 5 217
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 4 16 26 583
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields 0 0 6 19 0 7 30 75
International evidence on extending sovereign debt maturities 0 0 0 1 0 5 8 13
Is There an On-the-Run Premium in TIPS? 0 0 0 4 3 11 19 43
Measuring Connectedness between the Largest Banks 0 0 0 7 0 8 9 49
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 0 1 3 51
Methods for evaluating value-at-risk estimates 0 0 0 392 2 7 10 1,016
Methods for evaluating value-at-risk estimates 1 1 7 1,350 6 15 47 3,557
Modeling credit risk for commercial loans 0 0 0 194 0 2 2 452
Monitoring banking system connectedness with big data 0 1 1 18 0 4 9 108
Monitoring debt market information for bank supervisory purposes 0 0 0 12 0 3 3 101
Off-site monitoring of bank holding companies 0 0 0 45 0 3 5 152
Outsourcing by financial services firms: the supervisory response 0 0 0 115 2 4 6 338
Patterns in the foreign ownership of U.S. banking assets 0 0 0 98 1 5 6 353
Policy applications of a global macroeconomic model 0 0 0 61 0 4 4 215
Pricing Deflation Risk with US Treasury Yields 0 0 0 8 3 5 6 59
Recent policy issues regarding credit risk transfer 0 0 0 80 1 4 5 260
Small Business Lending during COVID-19 0 0 0 39 0 2 4 119
Small business lending under the PPP and PPPLF programs 0 0 1 6 0 4 20 44
Stress testing the Fed 0 0 0 10 2 7 9 70
Stress tests: useful complements to financial risk models 0 1 1 380 1 9 10 894
Supervising interest rate risk management 0 0 0 229 0 2 5 489
Supervisory information and the frequency of bank examinations 0 0 1 109 3 6 11 454
The Basel proposal for a new capital adequacy framework 0 0 0 85 1 2 2 303
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 0 5 5 243
The current strength of the U.S. banking sector 0 0 0 88 0 3 5 316
The economics of private equity investments: symposium summary 0 0 0 77 1 3 4 175
The empirical relationship between average asset correlation, firm probability of default, and asset size 0 1 6 351 1 9 24 1,015
U.S. supervisory standards for operational risk management 0 0 0 110 1 3 6 266
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 2 7 21 4 12 30 64
Using CAMELS ratings to monitor bank conditions 0 1 3 924 0 6 13 2,226
Using Securities Market Information for Bank Supervisory Monitoring 0 0 0 55 1 5 7 253
Using equity market information to monitor banking institutions 0 0 0 47 1 4 5 173
Volatility spillovers in the U.S. Treasury market 0 0 0 31 1 2 3 139
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 8 26 50 102
What is liquidity risk? 0 0 7 444 1 8 30 981
What is operational risk? 0 0 2 273 0 5 9 539
What is the Federal Reserve banks' imputed cost of equity capital? 0 0 0 26 3 12 31 274
Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence 0 0 4 100 2 6 22 328
`The Credit Default Swap Basis` by Dr Jose A. Lopez 0 0 0 0 1 1 1 4
Total Journal Articles 3 12 86 8,599 94 443 861 27,365
1 registered items for which data could not be found
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