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 0 86 2 2 5 310
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 1 14 1 1 4 49
Alternative measures of the Federal Reserve banks' cost of equity capital 0 0 0 94 0 0 1 412
Alternative measures of the Federal Reserve banks' cost of equity capital 0 0 0 75 0 0 0 371
Bond currency denomination and the yen carry trade 0 0 1 61 0 0 6 212
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 3 147
Competition and risk taking by Spanish banks 0 0 0 0 1 1 3 42
Determinants of access to external finance: evidence from Spanish firms 0 0 0 139 0 0 2 489
Do central bank liquidity facilities affect interbank lending rates? 0 1 1 224 0 2 5 723
Does regional economic performance affect bank health? New analysis of an old question 0 0 0 11 0 1 3 48
EAD calibration for corporate credit lines 0 0 0 126 0 1 2 366
Empirical analysis of corporate credit lines 0 1 1 125 0 2 7 424
Empirical analysis of corporate credit lines 0 0 0 138 1 2 5 561
Empirical analysis of the average asset correlation for real estate investment trusts 0 0 0 291 0 1 6 1,149
Evaluating covariance matrix forecasts in a value-at-risk framework 0 0 0 14 0 0 0 55
Evaluating credit risk models 1 1 2 2,404 1 2 4 7,976
Evaluating interest rate covariance models within a value-at-risk framework 0 0 0 5 2 3 3 54
Evaluating the predictive accuracy of volatility models 0 0 0 231 1 3 5 696
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 0 0 4 58
Financial structure and macroeconomic performance over the short and long run 0 1 4 147 0 1 5 377
Forecast Evaluation and Combination 0 0 0 1,081 0 2 11 3,171
Forecast evaluation and combination 0 1 2 521 0 1 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 1 364
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 1 2 795
How Does Competition Impact Bank Risk-Taking? 0 0 0 238 0 2 3 711
How does competition impact bank risk-taking? 1 4 5 342 3 7 8 1,000
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 0 0 1 433
International Evidence on Extending Sovereign Debt Maturities 0 0 0 11 0 0 4 24
Is There an On-the-Run Premium in TIPS? 0 0 0 17 0 1 3 51
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data 1 1 1 477 1 2 5 2,388
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data 1 1 2 21 1 2 4 90
Measuring Volatility Dynamics 0 0 0 504 1 2 2 1,960
Methods for evaluating value-at-risk estimates 0 0 0 572 0 0 3 1,770
Modeling Volatility Dynamics 0 0 0 372 0 0 2 711
Modeling volatility dynamics 0 0 0 409 0 0 0 999
Monitoring Banking System Connectedness with Big Data 0 0 0 88 0 0 7 160
Monitoring Banking System Connectedness with Big Data 0 0 1 10 0 0 2 11
Pricing deflation risk with U.S. Treasury yields 0 0 1 40 0 0 2 133
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 1 1 6 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 0 0 1 25
The Federal Reserve banks' imputed cost of equity capital 0 0 0 5 0 0 3 43
The empirical relationship between average asset correlation, firm probability of default and asset size 1 1 4 51 2 2 12 153
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 1 57 0 2 4 75
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 3 62 0 0 10 140
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 1 40 0 1 7 83
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 1 1 68 0 2 4 69
Using securities market information for bank supervisory monitoring 0 0 0 7 0 0 0 46
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 0 105 0 2 5 407
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 1 23 0 0 3 183
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
Total Working Papers 5 13 35 11,640 18 53 203 38,207


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 0 6 176
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 1 1 4 48
Calibrating Macroprudential Policies for the Canadian Mortgage Market 0 0 1 17 0 2 6 76
Calibrating Macroprudential Policy to Forecasts of Financial Stability 0 0 0 11 0 0 1 74
Calibrating exposure at default for corporate credit lines 0 0 0 3 0 3 4 15
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 0 0 1 137
Concentrations in commercial real estate lending 0 0 0 119 0 0 3 372
Corporate access to external financing 0 0 0 19 0 0 0 68
Differing views on long-term inflation expectations 0 1 2 6 0 1 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 0 0 4 35
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 1 1 1 25 3 3 3 113
Do supervisory rating standards change over time? 0 0 0 34 0 1 1 240
Empirical Analysis of Corporate Credit Lines 1 1 4 108 2 4 11 335
Empirical analysis of the average asset correlation for real estate investment trusts 0 0 0 83 0 0 1 388
Evaluating credit risk models 1 3 3 259 2 8 15 730
Evaluating the Predictive Accuracy of Volatility Models 0 0 0 0 0 0 7 458
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 0 0 2 125
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 0 1 0 0 3 7
Federal Reserve banks' imputed cost of equity capital 0 0 0 51 1 1 1 295
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 1 1 163 3 4 6 1,346
Gauging aggregate credit market conditions 0 0 0 9 0 0 1 56
How does competition affect bank risk-taking? 2 12 28 517 3 23 54 1,435
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 0 0 1 317
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 1 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 10 559
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields 0 2 4 15 3 9 14 55
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 0 0 2 25
Measuring Connectedness between the Largest Banks 0 0 0 7 1 1 2 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 2 3 10 1,348 8 13 44 3,525
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 4 10 103
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 2 333
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 4 115
Small business lending under the PPP and PPPLF programs 0 1 2 6 0 6 12 31
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 0 0 1 484
Supervisory information and the frequency of bank examinations 0 0 1 108 0 0 3 444
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 1 1 172
The empirical relationship between average asset correlation, firm probability of default, and asset size 2 5 7 350 2 7 15 998
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 2 9 16 0 4 24 40
Using CAMELS ratings to monitor bank conditions 0 0 4 921 0 1 6 2,214
Using Securities Market Information for Bank Supervisory Monitoring 0 0 0 55 0 0 2 246
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 2 3 25 57
What is liquidity risk? 1 3 17 442 3 13 71 971
What is operational risk? 0 0 2 272 1 1 14 532
What is the Federal Reserve banks' imputed cost of equity capital? 0 0 0 26 2 6 25 251
Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence 0 0 4 97 0 5 17 313
`The Credit Default Swap Basis` by Dr Jose A. Lopez 0 0 0 0 0 0 0 3
Total Journal Articles 10 35 110 8,600 37 128 502 26,815


Statistics updated 2025-07-04