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 11 0 0 6 33
A Probability-Based Stress Test of Federal Reserve Assets and Income 1 1 4 83 3 6 24 270
Alternative measures of the Federal Reserve banks' cost of equity capital 0 0 0 93 0 0 3 404
Alternative measures of the Federal Reserve banks' cost of equity capital 0 1 3 74 0 1 7 363
Bond currency denomination and the yen carry trade 0 0 1 60 0 0 5 194
Calibrating Macroprudential Policy to Forecasts of Financial Stability 0 0 2 40 2 3 12 55
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 1 1 2 39 2 3 18 130
Competition and risk taking by Spanish banks 0 0 0 0 0 1 8 31
Determinants of access to external finance: evidence from Spanish firms 0 0 1 134 1 4 21 460
Do central bank liquidity facilities affect interbank lending rates? 0 0 4 220 1 2 19 684
Does regional economic performance affect bank health? New analysis of an old question 0 1 1 7 0 2 6 35
EAD calibration for corporate credit lines 0 0 0 122 0 2 9 341
Empirical analysis of corporate credit lines 0 0 4 120 0 1 16 391
Empirical analysis of corporate credit lines 0 0 0 137 1 4 14 542
Empirical analysis of the average asset correlation for real estate investment trusts 0 0 0 289 0 1 4 1,137
Evaluating covariance matrix forecasts in a value-at-risk framework 0 0 0 13 0 2 10 42
Evaluating credit risk models 0 1 4 2,383 1 7 35 7,902
Evaluating interest rate covariance models within a value-at-risk framework 0 0 0 4 0 0 5 37
Evaluating the predictive accuracy of volatility models 0 0 1 228 0 1 6 671
Exchange rate cointegration across central bank regime shifts 0 0 0 100 2 2 9 503
Extracting deflation probability forecasts from Treasury yields 0 0 0 88 0 1 8 173
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 1 2 31 0 3 8 36
Financial structure and macroeconomic performance over the short and long run 1 4 23 114 4 11 55 271
Forecast Evaluation and Combination 0 1 6 1,065 1 4 19 3,110
Forecast evaluation and combination 0 0 4 514 3 3 26 1,488
Forecasting supervisory ratings using securities market information 0 0 0 0 0 1 1 23
Foreign bank lending and bond underwriting in Japan during the lost decade 0 0 0 56 1 2 7 355
Foreign entry into underwriting services: evidence from Japan's \\"Big Bang\\" deregulation 0 0 0 25 0 1 4 135
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 149 0 0 9 902
Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market 0 0 0 144 1 1 11 786
How Does Competition Impact Bank Risk-Taking? 1 1 10 217 1 8 30 622
How does competition impact bank risk-taking? 2 5 16 305 5 15 54 915
Incorporating equity market information into supervisory monitoring models 0 0 0 2 3 3 8 30
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 1 2 163 1 4 15 410
Is There an On-the-Run Premium in TIPS? 0 1 2 15 0 4 10 37
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data 0 0 1 11 0 1 12 54
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data 0 0 0 473 0 0 7 2,360
Measuring Volatility Dynamics 0 1 1 503 4 5 12 1,949
Methods for evaluating value-at-risk estimates 0 0 0 565 3 9 20 1,731
Modeling Volatility Dynamics 0 0 0 371 0 2 5 701
Modeling volatility dynamics 0 0 2 402 0 2 17 978
Monitoring Banking System Fragility with Big Data 0 1 7 78 0 6 30 114
Pricing deflation risk with U.S. Treasury yields 0 0 1 38 1 1 14 121
Regulatory Evaluation of Value-at-Risk Models 0 0 3 377 0 0 7 920
Regulatory evaluation of value-at-risk models 0 0 1 447 3 8 13 1,241
Regulatory evaluation of value-at-risk models 0 1 2 588 3 7 16 1,757
The Federal Reserve banks' imputed cost of equity capital 0 0 1 5 1 1 7 35
The empirical relationship between average asset correlation, firm probability of default and asset size 1 1 2 35 1 4 12 101
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 1 3 66 0 3 14 52
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 3 54 1 10 32 74
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 1 1 53 1 6 18 61
Uncertainty and Hyperinflation: European Inflation Dynamics after World War I 0 0 1 36 0 2 9 57
Using securities market information for bank supervisory monitoring 0 0 1 7 0 1 9 40
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 3 5 25 56 8 27 140 192
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 1 18 57 0 11 91 201
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence 0 0 4 15 1 11 46 76
Total Working Papers 10 31 169 11,282 60 220 1,033 36,333


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 2 34 2 2 21 138
Alternative measures of the Federal Reserve Banks' cost of equity capital 0 0 1 36 0 0 4 131
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 0 4 40
Calibrating Macroprudential Policies for the Canadian Mortgage Market 0 1 7 7 1 5 19 19
Calibrating Macroprudential Policy to Forecasts of Financial Stability 0 1 3 9 1 5 25 57
Challenges in economic capital modeling 0 0 2 40 0 1 5 104
Comment 0 0 0 8 0 0 2 38
Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\" 0 0 1 26 0 0 3 130
Concentrations in commercial real estate lending 0 0 2 105 0 4 22 335
Corporate access to external financing 0 0 0 19 0 1 3 65
Differing views on long-term inflation expectations 0 0 0 4 0 1 2 30
Disclosure as a supervisory tool: Pillar 3 of Basel II 0 0 1 222 0 0 5 506
Do All New Treasuries Trade at a Premium? 0 0 0 5 1 1 10 25
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 1 23 0 0 13 86
Do supervisory rating standards change over time? 0 0 2 31 1 2 10 220
Empirical Analysis of Corporate Credit Lines 0 0 8 81 1 6 33 259
Empirical analysis of the average asset correlation for real estate investment trusts 0 0 0 82 0 2 4 384
Evaluating credit risk models 0 1 9 236 0 6 25 637
Evaluating the Predictive Accuracy of Volatility Models 0 0 0 0 1 5 25 424
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 2 35 0 2 12 107
Federal Reserve banks' imputed cost of equity capital 0 0 0 51 0 0 7 286
Financial innovations and the real economy: conference summary 0 0 0 44 0 0 4 121
Financial instruments for mitigating credit risk 0 0 0 165 0 2 7 547
Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation 0 0 0 4 0 1 3 41
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 1 162 0 1 13 1,327
Gauging aggregate credit market conditions 0 0 0 9 0 1 7 51
How does competition affect bank risk-taking? 6 20 77 333 13 44 220 933
How effective is lifeline banking in assisting the 'unbanked'? 0 0 0 78 4 4 5 334
How financial firms manage risk 0 0 2 127 0 0 4 309
How frequently should banks be examined? 0 0 0 25 0 0 1 161
How might financial market information be used for supervisory purposes? 0 0 2 224 0 1 17 909
Incorporating Equity Market Information into Supervisory Monitoring Models 0 0 0 0 2 2 8 205
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 1 149 2 6 20 522
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 1 3 37 1 4 16 122
Measuring Connectedness between the Largest Banks 0 0 1 2 0 1 14 18
Measuring Interest Rate Risk in the Very Long Term 0 0 0 8 0 0 5 28
Methods for evaluating value-at-risk estimates 0 0 4 1,305 3 7 32 3,349
Methods for evaluating value-at-risk estimates 0 0 1 386 1 3 15 964
Modeling credit risk for commercial loans 0 0 1 187 0 1 11 431
Monitoring banking system connectedness with big data 1 1 7 7 3 9 29 29
Monitoring debt market information for bank supervisory purposes 0 0 0 12 0 0 3 96
Off-site monitoring of bank holding companies 0 0 0 44 0 0 2 143
Outsourcing by financial services firms: the supervisory response 0 0 1 111 0 2 14 322
Patterns in the foreign ownership of U.S. banking assets 0 0 0 98 0 0 1 342
Policy applications of a global macroeconomic model 0 0 1 60 0 0 3 201
Pricing Deflation Risk with US Treasury Yields 0 0 0 6 1 1 9 44
Recent policy issues regarding credit risk transfer 0 0 2 80 1 1 11 251
Stress testing the Fed 0 1 1 10 2 3 9 54
Stress tests: useful complements to financial risk models 0 1 9 358 1 11 49 798
Supervising interest rate risk management 0 1 3 226 0 1 8 467
Supervisory information and the frequency of bank examinations 0 0 3 98 1 4 20 382
The Basel proposal for a new capital adequacy framework 0 0 0 85 0 0 3 300
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 60 0 0 2 235
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 3 72 2 3 13 154
The empirical relationship between average asset correlation, firm probability of default, and asset size 0 2 7 318 1 9 32 907
U.S. supervisory standards for operational risk management 0 0 0 110 0 1 6 252
Using CAMELS ratings to monitor bank conditions 1 5 24 865 3 9 41 2,090
Using Securities Market Information for Bank Supervisory Monitoring 0 0 0 53 2 4 12 234
Using equity market information to monitor banking institutions 0 0 2 47 0 1 5 164
Volatility spillovers in the U.S. Treasury market 0 0 0 31 0 0 1 134
What is liquidity risk? 2 4 17 325 3 16 59 633
What is operational risk? 0 1 1 260 0 1 1 491
What is the Federal Reserve banks' imputed cost of equity capital? 0 0 0 23 0 0 4 179
Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence 0 2 3 3 3 16 23 23
Total Journal Articles 10 42 218 7,759 57 213 1,016 23,629


Statistics updated 2020-09-04