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Jose A. Lopez
Jose A. Lopez
Dirección de correo verificada de sf.frb.org
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How does competition affect bank risk-taking?
G Jiménez, JA Lopez, J Saurina
Journal of Financial Stability 9 (2), 185-195, 2013
11682013
How does competition affect bank risk-taking?
G Jiménez, JA Lopez, J Saurina
Journal of Financial Stability 9 (2), 185-195, 2013
11682013
Forecast evaluation and combination
FX Diebold, JA Lopez
National Bureau of Economic Research, 1996
7991996
Methods for evaluating value-at-risk estimates
JA Lopez
Economic Review-Federal Reserve Bank of San Francisco, 3, 1999
4021999
Evaluating the predictive accuracy of volatility models
JA Lopez
Journal of Forecasting 20 (2), 87-109, 2001
3922001
Evaluating credit risk models
JA Lopez, MR Saidenberg
Journal of Banking & Finance 24 (1-2), 151-165, 2000
3572000
The empirical relationship between average asset correlation, firm probability of default, and asset size
JA Lopez
Journal of Financial Intermediation 13 (2), 265-283, 2004
3462004
[Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model]: Comment
R Dennis, JA Lopez
Journal of Business & Economic Statistics 22 (2), 165-169, 2004
337*2004
Comment
R Dennis, JA Lopez
Journal of Business & Economic Statistics 22 (2), 165-169, 2004
336*2004
Regulatory evaluation of value-at-risk models
JA Lopez, Federal Reserve Bank of New York
Federal Reserve Bank of New York, 1997
3321997
ARCH models
FX Diebold, JA Lopez
Macroeconomics: Developments, Tensions and Prospects, K. Hoover (eds …, 1995
313*1995
Modeling volatility dynamics
FX Diebold, JA Lopez
Macroeconometrics: developments, tensions and prospects 427 (472), 1995, 1995
2911995
Methods for evaluating value-at-risk estimates
JA Lopez, Federal Reserve Bank of New York
Federal Reserve Bank of New York, 1998
2901998
Inflation expectations and risk premiums in an arbitrage‐free model of nominal and real bond yields
JHE Christensen, JA Lopez, GD Rudebusch
Journal of Money, Credit and Banking 42, 143-178, 2010
2872010
Empirical analysis of corporate credit lines
G Jiménez, JA Lopez, J Saurina
The Review of Financial Studies 22 (12), 5069-5098, 2009
2522009
Empirical analysis of corporate credit lines
G Jiménez, JA Lopez, J Saurina
The Review of Financial Studies 22 (12), 5069-5098, 2009
2522009
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence
JA Lopez, AK Rose, MM Spiegel
Federal Reserve Bank of San Francisco, 2018
2312018
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
JHE Christensen, JA Lopez, GD Rudebusch
Journal of Business & Economic Statistics 32 (1), 136-151, 2014
2182014
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
JHE Christensen, JA Lopez, GD Rudebusch
Journal of Business & Economic Statistics, 2013
2182013
Supervisory information and the frequency of bank examinations
BJ Hirtle, JA Lopez
FRBNY Economic Policy Review 5 (1), 1-19, 1999
2021999
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Artículos 1–20