Jose A. Lopez

Names

Contact

Affiliations

• Federal Reserve Bank of San Francisco → Economic Research
  • website
  • location: San Francisco, California (United States)

Research profile

author of:

• Evaluating credit risk models
  by Marc R. Saidenberg & Jose A. Lopez
• Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market
  by Michael J. Fleming & Jose A. Lopez
• Modeling volatility dynamics
  by Jose A. Lopez & Francis X. Diebold
• Evaluating the predictive accuracy of volatility models
  by Jose A. Lopez
• Forecast evaluation and combination
  by Jose A. Lopez & Francis X. Diebold
• Exchange rate cointegration across central bank regime shifts
  by Jose A. Lopez
• Regulatory evaluation of value-at-risk models
  by Jose A. Lopez
• Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
  by Jose A. Lopez & Christian Walter
• Methods for evaluating value-at-risk estimates
  by Jose A. Lopez
• Regulatory evaluation of value-at-risk models
  by Jose A. Lopez
• Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market
  by Michael J. Fleming & Jose A. Lopez
• Measuring Volatility Dynamics
  by Francis X. Diebold & Jose A. Lopez
• Forecast Evaluation and Combination
  by Francis X. Diebold & Jose A. Lopez
• Regulatory Evaluation of Value-at-Risk Models
  by Jose A. Lopez
• How frequently should banks be examined?
  by Jose A. Lopez
• The Basel proposal for a new capital adequacy framework
  by Jose A. Lopez
• Using CAMELS ratings to monitor bank conditions
  by Jose A. Lopez
• Volatility spillovers in the U.S. Treasury market
  by Jose A. Lopez
• Patterns in the foreign ownership of U.S. banking assets
  by Jose A. Lopez
• Modeling credit risk for commercial loans
  by Jose A. Lopez
• Federal Reserve banks' imputed cost of equity capital
  by Jose A. Lopez
• Financial instruments for mitigating credit risk
  by Jose A. Lopez
• What is operational risk?
  by Jose A. Lopez
• Off-site monitoring of bank holding companies
  by John Krainer & Jose A. Lopez
• Disclosure as a supervisory tool: Pillar 3 of Basel II
  by Jose A. Lopez
• How financial firms manage risk
  by Jose A. Lopez
• Using equity market information to monitor banking institutions
  by John Krainer & Jose A. Lopez
• Methods for evaluating value-at-risk estimates
  by Jose A. Lopez
• How might financial market information be used for supervisory purposes?
  by John Krainer & Jose A. Lopez
• How effective is lifeline banking in assisting the 'unbanked'?
  by Joseph J. Doyle & Marc R. Saidenberg & Jose A. Lopez
• Methods for evaluating value-at-risk estimates
  by Jose A. Lopez
• Supervisory information and the frequency of bank examinations
  by Beverly Hirtle & Jose A. Lopez
• Formulating the imputed cost of equity capital for priced services at Federal Reserve banks
  by Zhenyu Wang & Edward J. Green & Jose A. Lopez
• Evaluating the Predictive Accuracy of Volatility Models.
  by Lopez, Jose A.
• The current strength of the U.S. banking sector
  by Jose A. Lopez & John Krainer
• Monitoring debt market information for bank supervisory purposes
  by John Krainer & Jose A. Lopez
• Evaluating credit risk models
  by Lopez, Jose A. & Saidenberg, Marc R.
• Policy applications of a global macroeconomic model
  by Richard Dennis & Jose A. Lopez
• The empirical relationship between average asset correlation, firm probability of default, and asset size
  by Lopez, Jose A.
• Supervising interest rate risk management
  by Jose A. Lopez
• Outsourcing by financial services firms: the supervisory response
  by Jose A. Lopez
• Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\"
  by Jose A. Lopez
• Modeling Volatility Dynamics
  by Diebold & Lopez
• Stress tests: useful complements to financial risk models
  by Jose A. Lopez
• Empirical analysis of the average asset correlation for real estate investment trusts
  by Jose A. Lopez
• Alternative measures of the Federal Reserve banks' cost of equity capital
  by Michelle L. Barnes & Jose A. Lopez
• Recent policy issues regarding credit risk transfer
  by Jose A. Lopez
• Alternative measures of the Federal Reserve banks' cost of equity capital
  by Michelle L. Barnes & Jose A. Lopez
• The Federal Reserve's imputed cost of equity capital: a survey
  by Zhenyu Wang & Jose A. Lopez & Edward J. Green
• What is the Federal Reserve banks' imputed cost of equity capital?
  by Michelle L. Barnes & Jose A. Lopez
• Incorporating Equity Market Information into Supervisory Monitoring Models.
  by Krainer, John & Lopez, Jose A.
• Alternative measures of the Federal Reserve Banks' cost of equity capital
  by Barnes, Michelle L. & Lopez, Jose A.
• Foreign bank lending and bond underwriting in Japan during the lost decade
  by Mark M. Spiegel & Jose A. Lopez
• Concentrations in commercial real estate lending
  by Jose A. Lopez
• Financial innovations and the real economy: conference summary
  by John G. Fernald & Mark Doms & Jose A. Lopez
• Empirical analysis of corporate credit lines
  by Jose A. Lopez & Jesus Saurina & Gabriel Jimenez
• U.S. supervisory standards for operational risk management
  by Jose A. Lopez
• Comment
  by Dennis R. & Lopez J. A.
• Corporate access to external financing
  by Jose A. Lopez
• How does competition impact bank risk-taking?
  by Jesus Saurina & Gabriel Jimenez & Jose A. Lopez
• Determinants of access to external finance: evidence from Spanish firms
  by Jose A. Lopez & Jesus Saurina & Raquel Lago González
• The economics of private equity investments: symposium summary
  by Jose A. Lopez
• Using Securities Market Information for Bank Supervisory Monitoring
  by John Krainer & Jose A. Lopez
• Empirical analysis of corporate credit lines
  by Gabriel Jiménez & José A. López & Jesús Saurina
• What is liquidity risk?
  by Jose A. Lopez
• Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
  by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
• EAD calibration for corporate credit lines
  by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina
• Empirical analysis of the average asset correlation for real estate investment trusts
  by Jose Lopez
• Do supervisory rating standards change over time?
  by Jose A. Lopez & John Krainer
• Do central bank liquidity facilities affect interbank lending rates?
  by Glenn D. Rudebusch & Jose A. Lopez & Jens H. E. Christensen
• Foreign entry into underwriting services: evidence from Japan's \\"Big Bang\\" deregulation
  by Mark M. Spiegel & Jose A. Lopez
• Empirical Analysis of Corporate Credit Lines
  by Gabriel Jiménez & Jose A. Lopez & Jesus Saurina
• Gauging aggregate credit market conditions
  by Jose A. Lopez
• Bond currency denomination and the yen carry trade
  by Christopher Candelaria & Jose A. Lopez & Mark M. Spiegel
• How Does Competition Impact Bank Risk-Taking?
  by Gabriel Jiménez & Jose A. Lopez & Jesús Saurina
• Challenges in economic capital modeling
  by Jose A. Lopez
• Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields
  by JENS H. E. CHRISTENSEN & JOSE A. LOPEZ & GLENN D. RUDEBUSCH
• Extracting deflation probability forecasts from Treasury yields
  by Jens H. E. Christensen & Glenn D. Rudebusch & Jose A. Lopez
• Pricing deflation risk with U.S. Treasury yields
  by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
• Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
  by Glenn D. Rudebusch & Jose A. Lopez & Jens H. E. Christensen
• Extracting Deflation Probability Forecasts from Treasury Yields
  by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
• Incorporating equity market information into supervisory monitoring models
  by John Krainer & Jose A. Lopez
• Competition and risk taking by Spanish banks
  by Jesus Saurina & Gabriel Jimenez & Jose A. Lopez
• Forecasting supervisory ratings using securities market information
  by Jose A. Lopez & John Krainer
• Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
  by Jose A. Lopez & Christian Walter
• Financial structure and macroeconomic performance over the short and long run
  by Jose A. Lopez & Mark M. Spiegel
• How does competition affect bank risk-taking?
  by Jiménez, Gabriel & Lopez, Jose A. & Saurina, Jesús
• The Federal Reserve banks' imputed cost of equity capital
  by Jose A. Lopez & Zhenyu Wang & Edward J. Green
• Evaluating covariance matrix forecasts in a value-at-risk framework
  by Jose A. Lopez & Christian Walter
• Does regional economic performance affect bank health? New analysis of an old question
  by Jose A. Lopez & Mary C. Daly & John Krainer
• The empirical relationship between average asset correlation, firm probability of default and asset size
  by Jose A. Lopez
• Using securities market information for bank supervisory monitoring
  by John Krainer & Jose A. Lopez
• Evaluating interest rate covariance models within a value-at-risk framework
  by Jose A. Lopez & Miguel A. Ferreira
• A Probability-Based Stress Test of Federal Reserve Assets and Income
  by Jose A. Lopez & Glenn D. Rudebusch & Jens H. E. Christensen
• Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?
  by Glenn D. Rudebusch & Jens H. E. Christensen & Jose A. Lopez
• Stress testing the Fed
  by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
• Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
  by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
• Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation
  by JOSE A. LOPEZ & MARK M. SPIEGEL
• Assessing supervisory scenarios for interest rate risk
  by Jens H. E. Christensen & Jose A. Lopez
• A probability-based stress test of Federal Reserve assets and income
  by Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D.
• A Probability-Based Stress Test of Federal Reserve Assets and Income
  by Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D.
• Differing views on long-term inflation expectations
  by Jens H. E. Christensen & Jose A. Lopez
• Pricing Deflation Risk with US Treasury Yields
  by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
• Do All New Treasuries Trade at a Premium?
  by Jens H. E. Christensen & Patrick Shultz & Jose A. Lopez
• Measuring Interest Rate Risk in the Very Long Term
  by Paul Mussche & Jose A. Lopez & Jens H. E. Christensen
• Is There an On-the-Run Premium in TIPS?
  by Jens H. E. Christensen & Patrick Shultz & Jose A. Lopez
• Calibrating Macroprudential Policy to Forecasts of Financial Stability
  by Scott A. Brave & Jose A. Lopez
• Monitoring Banking System Fragility with Big Data
  by Galina Hale & Jose A. Lopez
• Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
  by Jose A. Lopez & Kris James Mitchener
• Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
  by Jose A. Lopez & Kris James Mitchener
• Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence
  by Mark M. Spiegel & Andrew K. Rose & Jose A. Lopez
• Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
  by Lopez, Jose A. & Mitchener, Kris James
• Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
  by Jose A. Lopez & Kris James Mitchener
• Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence
  by Lopez, Jose A. & Rose, Andrew K. & Spiegel, Mark
• Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement
  by Jens H. E. Christensen & Paul Mussche & Jose A. Lopez
• Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence
  by Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel
• Measuring Connectedness between the Largest Banks
  by Jose A. Lopez & Shannon Sledz & Galina Hale