Jose A. Lopez
Names
first: |
Jose |
middle: |
A. |
last: |
Lopez |
Contact
Affiliations
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Federal Reserve Bank of San Francisco
→ Economic Research
- website
- location: San Francisco, California (United States)
Research profile
author of:
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Evaluating credit risk models
by Jose A. Lopez & Marc R. Saidenberg
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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
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Modeling volatility dynamics
by Francis X. Diebold & Jose A. Lopez
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Evaluating the predictive accuracy of volatility models
by Jose A. Lopez
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Forecast evaluation and combination
by Francis X. Diebold & Jose A. Lopez
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Exchange rate cointegration across central bank regime shifts
by Jose A. Lopez
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Regulatory evaluation of value-at-risk models
by Jose A. Lopez
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Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
by Jose A. Lopez & Christian Walter
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Methods for evaluating value-at-risk estimates
by Jose A. Lopez
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Regulatory evaluation of value-at-risk models
by Jose A. Lopez
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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
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Measuring Volatility Dynamics
by Francis X. Diebold & Jose A. Lopez
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Forecast Evaluation and Combination
by Francis X. Diebold & Jose A. Lopez
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Regulatory Evaluation of Value-at-Risk Models
by Jose A. Lopez
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How frequently should banks be examined?
by Jose A. Lopez
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The Basel proposal for a new capital adequacy framework
by Jose A. Lopez
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Using CAMELS ratings to monitor bank conditions
by Jose A. Lopez
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Volatility spillovers in the U.S. Treasury market
by Jose A. Lopez
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Patterns in the foreign ownership of U.S. banking assets
by Jose A. Lopez
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Modeling credit risk for commercial loans
by Jose A. Lopez
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Federal Reserve banks' imputed cost of equity capital
by Jose A. Lopez
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Financial instruments for mitigating credit risk
by Jose A. Lopez
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What is operational risk?
by Jose A. Lopez
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Off-site monitoring of bank holding companies
by John Krainer & Jose A. Lopez
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Disclosure as a supervisory tool: Pillar 3 of Basel II
by Jose A. Lopez
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How financial firms manage risk
by Jose A. Lopez
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Using equity market information to monitor banking institutions
by John Krainer & Jose A. Lopez
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Methods for evaluating value-at-risk estimates
by Jose A. Lopez
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How might financial market information be used for supervisory purposes?
by John Krainer & Jose A. Lopez
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How effective is lifeline banking in assisting the 'unbanked'?
by Joseph J. Doyle & Jose A. Lopez & Marc R. Saidenberg
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Methods for evaluating value-at-risk estimates
by Jose A. Lopez
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Supervisory information and the frequency of bank examinations
by Beverly Hirtle & Jose A. Lopez
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Formulating the imputed cost of equity capital for priced services at Federal Reserve banks
by Edward J. Green & Jose A. Lopez & Zhenyu Wang
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Evaluating the Predictive Accuracy of Volatility Models.
by Lopez, Jose A.
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The current strength of the U.S. banking sector
by John Krainer & Jose A. Lopez
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Monitoring debt market information for bank supervisory purposes
by John Krainer & Jose A. Lopez
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Evaluating credit risk models
by Lopez, Jose A. & Saidenberg, Marc R.
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Policy applications of a global macroeconomic model
by Richard Dennis & Jose A. Lopez
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The empirical relationship between average asset correlation, firm probability of default, and asset size
by Lopez, Jose A.
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Supervising interest rate risk management
by Jose A. Lopez
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Outsourcing by financial services firms: the supervisory response
by Jose A. Lopez
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Commentary on \\"Market indicators, bank fragility, and indirect market discipline\\"
by Jose A. Lopez
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Modeling Volatility Dynamics
by Diebold & Lopez
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Stress tests: useful complements to financial risk models
by Jose A. Lopez
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Empirical analysis of the average asset correlation for real estate investment trusts
by Jose A. Lopez
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Alternative measures of the Federal Reserve banks' cost of equity capital
by Michelle L. Barnes & Jose A. Lopez
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Recent policy issues regarding credit risk transfer
by Jose A. Lopez
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Alternative measures of the Federal Reserve banks' cost of equity capital
by Michelle L. Barnes & Jose A. Lopez
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The Federal Reserve's imputed cost of equity capital: a survey
by Edward J. Green & Jose A. Lopez & Zhenyu Wang
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What is the Federal Reserve banks' imputed cost of equity capital?
by Michelle L. Barnes & Jose A. Lopez
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Incorporating Equity Market Information into Supervisory Monitoring Models.
by Krainer, John & Lopez, Jose A.
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Alternative measures of the Federal Reserve Banks' cost of equity capital
by Barnes, Michelle L. & Lopez, Jose A.
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Foreign bank lending and bond underwriting in Japan during the lost decade
by Jose A. Lopez & Mark M. Spiegel
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Concentrations in commercial real estate lending
by Jose A. Lopez
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Financial innovations and the real economy: conference summary
by Mark Doms & John G. Fernald & Jose A. Lopez
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Empirical analysis of corporate credit lines
by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina
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U.S. supervisory standards for operational risk management
by Jose A. Lopez
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Comment
by Dennis R. & Lopez J. A.
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Corporate access to external financing
by Jose A. Lopez
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How does competition impact bank risk-taking?
by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina
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Determinants of access to external finance: evidence from Spanish firms
by Raquel Lago Gonzalez & Jose A. Lopez & Jesus Saurina
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The economics of private equity investments: symposium summary
by Jose A. Lopez
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Using Securities Market Information for Bank Supervisory Monitoring
by John Krainer & Jose A. Lopez
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Empirical analysis of corporate credit lines
by Gabriel Jiménez & José A. López & Jesús Saurina
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What is liquidity risk?
by Jose A. Lopez
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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
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EAD calibration for corporate credit lines
by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina
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Empirical analysis of the average asset correlation for real estate investment trusts
by Jose Lopez
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Do supervisory rating standards change over time?
by John Krainer & Jose A. Lopez
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Do central bank liquidity facilities affect interbank lending rates?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Foreign entry into underwriting services: evidence from Japan's \"Big Bang\" deregulation
by Jose A. Lopez & Mark M. Spiegel
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Empirical Analysis of Corporate Credit Lines
by Gabriel Jiménez & Jose A. Lopez & Jesus Saurina
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Gauging aggregate credit market conditions
by Jose A. Lopez
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Bond currency denomination and the yen carry trade
by Christopher Candelaria & Jose A. Lopez & Mark M. Spiegel
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How Does Competition Impact Bank Risk-Taking?
by Gabriel Jiménez & Jose A. Lopez & Jesús Saurina
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Challenges in economic capital modeling
by Jose A. Lopez
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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
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Extracting deflation probability forecasts from Treasury yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Pricing deflation risk with U.S. Treasury yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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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
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Extracting Deflation Probability Forecasts from Treasury Yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Incorporating equity market information into supervisory monitoring models
by John Krainer & Jose A. Lopez
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Competition and risk taking by Spanish banks
by Gabriel Jimenez & Jose A. Lopez & Jesus Saurina
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Forecasting supervisory ratings using securities market information
by John Krainer & Jose A. Lopez
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Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
by Jose A. Lopez & Christian Walter
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Financial structure and macroeconomic performance over the short and long run
by Jose A. Lopez & Mark M. Spiegel
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How does competition affect bank risk-taking?
by Jiménez, Gabriel & Lopez, Jose A. & Saurina, Jesús
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The Federal Reserve banks' imputed cost of equity capital
by Edward J. Green & Jose A. Lopez & Zhenyu Wang
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Evaluating covariance matrix forecasts in a value-at-risk framework
by Jose A. Lopez & Christian Walter
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Does regional economic performance affect bank health? New analysis of an old question
by Mary C. Daly & John Krainer & Jose A. Lopez
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The empirical relationship between average asset correlation, firm probability of default and asset size
by Jose A. Lopez
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Using securities market information for bank supervisory monitoring
by John Krainer & Jose A. Lopez
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Evaluating interest rate covariance models within a value-at-risk framework
by Miguel A. Ferreira & Jose A. Lopez
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A Probability-Based Stress Test of Federal Reserve Assets and Income
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Stress testing the Fed
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation
by JOSE A. LOPEZ & MARK M. SPIEGEL
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Assessing supervisory scenarios for interest rate risk
by Jens H. E. Christensen & Jose A. Lopez
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A probability-based stress test of Federal Reserve assets and income
by Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D.
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A Probability-Based Stress Test of Federal Reserve Assets and Income
by Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D.
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Differing views on long-term inflation expectations
by Jens H. E. Christensen & Jose A. Lopez
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Pricing Deflation Risk with US Treasury Yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Do All New Treasuries Trade at a Premium?
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz
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Measuring Interest Rate Risk in the Very Long Term
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche
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Is There an On-the-Run Premium in TIPS?
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz
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Calibrating Macroprudential Policy to Forecasts of Financial Stability
by Scott A. Brave & Jose A. Lopez
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Monitoring Banking System Fragility with Big Data
by Galina Hale & Jose A. Lopez
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Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
by Jose A. Lopez & Kris James Mitchener
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Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
by Jose A. Lopez & Kris James Mitchener
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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
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Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
by Lopez, Jose A. & Mitchener, Kris James
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Uncertainty and Hyperinflation: European Inflation Dynamics after World War I
by Jose A. Lopez & Kris James Mitchener
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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
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Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche
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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
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Measuring Connectedness between the Largest Banks
by Galina Hale & Jose A. Lopez & Shannon Sledz
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Calibrating Macroprudential Policy to Forecasts of Financial Stability
by Scott A. Brave & Jose A. Lopez
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Monitoring banking system connectedness with big data
by Hale, Galina & Lopez, Jose A.
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Calibrating Macroprudential Policies for the Canadian Mortgage Market
by Scott A. Brave & Jose A. Lopez & Jeremy Kronick
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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 M.
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Is There an On-the-Run Premium in TIPS?
by Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz
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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
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Small Business Lending during COVID-19
by Remy Beauregard & Jose A. Lopez & Mark M. Spiegel
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Small Business Lending Under the PPP and PPPLF Programs
by Jose A. Lopez & Mark M. Spiegel
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International Evidence on Extending Sovereign Debt Maturities
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche
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What Would It Cost to Issue 50-year Treasury Bonds?
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche