Jose A. Lopez
Title
Cited by
Cited by
Year
How does competition affect bank risk-taking?
G Jiménez, JA Lopez, J Saurina
Journal of Financial Stability 9 (2), 185-195, 2013
8232013
How does competition affect bank risk-taking?
G Jiménez, JA Lopez, J Saurina
Journal of Financial Stability 9 (2), 185-195, 2013
8232013
Forecast evaluation and combination
FX Diebold, JA Lopez
National Bureau of Economic Research, 1996
6851996
Methods for evaluating value-at-risk estimates
JA Lopez
Economic Review-Federal Reserve Bank of San Francisco, 3, 1999
3311999
Evaluating the predictive accuracy of volatility models
JA Lopez
Journal of Forecasting 20 (2), 87-109, 2001
3272001
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
2992004
Evaluating credit risk models
JA Lopez, MR Saidenberg
Journal of Banking & Finance 24 (1-2), 151-165, 2000
2932000
[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
285*2004
Comment
R Dennis, JA Lopez
Journal of Business & Economic Statistics 22 (2), 165-169, 2004
285*2004
Regulatory evaluation of value-at-risk models
JA Lopez, Federal Reserve Bank of New York
Federal Reserve Bank of New York, 1997
2801997
ARCH models
FX Diebold, JA Lopez
Macroeconomics: Developments, Tensions and Prospects, K. Hoover (eds …, 1995
264*1995
Modeling volatility dynamics
FX Diebold, JA Lopez
Macroeconometrics: developments, tensions and prospects 427 (472), 1995, 1995
2471995
Methods for evaluating value-at-risk estimates
JA Lopez, Federal Reserve Bank of New York
Federal Reserve Bank of New York, 1998
2351998
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
2322010
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
JHE Christensen, JA Lopez, GD Rudebusch
Journal of Business & Economic Statistics, 2013
197*2013
Empirical analysis of corporate credit lines
G Jiménez, JA Lopez, J Saurina
The Review of Financial Studies 22 (12), 5069-5098, 2009
1892009
Incorporating equity market information into supervisory monitoring models
J Krainer, JA Lopez
Journal of Money, Credit, and Banking 36 (6), 1043-1067, 2004
1682004
Supervisory information and the frequency of bank examinations
BJ Hirtle, JA Lopez
FRBNY Economic Policy Review 5 (1), 1-19, 1999
1581999
Using CAMELS ratings to monitor bank conditions
JA Lopez
FRBSF Economic Letter, 1999
1061999
Evaluating covariance matrix forecasts in a value-at-risk framework
JA Lopez, CA Walter
FRB of San Francisco Working Paper, 2000
1012000
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Articles 1–20