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Information about:
Jose A. Lopez

Personal Details | Affiliation | Works
This is information that was supplied by Jose Lopez in registering through RePEc. If you are Jose A. Lopez , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jose
Middle Name: A.
Last Name: Lopez
Suffix:

RePEc Short-ID: plo1

Email:
Homepage: http://www.frbsf.org/econrsrch/economists/jlopez.html
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Abstract Views in RePEc Services over the past 12 months
  5. Number of Downloads through RePEc Services over the past 12 months
  6. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Gabriel Jiménez & Jose A. Lopez & Jesús Saurina, 2009. "EAD calibration for corporate credit lines," Working Paper Series 2009-02, Federal Reserve Bank of San Francisco. [Downloadable!]

  2. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Do central bank liquidity facilities affect interbank lending rates?," Working Paper Series 2009-13, Federal Reserve Bank of San Francisco. [Downloadable!]

  3. Mark M. Spiegel & Jose A. Lopez, 2009. "Foreign entry into underwriting services: evidence from Japan's "Big Bang" deregulation," Working Paper Series 2009-14, Federal Reserve Bank of San Francisco. [Downloadable!]

  4. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2008. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Working Paper Series 2008-34, Federal Reserve Bank of San Francisco. [Downloadable!]

  5. Raquel Lago González & Jose A. Lopez & Jesús Saurina, 2007. "Determinants of access to external finance: evidence from Spanish firms," Working Paper Series 2007-22, Federal Reserve Bank of San Francisco. [Downloadable!]

  6. Gabriel Jiménez & Jose A. Lopez & Jesús Saurina, 2007. "How does competition impact bank risk-taking?," Working Paper Series 2007-23, Federal Reserve Bank of San Francisco. [Downloadable!]

  7. Gabriel Jiménez & Jose A. Lopez & Jesús Saurina, 2007. "Empirical analysis of corporate credit lines," Working Paper Series 2007-14, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

  8. Jose A. Lopez & Mark M. Spiegel, 2006. "Foreign bank lending and bond underwriting in Japan during the lost decade," Working Paper Series 2006-45, Federal Reserve Bank of San Francisco. [Downloadable!]

  9. Michelle L. Barnes & Jose Lopez, 2005. "Alternative measures of the Federal Reserve banks' cost of equity capital," Working Paper Series 2005-06, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
    Published as:

  10. Jose A. Lopez, 2005. "Empirical analysis of the average asset correlation for real estate investment trusts," Working Paper Series 2005-22, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  11. Miguel A. Ferreira & Jose A. Lopez, 2004. "Evaluating interest rate covariance models within a value-at-risk framework," Working Papers in Applied Economic Theory 2004-03, Federal Reserve Bank of San Francisco. [Downloadable!]

  12. John Krainer & Jose A. Lopez, 2004. "Using securities market information for bank supervisory monitoring," Working Papers in Applied Economic Theory 2004-05, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  13. Mary Daly & John Krainer & Jose A. Lopez, 2003. "Does regional economic performance affect bank health? New analysis of an old question," Working Papers in Applied Economic Theory 2004-01, Federal Reserve Bank of San Francisco. [Downloadable!]

  14. Jose A. Lopez & Mark M. Spiegel, 2002. "Financial structure and macroeconomic performance over the short and long run," Pacific Basin Working Paper Series 02-05, Federal Reserve Bank of San Francisco. [Downloadable!]

  15. Jose A. Lopez, 2002. "The empirical relationship between average asset correlation, firm probability of default and asset size," Working Papers in Applied Economic Theory 2002-05, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  16. John Krainer & Jose A. Lopez, 2001. "Incorporating equity market information into supervisory monitoring models," Working Papers in Applied Economic Theory 2001-14, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  17. Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve banks' imputed cost of equity capital," Working Papers in Applied Economic Theory 2001-01, Federal Reserve Bank of San Francisco. [Downloadable!]

  18. Jose A. Lopez & Christian A. Walter, 2000. "Evaluating covariance matrix forecasts in a value-at-risk framework," Working Papers in Applied Economic Theory 2000-21, Federal Reserve Bank of San Francisco. [Downloadable!]

  19. Christian Walter & Jose A. Lopez, 2000. "Is implied correlation worth calculating? Evidence from foreign exchange options and historical data," Working Papers in Applied Economic Theory 2000-02, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

  20. Jose A. Lopez & Marc R. Saidenberg, 1999. "Evaluating credit risk models," Working Papers in Applied Economic Theory 99-06, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  21. Michael Fleming & Jose A. Lopez, 1999. "Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market," Working Papers in Applied Economic Theory 99-09, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

  22. Jose Lopez, 1998. "Methods for evaluating value-at-risk estimates," Research Paper 9802, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

  23. Jose A. Lopez, 1997. "Regulatory evaluation of value-at-risk models," Research Paper 9710, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

  24. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York. [Downloadable!]

  25. Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

  26. Francis X. Diebold & Jose A. Lopez, 1995. "Measuring Volatility Dynamics," NBER Technical Working Papers 0173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  27. Jose A. Lopez, 1995. "Evaluating the predictive accuracy of volatility models," Research Paper 9524, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

  28. Francis X. Diebold & Jose A. Lopez, 1995. "Modeling volatility dynamics," Research Paper 9522, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

Articles

  1. Jose Lopez, 2009. "Empirical analysis of the average asset correlation for real estate investment trusts," Quantitative Finance, Taylor and Francis Journals, vol. 9(2), pages 217-229. [Downloadable!] (restricted)
    Other versions:

  2. John Krainer & Jose A. Lopez, 2009. "Do supervisory rating standards change over time?," Economic Review, Federal Reserve Bank of San Francisco, pages 13-24. [Downloadable!]

  3. John Krainer & Jose A. Lopez, 2008. "Using Securities Market Information for Bank Supervisory Monitoring," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March. [Downloadable!]
    Other versions:

  4. Jose A. Lopez, 2008. "What is liquidity risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 24. [Downloadable!]

  5. Jose A. Lopez, 2008. "The economics of private equity investments: symposium summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 29. [Downloadable!]

  6. Jose A. Lopez, 2007. "Concentrations in commercial real estate lending," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 5. [Downloadable!]

  7. Jose A. Lopez, 2007. "U.S. supervisory standards for operational risk management," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 4. [Downloadable!]

  8. Mark Doms & John Fernald & Jose A. Lopez, 2007. "Financial innovations and the real economy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Mar 2. [Downloadable!]

  9. Gabriel Jiménez & Jose A. Lopez & Jesus Saurina, 2007. "Competition and risk taking by Spanish banks," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 369-376.

  10. Jose A. Lopez, 2007. "Corporate access to external financing," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 19. [Downloadable!]

  11. Barnes, Michelle L. & Lopez, Jose A., 2006. "Alternative measures of the Federal Reserve Banks' cost of equity capital," Journal of Banking & Finance, Elsevier, vol. 30(6), pages 1687-1711, June. [Downloadable!] (restricted)
    Other versions:

  12. Michelle L. Barnes & Jose A. Lopez, 2006. "What is the Federal Reserve banks' imputed cost of equity capital?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 7. [Downloadable!]

  13. Jose A. Lopez, 2005. "Stress tests: useful complements to financial risk models," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 24. [Downloadable!]

  14. Jose A. Lopez, 2005. "Recent policy issues regarding credit risk transfer," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Dec 2. [Downloadable!]

  15. Jose A. Lopez, 2004. "Commentary on "Market indicators, bank fragility, and indirect market discipline"," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 67-71. [Downloadable!]

  16. Jose A. Lopez, 2004. "Outsourcing by financial services firms: the supervisory response," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 26. [Downloadable!]

  17. Richard Dennis & Jose A. Lopez, 2004. "Policy applications of a global macroeconomic model," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 11. [Downloadable!]

  18. Krainer, John & Lopez, Jose A, 2004. "Incorporating Equity Market Information into Supervisory Monitoring Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 1043-67, December.
    Other versions:

  19. Dennis R. & Lopez J.A., 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 165-169, April. [Downloadable!] (restricted)

  20. Lopez, Jose A., 2004. "The empirical relationship between average asset correlation, firm probability of default, and asset size," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 265-283, April. [Downloadable!] (restricted)
    Other versions:

  21. Jose A. Lopez, 2004. "Supervising interest rate risk management," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Sep 17. [Downloadable!]

  22. John Krainer & Jose A. Lopez, 2003. "Using equity market information to monitor banking institutions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 24. [Downloadable!]

  23. Jose A. Lopez, 2003. "How financial firms manage risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 14. [Downloadable!]

  24. Jose A. Lopez, 2003. "Disclosure as a supervisory tool: Pillar 3 of Basel II," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Aug 1. [Downloadable!]

  25. John Krainer & Jose A. Lopez, 2003. "Forecasting supervisory ratings using securities market information," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 278-289.

  26. John Krainer & Jose A. Lopez, 2003. "Monitoring debt market information for bank supervisory purposes," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 28. [Downloadable!]

  27. Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2003. "Formulating the imputed cost of equity capital for priced services at Federal Reserve banks," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 55-81. [Downloadable!]

  28. John Krainer & Jose A. Lopez, 2003. "How might financial market information be used for supervisory purposes?," Economic Review, Federal Reserve Bank of San Francisco, pages 29-45. [Downloadable!]

  29. John Krainer & Jose A. Lopez, 2003. "The current strength of the U.S. banking sector," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Dec 19. [Downloadable!]

  30. Jose A. Lopez, 2002. "What is operational risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 25. [Downloadable!]

  31. John Krainer & Jose A. Lopez, 2002. "Off-site monitoring of bank holding companies," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 17. [Downloadable!]

  32. Jose A. Lopez, 2001. "Financial instruments for mitigating credit risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 23. [Downloadable!]

  33. Jose A. Lopez, 2001. "Federal Reserve banks' imputed cost of equity capital," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Aug 10. [Downloadable!]

  34. Lopez, Jose A, 2001. "Evaluating the Predictive Accuracy of Volatility Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(2), pages 87-109, March.
    Other versions:

  35. Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve's imputed cost of equity capital: a survey," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jul. [Downloadable!]

  36. Jose A. Lopez, 2001. "Modeling credit risk for commercial loans," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr. 27. [Downloadable!]

  37. Jose A. Lopez, 2000. "Volatility spillovers in the U.S. Treasury market," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 18. [Downloadable!]

  38. Jose A. Lopez, 2000. "Patterns in the foreign ownership of U.S. banking assets," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov. 24. [Downloadable!]

  39. Lopez, Jose A. & Saidenberg, Marc R., 2000. "Evaluating credit risk models," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 151-165, January. [Downloadable!] (restricted)
    Other versions:

  40. Beverly J. Hirtle & Jose A. Lopez, 1999. "Supervisory information and the frequency of bank examinations," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 1-20. [Downloadable!]

  41. Jose A. Lopez, 1999. "How frequently should banks be examined?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 26. [Downloadable!]

  42. Jose A. Lopez, 1999. "Using CAMELS ratings to monitor bank conditions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun. [Downloadable!]

  43. Jose A. Lopez, 1999. "The Basel proposal for a new capital adequacy framework," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jul 30. [Downloadable!]

  44. Jose A. Lopez, 1999. "Methods for evaluating value-at-risk estimates," Economic Review, Federal Reserve Bank of San Francisco, pages 3-17. [Downloadable!]
    Other versions:
    Published as:

  45. Joseph J. Doyle & Jose A. Lopez & Marc R. Saidenberg, 1998. "How effective is lifeline banking in assisting the 'unbanked'?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jun. [Downloadable!]

  46. Jose A. Lopez, 1997. "Regulatory evaluation of value-at-risk models using probability forecasts," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 289-307.

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (6) 2006-12-16 2007-08-08 2007-10-27 2007-10-27 2008-10-07 2009-02-07 Author is listed
  2. NEP-BEC: Business Economics (2) 2008-10-07 2009-07-11
  3. NEP-CBA: Central Banking (4) 2004-08-09 2006-01-01 2009-01-10 2009-07-11
  4. NEP-CFN: Corporate Finance (1) 1999-06-28
  5. NEP-COM: Industrial Competition (1) 2007-10-27
  6. NEP-CSE: Economics of Strategic Management (1) 2007-10-27
  7. NEP-ECM: Econometrics (2) 2002-02-22 2004-04-04
  8. NEP-EEC: European Economics (2) 2007-10-27 2009-02-07
  9. NEP-EFF: Efficiency & Productivity (1) 2007-10-27
  10. NEP-ETS: Econometric Time Series (3) 1999-08-04 1999-10-20 2002-02-15
  11. NEP-FIN: Finance (3) 2003-01-27 2004-08-09 2005-12-01
  12. NEP-FMK: Financial Markets (6) 2000-07-11 2002-02-15 2004-04-04 2005-08-13 2005-12-01 2006-01-01 Author is listed
  13. NEP-HIS: Business, Economic & Financial History (1) 2005-08-13
  14. NEP-IAS: Insurance Economics (2) 1999-06-28 2002-02-15
  15. NEP-IFN: International Finance (2) 1998-08-21 2003-01-27
  16. NEP-MAC: Macroeconomics (4) 2005-08-13 2006-01-01 2008-10-07 2009-01-10
  17. NEP-MFD: Microfinance (1) 2003-01-27
  18. NEP-MON: Monetary Economics (5) 1999-06-28 2005-08-13 2006-01-01 2009-01-10 2009-07-11 Author is listed
  19. NEP-PKE: Post Keynesian Economics (2) 2002-02-15 2002-02-15
  20. NEP-REG: Regulation (1) 2004-08-09
  21. NEP-RMG: Risk Management (3) 2004-04-04 2008-10-07 2009-02-07
  22. NEP-SEA: South East Asia (1) 2006-12-16
  23. NEP-URE: Urban & Real Estate Economics (1) 2005-12-01
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This page was last updated on 2009-11-9.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.