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Jose A. Lopez

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

Economic Research
Federal Reserve Bank of San Francisco
Location: San Francisco, California (United States)
Homepage: http://www.frbsf.org/economics/
Email:
Phone: (415) 974-3190
Fax: (415) 974-2168
Postal: P.O. Box 7702, San Francisco, CA 94120-7702
Handle: RePEc:edi:erfsfus (more details at EDIRC)

Works

as in new window

Working papers

  1. Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2014. "Can spanned term structure factors drive stochastic yield volatility?," Working Paper Series 2014-3, Federal Reserve Bank of San Francisco.
  2. Cette, G. & Lopez, J. & Mairesse,J., 2013. "Upstream product market regulations, ICT, R&D and productivity," Working papers 441, Banque de France.
  3. Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A probability-based stress test of Federal Reserve assets and income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
  4. Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Pricing deflation risk with U.S. Treasury yields," Working Paper Series 2012-07, Federal Reserve Bank of San Francisco.
  5. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011. "Extracting deflation probability forecasts from Treasury yields," Working Paper Series 2011-10, Federal Reserve Bank of San Francisco.
  6. Christopher A. Candelaria & Jose A. Lopez & Mark M. Spiegel, 2010. "Bond currency denomination and the yen carry trade," Working Paper Series 2010-04, Federal Reserve Bank of San Francisco.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Gabriel Jiménez & Jose A. Lopez & Jesus Saurina, 2007. "Competition and risk taking by Spanish banks," Proceedings 1109, Federal Reserve Bank of Chicago.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. Miguel A. Ferreira & Jose A. Lopez, 2004. "Evaluating interest rate covariance models within a value-at-risk framework," Working Paper Series 2004-03, Federal Reserve Bank of San Francisco.
  19. John Krainer & Jose A. Lopez, 2004. "Using securities market information for bank supervisory monitoring," Working Paper Series 2004-05, Federal Reserve Bank of San Francisco.
  20. John Krainer & Jose A. Lopez, 2003. "Forecasting supervisory ratings using securities market information," Proceedings 847, Federal Reserve Bank of Chicago.
  21. Mary Daly & John Krainer & Jose A. Lopez, 2003. "Does regional economic performance affect bank health? New analysis of an old question," Working Paper Series 2004-01, Federal Reserve Bank of San Francisco.
  22. Jose A. Lopez, 2002. "The empirical relationship between average asset correlation, firm probability of default and asset size," Working Paper Series 2002-05, Federal Reserve Bank of San Francisco.
  23. Jose A. Lopez & Mark M. Spiegel, 2002. "Financial structure and macroeconomic performance over the short and long run," Pacific Basin Working Paper Series 2002-05, Federal Reserve Bank of San Francisco.
  24. Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve banks' imputed cost of equity capital," Working Paper Series 2001-01, Federal Reserve Bank of San Francisco.
  25. John Krainer & Jose A. Lopez, 2001. "Incorporating equity market information into supervisory monitoring models," Working Paper Series 2001-14, Federal Reserve Bank of San Francisco.
  26. Jose A. Lopez & Christian A. Walter, 2000. "Evaluating covariance matrix forecasts in a value-at-risk framework," Working Paper Series 2000-21, Federal Reserve Bank of San Francisco.
  27. 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.
  28. 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.
  29. Jose Lopez, 1998. "Methods for evaluating value-at-risk estimates," Research Paper 9802, Federal Reserve Bank of New York.
  30. Christian Walter & Jose Lopez, 1997. "Is implied correlation worth calculating? Evidence from foreign exchange options and historical data," Research Paper 9730, Federal Reserve Bank of New York.
  31. Jose A. Lopez, 1997. "Regulatory evaluation of value-at-risk models," Research Paper 9710, Federal Reserve Bank of New York.
  32. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York.
  33. Francis X. Diebold & Jose A. Lopez, 1995. "Measuring Volatility Dynamics," NBER Technical Working Papers 0173, National Bureau of Economic Research, Inc.
  34. Jose A. Lopez, 1995. "Evaluating the predictive accuracy of volatility models," Research Paper 9524, Federal Reserve Bank of New York.
  35. Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York.
  36. Francis X. Diebold & Jose A. Lopez, 1995. "Modeling volatility dynamics," Research Paper 9522, Federal Reserve Bank of New York.

Articles

  1. Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2014. "Stress testing the Fed," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  2. Jiménez, Gabriel & Lopez, Jose A. & Saurina, Jesús, 2013. "How does competition affect bank risk-taking?," Journal of Financial Stability, Elsevier, vol. 9(2), pages 185-195.
  3. Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Extracting Deflation Probability Forecasts from Treasury Yields," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 21-60, December.
  4. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2010. "Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 143-178, 09.
  5. Jose A. Lopez, 2010. "Challenges in economic capital modeling," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun21.
  6. Gabriel Jiménez & Jose A. Lopez & Jesus Saurina, 2009. "Empirical Analysis of Corporate Credit Lines," Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5069-5098, December.
  7. John Krainer & Jose A. Lopez, 2009. "Do supervisory rating standards change over time?," Economic Review, Federal Reserve Bank of San Francisco, pages 13-24.
  8. Jose Lopez, 2009. "Empirical analysis of the average asset correlation for real estate investment trusts," Quantitative Finance, Taylor & Francis Journals, vol. 9(2), pages 217-229.
  9. Jose A. Lopez, 2009. "Gauging aggregate credit market conditions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct19.
  10. Jose A. Lopez, 2008. "The economics of private equity investments: symposium summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb29.
  11. 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.
  12. Jose A. Lopez, 2008. "What is liquidity risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct24.
  13. Jose A. Lopez, 2007. "Concentrations in commercial real estate lending," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan5.
  14. Jose A. Lopez, 2007. "Corporate access to external financing," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct19.
  15. Jose A. Lopez, 2007. "U.S. supervisory standards for operational risk management," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may4.
  16. 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 mar2.
  17. 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.
  18. 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 apr7.
  19. Jose A. Lopez, 2005. "Stress tests: useful complements to financial risk models," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun24.
  20. Jose A. Lopez, 2005. "Recent policy issues regarding credit risk transfer," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec2.
  21. 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.
  22. Richard Dennis & Jose A. Lopez, 2004. "Policy applications of a global macroeconomic model," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun11.
  23. 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.
  24. Jose A. Lopez, 2004. "Outsourcing by financial services firms: the supervisory response," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov26.
  25. Dennis R. & Lopez J.A., 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 165-169, April.
  26. Jose A. Lopez, 2004. "Supervising interest rate risk management," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sep17.
  27. 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.
  28. Jose A. Lopez, 2003. "How financial firms manage risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb14.
  29. 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.
  30. Jose A. Lopez, 2003. "Disclosure as a supervisory tool: Pillar 3 of Basel II," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug1.
  31. John Krainer & Jose A. Lopez, 2003. "Using equity market information to monitor banking institutions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan24.
  32. John Krainer & Jose A. Lopez, 2003. "Monitoring debt market information for bank supervisory purposes," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov28.
  33. 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.
  34. 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 dec19.
  35. John Krainer & Jose A. Lopez, 2002. "Off-site monitoring of bank holding companies," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may17.
  36. Jose A. Lopez, 2002. "What is operational risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan25.
  37. 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.
  38. 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.
  39. Jose A. Lopez, 2001. "Federal Reserve banks' imputed cost of equity capital," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug10.
  40. Jose A. Lopez, 2001. "Financial instruments for mitigating credit risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov23.
  41. Jose A. Lopez, 2001. "Modeling credit risk for commercial loans," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr.27.
  42. Lopez, Jose A. & Saidenberg, Marc R., 2000. "Evaluating credit risk models," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 151-165, January.
  43. 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.
  44. Jose A. Lopez, 2000. "Volatility spillovers in the U.S. Treasury market," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb18.
  45. 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.
  46. Jose A. Lopez, 1999. "The Basel proposal for a new capital adequacy framework," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul30.
  47. Jose A. Lopez, 1999. "Methods for evaluating value-at-risk estimates," Economic Review, Federal Reserve Bank of San Francisco, pages 3-17.
  48. Jose A. Lopez, 1999. "How frequently should banks be examined?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb26.
  49. Jose A. Lopez, 1999. "Using CAMELS ratings to monitor bank conditions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun.
  50. 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, vol. 4(Jun).

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (7) 2006-12-16 2007-08-08 2007-10-27 2007-10-27 2008-10-07 2009-02-07 2010-04-11. Author is listed
  2. NEP-BEC: Business Economics (3) 2008-10-07 2009-07-11 2010-04-11
  3. NEP-CBA: Central Banking (5) 2006-01-01 2009-01-10 2009-07-11 2011-03-26 2012-06-13. Author is listed
  4. NEP-CFN: Corporate Finance (1) 1999-06-28
  5. NEP-COM: Industrial Competition (2) 2007-10-27 2010-04-11
  6. NEP-CSE: Economics of Strategic Management (2) 2007-10-27 2013-08-23
  7. NEP-EEC: European Economics (2) 2007-10-27 2009-02-07
  8. NEP-EFF: Efficiency & Productivity (2) 2007-10-27 2013-08-23
  9. NEP-ETS: Econometric Time Series (2) 1999-08-04 1999-10-20
  10. NEP-FIN: Finance (1) 2005-12-01
  11. NEP-FMK: Financial Markets (3) 2005-08-13 2005-12-01 2006-01-01
  12. NEP-FOR: Forecasting (1) 2011-03-26
  13. NEP-HIS: Business, Economic & Financial History (1) 2005-08-13
  14. NEP-IAS: Insurance Economics (1) 1999-06-28
  15. NEP-ICT: Information & Communication Technologies (1) 2013-08-23
  16. NEP-IFN: International Finance (2) 1998-08-21 2010-03-20
  17. NEP-IND: Industrial Organization (1) 2013-08-23
  18. NEP-INO: Innovation (1) 2013-08-23
  19. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2013-08-23
  20. NEP-MAC: Macroeconomics (8) 2005-08-13 2006-01-01 2008-10-07 2009-01-10 2011-03-26 2012-06-13 2014-01-10 2014-02-15. Author is listed
  21. NEP-MIC: Microeconomics (1) 2010-04-11
  22. NEP-MON: Monetary Economics (7) 1999-06-28 2005-08-13 2006-01-01 2009-01-10 2009-07-11 2012-06-13 2014-01-10. Author is listed
  23. NEP-ORE: Operations Research (1) 2014-02-15
  24. NEP-RMG: Risk Management (4) 2008-10-07 2009-02-07 2010-04-11 2014-01-10
  25. NEP-SEA: South East Asia (1) 2006-12-16
  26. NEP-SOG: Sociology of Economics (1) 2014-02-15
  27. NEP-URE: Urban & Real Estate Economics (1) 2005-12-01

Statistics

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 Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Number of Authors
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h-index
  17. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  18. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  19. Closeness measure in co-authorship network
  20. Wu-Index

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Co-authorship network on CollEc

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