Jose A. Lopez
Titel
Citeras av
Citeras av
År
How does competition affect bank risk-taking?
G Jiménez, JA Lopez, J Saurina
Journal of Financial Stability 9 (2), 185-195, 2013
8962013
How does competition affect bank risk-taking?
G Jiménez, JA Lopez, J Saurina
Journal of Financial Stability 9 (2), 185-195, 2013
8962013
Forecast evaluation and combination
FX Diebold, JA Lopez
National Bureau of Economic Research, 1996
7271996
Methods for evaluating value-at-risk estimates
JA Lopez
Economic Review-Federal Reserve Bank of San Francisco, 3, 1999
3451999
Evaluating the predictive accuracy of volatility models
JA Lopez
Journal of Forecasting 20 (2), 87-109, 2001
3382001
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
3052004
Evaluating credit risk models
JA Lopez, MR Saidenberg
Journal of Banking & Finance 24 (1-2), 151-165, 2000
3032000
Regulatory evaluation of value-at-risk models
JA Lopez, Federal Reserve Bank of New York
Federal Reserve Bank of New York, 1997
2941997
ARCH models
FX Diebold, JA Lopez
Macroeconomics: Developments, Tensions and Prospects, K. Hoover (eds …, 1995
293*1995
[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
292*2004
Comment
R Dennis, JA Lopez
Journal of Business & Economic Statistics 22 (2), 165-169, 2004
291*2004
Modeling volatility dynamics
FX Diebold, JA Lopez
Macroeconometrics: developments, tensions and prospects 427 (472), 1995, 1995
2711995
Methods for evaluating value-at-risk estimates
JA Lopez, Federal Reserve Bank of New York
Federal Reserve Bank of New York, 1998
2441998
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
2432010
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
JHE Christensen, JA Lopez, GD Rudebusch
Journal of Business & Economic Statistics, 2013
202*2013
Empirical analysis of corporate credit lines
G Jiménez, JA Lopez, J Saurina
The Review of Financial Studies 22 (12), 5069-5098, 2009
1982009
Empirical analysis of corporate credit lines
G Jiménez, JA Lopez, J Saurina
The Review of Financial Studies 22 (12), 5069-5098, 2009
1982009
Incorporating equity market information into supervisory monitoring models
J Krainer, JA Lopez
Journal of Money, Credit, and Banking 36 (6), 1043-1067, 2004
1732004
Supervisory information and the frequency of bank examinations
BJ Hirtle, JA Lopez
FRBNY Economic Policy Review 5 (1), 1-19, 1999
1671999
Do central bank liquidity facilities affect interbank lending rates?
J Christensen, J Lopez, G Rudebusch
Federal Reserve Bank of San Francisco, 2009
1362009
Systemet kan inte utföra åtgärden just nu. Försök igen senare.
Artiklar 1–20