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Lopez, Jose A.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
10,472 |
Total
Citations
365 |
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1.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco Saidenberg, Marc R.
affiliation not provided to SSRN
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3,287
(1,172)
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17
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2.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco
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1,213
(6,790)
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22
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3.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco
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873
(11,634)
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34
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capital regulation
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4.
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Saurina Salas, Jesus
Bank of Spain Jiménez, Gabriel
Bank of Spain Lopez, Jose A.
Federal Reserve Bank of San Francisco
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841
(12,320)
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31
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bank competition, franchise value, Lerner index
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5.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco Walter, Christian A.
affiliation not provided to SSRN
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619
(19,310)
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8
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covariance matrix, volatility forecasting, value-at-risk
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6.
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Jiménez, Gabriel
Bank of Spain Lopez, Jose A.
Federal Reserve Bank of San Francisco Saurina Salas, Jesus
Bank of Spain
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05 Apr 10
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Last Revised:
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08 Apr 10
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608
(19,814)
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31
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bank competition, franchise value, Lerner index, credit risk, financial stability
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7.
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Empirical Analysis of Corporate Credit Lines
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Versions (3)
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hide multiple versions |
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Saurina Salas, Jesus
Bank of Spain Jiménez, Gabriel
Bank of Spain Lopez, Jose A.
Federal Reserve Bank of San Francisco
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Posted:
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27 Feb 07
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Last Revised:
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29 Jul 10
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322
(44,829)
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19
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Jiménez, Gabriel
Bank of Spain Lopez, Jose A.
Federal Reserve Bank of San Francisco Saurina, Jesús
affiliation not provided to SSRN
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0
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E32, G18, M21
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Jiménez, Gabriel
Bank of Spain Lopez, Jose A.
Federal Reserve Bank of San Francisco Saurina Salas, Jesus
Bank of Spain
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99
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19
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credit lines, firm default, bank lending, exposure at default
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Saurina Salas, Jesus
Bank of Spain Jiménez, Gabriel
Bank of Spain Lopez, Jose A.
Federal Reserve Bank of San Francisco
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223
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19
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credit lines, firm default, bank lending
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8.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco
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318
(45,502)
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34
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Risk management
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9.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco
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282
(52,294)
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22
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value-at-risk, volatility modeling, probability forecasting, bank regulation
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10.
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Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework
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Versions (3)
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hide multiple versions |
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Ferreira, Miguel A.
Nova School of Business and Economics Lopez, Jose A.
Federal Reserve Bank of San Francisco
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Posted:
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08 Dec 03
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Last Revised:
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29 Jul 10
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255
(58,576)
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10
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Ferreira, Miguel A.
Nova School of Business and Economics Lopez, Jose A.
Federal Reserve Bank of San Francisco
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0
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covariance models, forecasting, GARCH, interest rates, risk management, value-at-risk
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Ferreira, Miguel A.
Nova School of Business and Economics Lopez, Jose A.
Federal Reserve Bank of San Francisco
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0
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Interest rates, Covariance models, GARCH, Forecasting, Value-at-Risk
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Ferreira, Miguel A.
Nova School of Business and Economics Lopez, Jose A.
Federal Reserve Bank of San Francisco
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255
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10
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Interest rates, GARCH, Forecasting, Value-at-Risk
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11.
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Fleming, Michael J.
Federal Reserve Bank of New York Lopez, Jose A.
Federal Reserve Bank of San Francisco
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244
(61,400)
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7
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volatility, trading volume, GARCH, intraday, U.S. Treasury securities market
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12.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco
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243
(61,653)
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1
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13.
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Alternative Measures of the Federal Reserve Banks' Cost of Equity Capital
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Barnes, Michelle L.
Federal Reserve Bank of Boston Lopez, Jose A.
Federal Reserve Bank of San Francisco
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Posted:
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20 May 05
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Last Revised:
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21 Feb 07
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211
(71,547)
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5
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Barnes, Michelle L.
Federal Reserve Bank of Boston Lopez, Jose A.
Federal Reserve Bank of San Francisco
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124
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5
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cost of equity, return on equity, CAPM, payments system
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Barnes, Michelle L.
Federal Reserve Bank of Boston Lopez, Jose A.
Federal Reserve Bank of San Francisco
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87
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5
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Monetary Control Act of 1980, CAPM model
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14.
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Daly, Mary C.
Federal Reserve Bank of San Francisco Krainer, John
Federal Reserve Bank of San Francisco Lopez, Jose A.
Federal Reserve Bank of San Francisco
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162
(92,286)
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2
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15.
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Lago, Raquel
Bank of Spain Saurina Salas, Jesus
Bank of Spain Lopez, Jose A.
Federal Reserve Bank of San Francisco
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134
(108,949)
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3
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external finance, bank relationships, hold-up, business cycle
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16.
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Doyle, Joseph J.
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Lopez, Jose A.
Federal Reserve Bank of San Francisco Saidenberg, Marc R.
affiliation not provided to SSRN
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121
(118,506)
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2
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lifeline, banking, unbanked, check cashing
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17.
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Krainer, John
Federal Reserve Bank of San Francisco Lopez, Jose A.
Federal Reserve Bank of San Francisco
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117
(121,662)
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22
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market information, bank supervision, forecasting
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18.
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Hirtle, Beverly
Federal Reserve Bank of New York - Banking Studies Department Lopez, Jose A.
Federal Reserve Bank of San Francisco
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106
(131,067)
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13
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bank supervision, bank examination
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19.
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Green, Edward J.
Federal Reserve Bank of Chicago Lopez, Jose A.
Federal Reserve Bank of San Francisco Wang, Zhenyu
Kelley School of Business, Indiana University
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100
(136,499)
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8
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priced services, Federal Reserve Banks, cost of equity, asset pricing
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20.
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Krainer, John
Federal Reserve Bank of San Francisco Lopez, Jose A.
Federal Reserve Bank of San Francisco
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100
(136,499)
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2
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Bank supervision
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21.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Lopez, Jose A.
Federal Reserve Bank of San Francisco
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81
(156,703)
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69
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22.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco Spiegel, Mark M.
Federal Reserve Bank of San Francisco - Economic Research Department
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78
(160,360)
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1
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Foreign banking, underwriting, samurai bonds
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23.
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Yeh, Andy Jia-Yuh
Federal Reserve Banks - Federal Reserve Bank of San Francisco Lopez, Jose A.
Federal Reserve Bank of San Francisco
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13 Mar 13
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Last Revised:
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28 May 13
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66
(176,571)
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Basel model development, Monte Carlo simulation, asymptotic single risk factor model, credit risk, segmentation, retail mortgage segmentation, k-means cluster analysis, risk capital management, asset correlation analysis
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24.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Lopez, Jose A.
Federal Reserve Bank of San Francisco
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53
(197,129)
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1
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25.
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Lopez, Jose A.
Federal Reserve Bank of San Francisco Spiegel, Mark M.
Federal Reserve Bank of San Francisco - Economic Research Department
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38
(226,285)
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underwriting, Japan, securities, euro-yen, Samurai, difference-in-differences
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