Claude Lopez

Milken Institute

Director, International Finance and Macroeconomics

1250 Fourth Street

Santa Monica, CA 90401

United States

http://claudelopez.com

SCHOLARLY PAPERS

32

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28

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Scholarly Papers (32)

Remittances, Inflation and Exchange Rate Regimes in Small Open Economies

Number of pages: 37 Posted: 11 Apr 2008 Last Revised: 09 Jul 2012
Quinnipiac University, Milken Institute and University of Arkansas - Sam M. Walton College of Business
Downloads 308 (95,660)

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Remittances, Exchange rate regimes, Inflation, Panel VAR

Remittances, Inflation and Exchange Rate Regimes in Small Open Economies

The World Economy, Vol. 36, Issue 4, pp. 487-507, 2013
Number of pages: 21 Posted: 04 Apr 2013
Quinnipiac University, Milken Institute and University of Arkansas - Sam M. Walton College of Business
Downloads 1 (669,724)
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2.

A Panel Unit Root Test with Good Power in Small Samples

University of Cincinnati Economics Working Paper No. 2005-01
Number of pages: 34 Posted: 26 Apr 2005
Claude Lopez
Milken Institute
Downloads 227 (132,212)

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Panel Unit Root Test, GLS-detrending

3.

The Asset Management Industry, Systemic Risk, and Macroprudential Policy

Journal of Financial Transformation, 2017, vol: 45 pp. 121-128
Number of pages: 8 Posted: 17 Apr 2017
Claude Lopez
Milken Institute
Downloads 203 (147,039)

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Asset management; systemic risk; macroprudential

4.

The Asset Management Industry and Systemic Risk: Is There a Connection?

Number of pages: 32 Posted: 02 Jul 2016
Claude Lopez, Donald Markwardt and Keith Savard
Milken Institute, Milken Institute and Milken Institute
Downloads 180 (164,126)

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asset managers, systemic risk, macroprudential policy, financial stability

Median-Unbiased Estimation in Df-Gls Regressions and the Ppp Puzzle

University of Cincinnati Economics Working Paper No. 2003-07
Number of pages: 20 Posted: 10 Feb 2004 Last Revised: 09 Jul 2008
Milken Institute, University of Houston - Department of Economics and University of Houston - Department of Economics
Downloads 140 (203,614)

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PPP, persistence

Median-Unbiased Estimation in DF-GLs Regressions and the PPP Puzzle

Banque de France Working Paper No. 338
Number of pages: 25 Posted: 30 Jul 2011
Milken Institute, University of Houston - Department of Economics and University of Houston - Department of Economics
Downloads 25 (498,418)

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PPP puzzle, median-unbiased, persistence

6.

Real Interest Rate Stationarity and Per Capita Consumption Growth Rate

University of Cincinnati, Economics Working Papers Series, Applied Economics, Forthcoming
Number of pages: 18 Posted: 26 Apr 2005 Last Revised: 07 Jul 2008
Claude Lopez and Javier A. Reyes
Milken Institute and University of Arkansas - Sam M. Walton College of Business
Downloads 149 (193,087)

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Interest rates, time breaks, consumption growth rates, unit root

Convergence to Purchasing Power Parity at the Commencement of the Euro

University of Cincinnati, Department of Economics Working Paper No. 2003-08
Number of pages: 22 Posted: 10 Feb 2004
Claude Lopez and David H. Papell
Milken Institute and University of Houston - Department of Economics
Downloads 114 (238,963)

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Convergence to Purchasing Power Parity at the Commencement of the Euro

Review of International Economics, Vol. 15, No. 1, pp. 1-16, February 2007
Number of pages: 16 Posted: 31 Jan 2007
Claude Lopez and David H. Papell
Milken Institute and University of Houston - Department of Economics
Downloads 34 (451,240)
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Convergence to Purchasing Power Parity at the Commencement of the Euro

Review of International Economics, Forthcoming
Posted: 26 Apr 2005
Claude Lopez and David H. Papell
Milken Institute and University of Houston - Department of Economics

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8.

State of the Art Unit Root Tests and Purchasing Power Parity

Journal of Money, Credit and Banking, Vol. 37, No. 2, pp. 361-369, 2005
Number of pages: 15 Posted: 25 Apr 2005
Milken Institute, University of Houston - Department of Economics and University of Houston - Department of Economics
Downloads 137 (206,602)

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PPP, DF-GLS unit root test

Commodity and Equity Markets: Some Stylized Facts from a Copula Approach

Number of pages: 29 Posted: 09 Jul 2012
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 113 (240,480)

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copula, commodity market, time varying, tail-dependence, co-movement, equity market

Commodity and Equity Markets: Some Stylized Facts from a Copula Approach

CEPR Discussion Paper No. DP9558
Number of pages: 31 Posted: 17 Jul 2013
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 1 (669,724)
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commodity market, comovement, copula, equity market, tail-dependence, time varying

10.

US Financial Deregulation: Repeal or Adjust?

Number of pages: 6 Posted: 06 Feb 2017
Claude Lopez and Elham Saeidinezhad
Milken Institute and Milken Institute
Downloads 113 (239,237)

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Dodd-Frank, US deregulation

11.

Convergence of Euro Area Inflation Rates

Banque de France Working Paper No. 326
Number of pages: 38 Posted: 07 May 2011
David H. Papell and Claude Lopez
University of Houston - Department of Economics and Milken Institute
Downloads 113 (239,237)

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groupwise convergence, inflation, Euro area, 2008 crisis

12.

UK Financial Reforms: Bank of England 2.0

Number of pages: 14 Posted: 06 Feb 2017
Claude Lopez and Elham Saeidinezhad
Milken Institute and Milken Institute
Downloads 94 (271,134)

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UK financial regulation, macroprudential policy, systemic risk

13.

Commodity and Equity Markets: Some Stylized Facts from a Copula

Banque de France Working Paper No. 421
Number of pages: 32 Posted: 09 Feb 2013
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 83 (293,074)

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copula, commodity market, time varying, tail-dependence, comovement, equity market

14.

Dodd-Frank: Washington, We Have a Problem

Number of pages: 15 Posted: 29 Jun 2016 Last Revised: 30 Jun 2016
Claude Lopez and Elham Saeidinezhad
Milken Institute and Milken Institute
Downloads 73 (316,062)

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Dodd-Frank, macroprudential policy, regulation

15.

Evidence of Purchasing Power Parity for the Floating Regime Period

University of Cincinnati, Economics Working Papers Series
Number of pages: 16 Posted: 27 Jan 2004
Claude Lopez
Milken Institute
Downloads 62 (344,521)

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PPP, panel, GLS-detrending

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Number of pages: 40 Posted: 10 Feb 2010 Last Revised: 02 Mar 2010
Mohitosh Kejriwal and Claude Lopez
Krannert School of Management, Purdue University and Milken Institute
Downloads 31 (465,554)

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Growth Shift, Level Shift, Structural Change, Trend Breaks, Unit Root

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Banque de France Working Paper No. 334
Number of pages: 45 Posted: 30 Jul 2011
Mohitosh Kejriwal and Claude Lopez
Krannert School of Management, Purdue University and Milken Institute
Downloads 27 (486,642)

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growth shift, level shift, structural change, trend breaks, unit root

17.

Euro-Zone Inflation Rates: Stationary or Regime-Wise Stationary Processes

University of Cincinnati Working Paper Series No. WP 2008-02
Number of pages: 8 Posted: 26 Mar 2008 Last Revised: 05 Jul 2012
Claude Lopez
Milken Institute
Downloads 55 (365,220)

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Unit root, Structural Changes, Inflation, convergence

18.

Macroprudential Policy and Financial Stability: Where Do We Stand?

Number of pages: 53 Posted: 26 Apr 2018
Milken Institute, Milken Institute, Milken Institute and Milken Institute
Downloads 52 (374,649)

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macroprudential, financial stability

19.

Cross-Border Investment in Europe: From Macro to Financial Data

Number of pages: 37 Posted: 06 Feb 2017
Milken Institute, Milken Institute and Milken Institute
Downloads 52 (374,649)

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FDI, Capital Flows, Cross-Border Investment, Portfolio Investment

20.

2016 Global Opportunity Index

Number of pages: 42 Posted: 14 Sep 2016
Milken Institute, Milken Institute and Milken Institute
Downloads 49 (384,399)

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capital flows, FDI, portfolio flows

21.

Macroprudential Policy: What Does it Really Mean

Number of pages: 14 Posted: 02 Dec 2015
Claude Lopez, Donald Markwardt and Keith Savard
Milken Institute, Milken Institute and Milken Institute
Downloads 39 (420,377)

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systemic risk, macroprudential

22.

Convergence of Euro Area Inflation Rates

Number of pages: 34 Posted: 26 Nov 2008 Last Revised: 10 Mar 2011
Claude Lopez and David H. Papell
Milken Institute and University of Houston - Department of Economics
Downloads 34 (440,774)

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panel unit root test, convergence, inflation, euro,

23.

Macroprudential Policy: Silver Bullet or Refighting the Last War?

Number of pages: 34 Posted: 02 Oct 2015
Claude Lopez, Donald Markwardt and Keith Savard
Milken Institute, Milken Institute and Milken Institute
Downloads 33 (444,972)

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basel III, macroprudential, regulations, liabilities, systemic risk

24.

Trade Finance: A Catalyst for Growth in Asia

Number of pages: 28 Posted: 02 Oct 2015
Claude Lopez, Stephen Lin and Jakob Wilhelmus
Milken Institute, Milken Institute and Milken Institute
Downloads 33 (444,972)

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trade finance, regulations

25.

Central Counterparties Help, But Do Not Assure Financial Stability

Number of pages: 8 Posted: 27 Jul 2017
Claude Lopez and Elham Saeidinezhad
Milken Institute and Milken Institute
Downloads 19 (517,558)

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Central counterparties , systemic risk, financialstability, macroprudential

26.

Short Note on the Unemployment Rate of the 'French Overseas Regions'

Banque de France Working Paper No. 337
Number of pages: 12 Posted: 30 Jul 2011
Université de la Réunion, Milken Institute and affiliation not provided to SSRN
Downloads 19 (517,558)

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panel unit root, unemployment, hysteresis

27.

Monetary Policy and Financial System Resilience

Number of pages: 10 Posted: 17 Apr 2019
Franco Bruni and Claude Lopez
Bocconi University - Department of Economics (ECO) and Milken Institute
Downloads 10 (570,284)

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central bank, macroprudential policy, financial stability

28.

The Crypto-Assets Experience: Give Technology a Chance Without Milking Users nor Investors (and Keep Close International Oversight on Potential Collateral Damage)

Number of pages: 13 Posted: 17 Apr 2019
Milken Institute, affiliation not provided to SSRN, affiliation not provided to SSRN and Consejo Argentino para las Relaciones Internacionales (CARI)
Downloads 8 (582,387)

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crypto-assets, regulation, financial stability

29.

The Macroprudential Policy Framework Needs to Be Global

Number of pages: 9 Posted: 30 Apr 2019
Claude Lopez and Franco Bruni
Milken Institute and Bocconi University - Department of Economics (ECO)
Downloads 6 (594,776)

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macroprudential policy, financial system resilience, G20

30.

The Economic Impact of Chapter 11 Bankruptcy Versus Out‐Of‐Court Restructuring

Journal of Applied Corporate Finance, Vol. 28, Issue 4, pp. 124-128, 2016
Number of pages: 7 Posted: 20 Jan 2017
Donald Markwardt, Claude Lopez and Ross DeVol
Milken Institute, Milken Institute and Milken Institute
Downloads 1 (637,542)
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31.

Do Real Exchange Rate Appreciations Matter for Growth?

CEPR Discussion Paper No. DP9938
Number of pages: 42 Posted: 02 Jun 2014
Matthieu Bussière, Claude Lopez and Cédric Tille
Banque de France, Milken Institute and Graduate Institute of International and Development Studies (HEI)
Downloads 1 (637,542)
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currency crises, exchange rate, international capital flows, lending boom, small open economy macroeconomics

32.

GLS Detrending and Regime-Wise Stationarity Testing in Small Samples

U of Cincinnati, Economics Working Paper No. WP 2008-01
Posted: 26 Mar 2008 Last Revised: 19 Nov 2008
Claude Lopez
Milken Institute

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Unit root, Structural Changes, GLS-detrending, Power