Jose A. Lopez

Best Publications

• How does competition affect bank risk-taking?

  Gabriel Jiménez;Jose A. Lopez;Jesús Saurina

  1123
  Citations

• Regulatory Evaluation of Value-at-Risk Models

  Jose A. Lopez

  490
  Citations

• Forecast Evaluation and Combination

  Francis X. Diebold;Francis X. Diebold;Jose A. Lopez

  403
  Citations

• Evaluating the predictive accuracy of volatility models

  Jose A. Lopez

  381
  Citations

• The Empirical Relationship between Average Asset Correlation, Firm Probability of Default and Asset Size

  Jose A. Lopez

  363
  Citations

• Regulatory evaluation of value-at-risk models

  Jose A. Lopez

  310
  Citations

• Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields †

  Jens H. E. Christensen;Jose A. Lopez;Glenn D. Rudebusch

  291
  Citations

• Modeling Volatility Dynamics

  Francis X. Diebold;Jose A. Lopez

  282
  Citations

• Empirical Analysis of Corporate Credit Lines

  Gabriel Jiménez;Jose A. Lopez;Jesús Saurina

  247
  Citations

• Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence

  Jose A. Lopez;Andrew K. Rose;Mark M. Spiegel

  196
  Citations

• Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence

  Jose A. Lopez;Andrew K. Rose;Mark M. Spiegel

  186
  Citations

• Incorporating equity market information into supervisory monitoring models

  John Krainer;Jose A. Lopez

  184
  Citations

• Incorporating Equity Market Information into Supervisory Monitoring Models

  John Krainer;Jose A. Lopez

  183
  Citations

• How Does Competition Impact Bank Risk-Taking?

  Gabriel Jiménez;Jose A. Lopez;Jesús Saurina

  155
  Citations

• Do central bank liquidity facilities affect interbank lending rates

  Jens H. E. Christensen;Jose A. Lopez;Glenn D. Rudebusch

  117
  Citations

• How Does Competition Impact Bank Risk-Taking?

  Gabriel Jiménez;Jose A. Lopez;Jesus Saurina Salas

  104
  Citations

• Do Central Bank Liquidity Facilities Affect Interbank Lending Rates

  Jens H. E. Christensen;Jose A. Lopez;Glenn D. Rudebusch

  93
  Citations

• Evaluating Covariance Matrix Forecasts in a Value-at-Risk Framework

  Jose A. Lopez;Christian A. Walter

  91
  Citations

• A Probability-Based Stress Test of Federal Reserve Assets and Income

  Jens H.E. Christensen;Jose A. Lopez;Glenn D. Rudebusch

  90
  Citations

• How Does Competition Impact Bank Risk-Taking?

  Unknown

  57
  Citations