Jose A. Lopez - Central Bank Research Hub

Papers by year: All | 2017 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

Calibrating Macroprudential Policy to Forecasts of Financial Stability

San Francisco Fed Working Papers [View] (Paper: 2017-17, 14.08.2017)

JEL: G17, G18, G28

Is There an On-the-Run Premium in TIPS?

San Francisco Fed Working Papers [View] (Paper: 2017-10, 31.05.2017)

JEL: E43, E47, G12, G13

Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?

San Francisco Fed Working Papers [View] (Paper: 2014-03, 24.01.2014)

Extracting Deflation Probability Forecasts from Treasurey Yields

IJCB International Journal of Central Banking [View] (Paper: 12q4a2, 30.11.2012)

Pricing Deflation Risk with U.S. Treasury Yields

San Francisco Fed Working Papers [View] (Paper: 2012-07, 30.05.2012)

JEL: E43, E47, G12, G13

Extracting Deflation Probability Forecasts from Treasury Yields

San Francisco Fed Working Papers [View] (Paper: 2011-10, 26.02.2011)

How does competition impact bank risk-taking?

Bank of Spain Working Papers [View] (Paper: 1005, 31.03.2010)

Bond Currency Denomination and the Yen Carry Trade

San Francisco Fed Working Papers [View] (Paper: 2010-04, 03.03.2010)

Foreign Entry into Underwriting Services: Evidence from Japan's "Big Bang" Deregulation

San Francisco Fed Working Papers [View] (Paper: 2009-14, 24.06.2009)

Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?

San Francisco Fed Working Papers [View] (Paper: 2009-13, 09.06.2009)

EAD Calibration for Corporate Credit Lines

San Francisco Fed Working Papers [View] (Paper: 2009-02, 31.01.2009)

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

San Francisco Fed Working Papers [View] (Paper: 2008-34, 18.12.2008)

Using Securities Market Information for Bank Supervisory Monitoring

IJCB International Journal of Central Banking [View] (Paper: 08q1a4, 06.03.2008)

JEL: G14, G21

How Does Competition Impact Bank Risk-Taking?

San Francisco Fed Working Papers [View] (Paper: 2007-23, 17.10.2007)

JEL: G21, L11

Determinants of Access to External Finance: Evidence from Spanish Firms

San Francisco Fed Working Papers [View] (Paper: 2007-22, 17.10.2007)

JEL: E32, G18, G21

Empirical Analysis of Corporate Credit Lines

San Francisco Fed Working Papers [View] (Paper: 2007-14, 12.07.2007)

JEL: E32, G18, M21

Foreign Bank Lending and Bond Underwriting in Japan During the Lost Decade

San Francisco Fed Working Papers [View] (Paper: 2006-45, 14.11.2006)

Empirical Analysis of the Average Asset Correlation for Real Estate Investment Trusts

San Francisco Fed Working Papers [View] (Paper: 2005-22, 04.11.2005)

Alternative Measures of the Federal Reserve Banks' Cost of Equity Capital

San Francisco Fed Working Papers [View] (Paper: 2005-06, 31.05.2005)

Using Securities Market Information for Bank Supervisory Monitoring

San Francisco Fed Working Papers [View] (Paper: 2004-05, 15.08.2004)

Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework

San Francisco Fed Working Papers [View] (Paper: 2004-03, 20.04.2004)

JEL: C52, C53, E43, G12

Does Regional Economic Performance Affect Bank Conditions? New Analysis of an Old Question

San Francisco Fed Working Papers [View] (Paper: 2004-01, 20.04.2004)

Formulating the Imputed Cost of Equity Capital for Priced Services at Federal Reserve Banks

New York Fed Economic policy review [View] (Paper: 0309gree, 01.01.2004)

JEL: E5, G12, G2, G3

Papers by year: All | 2017 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004