How does competition affect bank risk-taking? G Jiménez, JA Lopez, J Saurina Journal of Financial Stability 9 (2), 185-195, 2013 | 1181 | 2013 |
How does competition affect bank risk-taking? G Jiménez, JA Lopez, J Saurina Journal of Financial Stability 9 (2), 185-195, 2013 | 1181 | 2013 |
Forecast evaluation and combination FX Diebold, JA Lopez National Bureau of Economic Research, 1996 | 814 | 1996 |
Methods for evaluating value-at-risk estimates JA Lopez Economic Review-Federal Reserve Bank of San Francisco, 3, 1999 | 408 | 1999 |
Evaluating the predictive accuracy of volatility models JA Lopez Journal of Forecasting 20 (2), 87-109, 2001 | 396 | 2001 |
Evaluating credit risk models JA Lopez, MR Saidenberg Journal of Banking & Finance 24 (1-2), 151-165, 2000 | 361 | 2000 |
[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 | 346* | 2004 |
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 | 345 | 2004 |
Comment R Dennis, JA Lopez Journal of Business & Economic Statistics 22 (2), 165-169, 2004 | 345* | 2004 |
Regulatory evaluation of value-at-risk models JA Lopez, Federal Reserve Bank of New York Federal Reserve Bank of New York, 1997 | 330 | 1997 |
ARCH models FX Diebold, JA Lopez Macroeconomics: Developments, Tensions and Prospects, K. Hoover (eds …, 1995 | 316* | 1995 |
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 | 297 | 2010 |
Modeling volatility dynamics FX Diebold, JA Lopez Macroeconometrics: developments, tensions and prospects 427 (472), 1995, 1995 | 294 | 1995 |
Methods for evaluating value-at-risk estimates JA Lopez, Federal Reserve Bank of New York Federal Reserve Bank of New York, 1998 | 289 | 1998 |
Empirical analysis of corporate credit lines G Jiménez, JA Lopez, J Saurina The Review of Financial Studies 22 (12), 5069-5098, 2009 | 250 | 2009 |
Empirical analysis of corporate credit lines G Jiménez, JA Lopez, J Saurina The Review of Financial Studies 22 (12), 5069-5098, 2009 | 250 | 2009 |
Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence JA Lopez, AK Rose, MM Spiegel Federal Reserve Bank of San Francisco, 2018 | 249 | 2018 |
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? JHE Christensen, JA Lopez, GD Rudebusch Journal of Business & Economic Statistics 32 (1), 136-151, 2014 | 226 | 2014 |
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? JHE Christensen, JA Lopez, GD Rudebusch Journal of Business & Economic Statistics, 2013 | 226 | 2013 |
Supervisory information and the frequency of bank examinations BJ Hirtle, JA Lopez FRBNY Economic Policy Review 5 (1), 1-19, 1999 | 203 | 1999 |