Jose A. Lopez

How does competition affect bank risk-taking?

Gabriel Jiménez, Jose A. Lopez, Jesús Saurina · Journal of Financial Stability · 2013 · 571 citations

Bank Risk-taking, Financial Risk Management, Management +3

8 Forecast evaluation and combination

Francis X. Diebold, Jose A. Lopez · Handbook of statistics · 1996 · 269 citations · Full text

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 · Journal of money credit and banking · 2010 · 260 citations

Empirical Finance, Economics, Term Structure Model +12

Evaluating the predictive accuracy of volatility models

Jose A. Lopez · Journal of Forecasting · 2001 · 221 citations

Forecasting Methodology, Volatility Modeling, Engineering +19

Methods for Evaluating Value-at-Risk Estimates

Jose A. Lopez · SSRN Electronic Journal · 1998 · 192 citations · Full text