Jose A. Lopez

How does competition affect bank risk-taking?

Gabriel Jiménez, Jose A. Lopez, Jesús Saurina · Journal of Financial Stability · 2013 · 582 citations

Business, Economics, Finance +12

8 Forecast evaluation and combination

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

Business, Economics, Finance +17

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 · 264 citations

Business, Economics, Finance +17

Evaluating the predictive accuracy of volatility models

Jose A. Lopez · Journal of Forecasting · 2001 · 222 citations

Business, Finance, Financial Economics +16

The empirical relationship between average asset correlation, firm probability of default, and asset size

Jose A. Lopez · Journal of Financial Intermediation · 2003 · 192 citations

Business, Economics, Finance +12