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Jose A. Lopez

Global rank #5319 94%

Institution: Federal Reserve Bank of San Francisco

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2000

Most Recent: 2024

RePEc ID: plo1 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 1.68 0.00 3.69
Last 10 Years 0.00 2.01 4.02 0.00 8.04
All Time 0.00 4.02 11.39 0.00 19.44

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 15.48

Publications (17)

Year Article Journal Tier Authors
2024 International evidence on extending sovereign debt maturities Journal of International Money and Finance B 3
2023 Small business lending under the PPP and PPPLF programs Journal of Financial Intermediation B 2
2021 Price level determinacy without control of a monetary aggregate Economic Journal A 2
2020 Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence European Economic Review B 3
2019 Calibrating Macroprudential Policy to Forecasts of Financial Stability International Journal of Central Banking B 2
2019 Monitoring banking system connectedness with big data Journal of Econometrics A 2
2016 Pricing Deflation Risk with US Treasury Yields Review of Finance B 3
2015 A probability-based stress test of Federal Reserve assets and income Journal of Monetary Economics A 3
2014 Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? Journal of Business & Economic Statistics A 3
2014 Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation Journal of Money, Credit, and Banking B 2
2012 Extracting Deflation Probability Forecasts from Treasury Yields International Journal of Central Banking B 3
2010 Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields Journal of Money, Credit, and Banking B 3
2009 Empirical Analysis of Corporate Credit Lines The Review of Financial Studies A 3
2008 Using Securities Market Information for Bank Supervisory Monitoring International Journal of Central Banking B 2
2006 Alternative measures of the Federal Reserve Banks' cost of equity capital Journal of Banking & Finance B 2
2004 The empirical relationship between average asset correlation, firm probability of default, and asset size Journal of Financial Intermediation B 1
2000 Evaluating credit risk models Journal of Banking & Finance B 2