José A. López

Finance · 2000–2018

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom José A. López trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Michael B. Gordy
  2. Robert F. Engle
  3. P. Vlaar
  4. Tim Bollerslev

Who trusts José A. López overall

  1. Alexander J. McNeil
  2. Rafael Repullo
  3. Jonathan Wendin
  4. Javier Suárez
  5. Arnaud de Servigny
  6. Miguel A. Segoviano
  7. Jonathan N. Crook
  8. Olivier Renault
  9. M. Sorge
  10. Jeremy Berkowitz

Papers from José A. López's perspective

Ordered by how strongly the researchers José A. López trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  3. Value at risk models for Dutch bond portfolios
  4. Non-interest income, profitability, and risk in banking industry: A cross-country analysis
  5. Cyclical implications of the Basel II capital standards
  6. Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues☆
  7. Evidence on the Response of US Banks to Changes in Capital Requirements
  8. Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework”
  9. Conditional Expectation as Quantile Derivative
  10. Turán type inequalities for generalized complete elliptic integrals

Their papers