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Browsing All of EconStor by Author Jokivuolle, Esa


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Year of PublicationTitleAuthor(s)
1990Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäenJokivuolle, Esa
1994Short-selling restrictions, strategic stock holdings and index futures markets in FinlandHietala, Pekka; Jokivuolle, Esa; Koskinen, Yrjö
2000Informed trading, short sales constraints and futures' pricingHietala, Pekka; Jokivuolle, Esa; Koskinen, Yrjö
2000A model for estimating recovery rates and collateral haircuts for bank loansJokivuolle, Esa; Peura, Samu
2001A value-at-risk approach to banks' capital buffers: An application to the new Basel AccordJokivuolle, Esa; Peura, Samu
2001The New Basel accord: Some potential implications of the new standards for credit riskJokivuolle, Esa; Kauko, Karlo
2003Simulation-based stress testing of banks' regulatory capital adequacyPeura, Samu; Jokivuolle, Esa
2004Trading Nokia: the roles of the Helsinki vs the New York stock exchangesJokivuolle, Esa; Lanne, Markku
2006Rating targeting and the confidence levels implicit in bank capitalJokivuolle, Esa; Peura, Samu
2007Portfolio effects and efficiency of lending under Basel IIJokivuolle, Esa; Vesala, Timo
2007GDP at risk in a DSGE model: an application to banking sector stress testingJokivuolle, Esa; Kilponen, Juha; Kuusi, Tero
2008Macro-model-based stress testing of Basel II requirementsJokivuolle, Esa; Virolainen, Kimmo; Vähämaa, Oskari
2009Transmission of macro shocks to loan losses in a deep crisis: the case of FinlandJokivuolle, Esa; Virén, Matti; Vähämaa, Oskari
2009Credit allocation, capital requirements and procyclicalityJokivuolle, Esa; Kiema, Ilkka; Vesala, Timo
2010Credit allocation, capital requirements and outputJokivuolle, Esa; Kiema, Ilkka; Vesala, Timo
2011Leverage ratio requirement and credit allocation and bank stabilityKiema, Ilkka; Jokivuolle, Esa
201399.9% - really?Kiema, Ilkka; Jokivuolle, Esa
2014Does a leverage ratio requirement increase bank stability?Kiema, Ilkka; Jokivuolle, Esa
2014Do private signals of a bank s creditworthiness predict the bank s CDS price? Evidence from the Eurosystem's overnight loan ratesTölö, Eero; Jokivuolle, Esa; Virén, Matti
2014Bankers' compensation: Sprint swimming in short bonus pools?Jokivuolle, Esa; Keppo, Jussi
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