Browsing All of EconStor by Author Jokivuolle, Esa

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Year of PublicationTitleAuthor(s)
1990 Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäenJokivuolle, Esa
1994 Short-selling restrictions, strategic stock holdings and index futures markets in FinlandHietala, Pekka; Jokivuolle, Esa; Koskinen, Yrjö
2000 A model for estimating recovery rates and collateral haircuts for bank loansJokivuolle, Esa; Peura, Samu
2000 Informed trading, short sales constraints and futures' pricingHietala, Pekka; Jokivuolle, Esa; Koskinen, Yrjö
2001 The New Basel accord: Some potential implications of the new standards for credit riskJokivuolle, Esa; Kauko, Karlo
2001 A value-at-risk approach to banks' capital buffers: An application to the new Basel AccordJokivuolle, Esa; Peura, Samu
2003 Simulation-based stress testing of banks' regulatory capital adequacyPeura, Samu; Jokivuolle, Esa
2004 Trading Nokia: the roles of the Helsinki vs the New York stock exchangesJokivuolle, Esa; Lanne, Markku
2006 Rating targeting and the confidence levels implicit in bank capitalJokivuolle, Esa; Peura, Samu
2007 GDP at risk in a DSGE model: an application to banking sector stress testingJokivuolle, Esa; Kilponen, Juha; Kuusi, Tero
2007 Portfolio effects and efficiency of lending under Basel IIJokivuolle, Esa; Vesala, Timo
2008 Macro-model-based stress testing of Basel II requirementsJokivuolle, Esa; Virolainen, Kimmo; Vähämaa, Oskari
2009 Credit allocation, capital requirements and procyclicalityJokivuolle, Esa; Kiema, Ilkka; Vesala, Timo
2009 Transmission of macro shocks to loan losses in a deep crisis: the case of FinlandJokivuolle, Esa; Virén, Matti; Vähämaa, Oskari
2010 Credit allocation, capital requirements and outputJokivuolle, Esa; Kiema, Ilkka; Vesala, Timo
2011 Leverage ratio requirement and credit allocation and bank stabilityKiema, Ilkka; Jokivuolle, Esa
2013 99.9% - really?Kiema, Ilkka; Jokivuolle, Esa
2014 What drives loan losses in Europe?Jokivuolle, Esa; Pesola, Jarmo; Virén, Matti
2014 Do 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
2014 Bankers' compensation: Sprint swimming in short bonus pools?Jokivuolle, Esa; Keppo, Jussi