10
H index
12
i10 index
340
Citations
Esa Jokivuolle : Citation Profile
Suomen Pankki | RESEARCH PRODUCTION: 11 Articles 32 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1990 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Esa Jokivuolle. | Is cited by:
| Cites to:
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Main data
Where Esa Jokivuolle has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Stability | 4 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 2 |
Recent works citing Esa Jokivuolle (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness. (2023). Malovana, Simona ; Gric, Zuzana ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2023/6. Full description at Econpapers || Download paper |
| 2023 | Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. (2023). Vrins, Frederic ; Barbagli, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335. Full description at Econpapers || Download paper |
| 2023 | Credit behavior and financial stability in an emerging economy. (2023). Costa, Agata ; de Moraes, Claudio Oliveira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000619. Full description at Econpapers || Download paper |
| 2023 | Knowledge mapping of model risk in banking. (2023). Torluccio, Giuseppe ; Rimo, Giuseppe ; Cosma, Simona. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003162. Full description at Econpapers || Download paper |
| 2023 | Bail-in requirements and CoCo bond issuance. (2023). Neitzert, Florian ; Hertrampf, Patrick ; Kund, Arndt-Gerrit. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007450. Full description at Econpapers || Download paper |
| 2023 | Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074. Full description at Econpapers || Download paper |
| 2023 | Non-Gaussian models for CoVaR estimation. (2023). Rivieccio, Giorgia ; de Luca, Giovanni ; Bianchi, Michele Leonardo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:391-404. Full description at Econpapers || Download paper |
| 2023 | The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338. Full description at Econpapers || Download paper |
| 2023 | Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2023). Tarazi, Amine ; de Jonghe, Olivier ; Bakkar, Yassine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619300494. Full description at Econpapers || Download paper |
| 2023 | The importance of deposit insurance credibility. (2023). Bonfim, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300122x. Full description at Econpapers || Download paper |
| 2023 | Macroprudential regulatory policies with a dominant-bank oligopoly and fringe banks. (2023). Vanhoose, David ; Dia, Enzo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619523000115. Full description at Econpapers || Download paper |
| 2023 | The impact of bank regulation on the cost of credit: Evidence from a discontinuity in capital requirements. (2023). Pietrosanti, Stefano ; Moscatelli, Mirko ; di Patti, Emilia Bonaccorsi. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000232. Full description at Econpapers || Download paper |
| 2023 | Innovative City Construction and Urban Environmental Performance: Empirical Evidence from China. (2023). Zhou, JU ; Xu, Ning ; Gao, Jun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9336-:d:1167506. Full description at Econpapers || Download paper |
| 2023 | Effects of Macroprudential Policies on Bank Lending and Credit Risks. (2023). Behncke, Stefanie. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:2:d:10.1007_s10693-022-00378-z. Full description at Econpapers || Download paper |
| 2023 | Regulation with Externalities and Misallocation in General Equilibrium. (2023). Schaab, Andreas ; Clayton, Christopher. In: TSE Working Papers. RePEc:tse:wpaper:128146. Full description at Econpapers || Download paper |
Esa Jokivuolle has edited the books:
| Year | Title | Type | Cited |
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Works by Esa Jokivuolle:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan?to?value Ratios In: European Financial Management. [Full Text][Citation analysis] | article | 44 |
| 1990 | Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Short-selling restrictions, strategic stock holdings and index futures markets in Finland In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | A model for estimating recovery rates and collateral haircuts for bank loans In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2000 | Informed trading, short sales constraints and futures pricing In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | The New Basel accord : Some potential implications of the new standards for credit risk In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2001 | A value-at-risk approach to banks capital buffers : An application to the new Basel Accord In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Simulation-based stress testing of banks regulatory capital adequacy In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Trading Nokia : the roles of the Helsinki vs the New York stock exchanges In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Rating targeting and the confidence levels implicit in bank capital In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Portfolio effects and efficiency of lending under Basel II In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | GDP at risk in a DSGE model : an application to banking sector stress testing In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Macro-model-based stress testing of Basel II requirements In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Credit allocation, capital requirements and procyclicality In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Transmission of macro shocks to loan losses in a deep crisis: the case of Finland In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Credit allocation, capital requirements and output In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Leverage ratio requirement and credit allocation and bank stability In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | 99.9% - really? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Bankers compensation: : Sprint swimming in short bonus pools? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | What drives loan losses in Europe? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Do private signals of a bank s creditworthiness predict the bank s CDS price? : Evidence from the Eurosystems overnight loan rates In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Bonus caps, deferrals and bankers risk-taking In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2015 | Why are bank runs sometimes partial? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2015 | Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Should bank capital requirements be less risk-sensitive because of credit constraints? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Testing the systemic risk differences in banks In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Has banks monitoring of other banks strengthened post-crisis? Evidence from the European overnight market In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Are bank capital requirements optimally set? Evidence from researchers’ views In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2019 | Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme In: ifo DICE Report. [Full Text][Citation analysis] | article | 2 |
| 1995 | Measuring True Stock Index Value in the Presence of Infrequent Trading In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 20 |
| 2014 | Does a leverage ratio requirement increase bank stability? In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2014 | Does a leverage ratio requirement increase bank stability?.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2015 | Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem.(2017) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2015 | Why is credit-to-GDP a good measure for setting countercyclical capital buffers? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 26 |
| 2020 | Are bank capital requirements optimally set? Evidence from researchers’ views In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 10 |
| 2010 | Special issue: Housing markets--a shelter from the storm or cause of the storm? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
| 2013 | Cyclical default and recovery in stress testing loan losses In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 14 |
| 2004 | Simulation based stress tests of banks regulatory capital adequacy In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 57 |
| 2000 | Informed Trading, Short Sales Constraints, and Futures Pricing In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Why Do We Need Countercyclical Capital Requirements? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 7 |
| 2004 | Simulation-based stress testing of banks’ regulatory capital adequacy In: Finance. [Full Text][Citation analysis] | paper | 17 |
| 2019 | Cross-border loan portfolio diversification, capital requirements, and the European Banking Union In: BoF Economics Review. [Full Text][Citation analysis] | paper | 0 |
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