Esa Jokivuolle : Citation Profile


Are you Esa Jokivuolle?

Suomen Pankki

8

H index

8

i10 index

197

Citations

RESEARCH PRODUCTION:

11

Articles

32

Papers

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 6
   Journals where Esa Jokivuolle has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 6 (2.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo118
   Updated: 2021-10-16    RAS profile: 2021-05-27    
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Relations with other researchers


Works with:

Ambrocio, Gene (3)

Ristolainen, Kim (2)

HASAN, IFTEKHAR (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Esa Jokivuolle.

Is cited by:

Melecký, Martin (4)

Buncic, Daniel (4)

Scheule, Harald (4)

Mayes, David (4)

Dietrich, Diemo (4)

Jakubík, Petr (3)

Milne, Alistair (3)

Davis, E (2)

Hakenes, Hendrik (2)

Schnabel, Isabel (2)

de Mendonça, Helder (2)

Cites to:

Suarez, Javier (16)

Repullo, Rafael (15)

Gordy, Michael (15)

Rajan, Raghuram (11)

Acharya, Viral (11)

Holmstrom, Bengt (10)

Gropp, Reint (9)

merton, robert (9)

Nikolov, Kalin (8)

Mendicino, Caterina (8)

Perraudin, William (7)

Main data


Where Esa Jokivuolle has published?


Journals with more than one article published# docs
Journal of Financial Stability4
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2

Recent works citing Esa Jokivuolle (2021 and 2020)


YearTitle of citing document
2020On the Dependence between Default Risk and Recovery Rates in Structural Models. (2020). Fermanian, Jean-David. In: Annals of Economics and Statistics. RePEc:adr:anecst:y:2020:i:140:p:45-82.

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2020Does Capital-Based Regulation Affect Bank Pricing Policy?. (2020). Rakovská, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2020/5.

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2021Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208.

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2021How much do non-performing loans hinder loan growth in Europe?. (2021). Viren, Matti ; Tolo, Eero. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001264.

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2020Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default. (2020). Andreeva, Galina ; Crook, Jonathan ; Wang, Zheqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:725-738.

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2020Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300218.

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2021Reserve requirements and financial stability. (2021). Glocker, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000056.

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2021What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Delpachitra, Sarath ; Yu, Xiao ; Cottrell, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564.

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2021What determines interest rates for bitcoin lending?. (2021). Ba, Shusong ; Hou, Xinyu ; Zhang, Shuai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000647.

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2020Comparison study of two-step LGD estimation model with probability machines. (2020). Tanoue, Yuta ; Nagahata, Hideaki ; Yamashita, Satoshi. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:3:d:10.1057_s41283-020-00059-y.

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2021A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations. (2021). Wang, Mingzheng ; Zhang, Xiaohui ; Yan, Dawen. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03571-2.

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2021Incentive mechanism to prevent moral hazard in online supply chain finance. (2021). Peng, Ying ; Lin, Qiang. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:2:d:10.1007_s10660-019-09385-0.

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2021System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:192021.

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Esa Jokivuolle has edited the books:


YearTitleTypeCited

Works by Esa Jokivuolle:


YearTitleTypeCited
2003Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan?to?value Ratios In: European Financial Management.
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article35
1990Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen In: Research Discussion Papers.
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paper0
1994Short-selling restrictions, strategic stock holdings and index futures markets in Finland In: Research Discussion Papers.
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paper2
2000A model for estimating recovery rates and collateral haircuts for bank loans In: Research Discussion Papers.
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paper11
2000Informed trading, short sales constraints and futures pricing In: Research Discussion Papers.
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paper1
2000Informed Trading, Short Sales Constraints, and Futures Pricing.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 1
paper
2001The New Basel accord : Some potential implications of the new standards for credit risk In: Research Discussion Papers.
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paper7
2001A value-at-risk approach to banks capital buffers : An application to the new Basel Accord In: Research Discussion Papers.
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paper2
2003Simulation-based stress testing of banks regulatory capital adequacy In: Research Discussion Papers.
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paper17
2004Simulation-based stress testing of banks’ regulatory capital adequacy.(2004) In: Finance.
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This paper has another version. Agregated cites: 17
paper
2004Trading Nokia : the roles of the Helsinki vs the New York stock exchanges In: Research Discussion Papers.
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paper3
2006Rating targeting and the confidence levels implicit in bank capital In: Research Discussion Papers.
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paper0
2007Portfolio effects and efficiency of lending under Basel II In: Research Discussion Papers.
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paper3
2007GDP at risk in a DSGE model : an application to banking sector stress testing In: Research Discussion Papers.
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paper2
2008Macro-model-based stress testing of Basel II requirements In: Research Discussion Papers.
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paper4
2009Credit allocation, capital requirements and procyclicality In: Research Discussion Papers.
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paper3
2009Transmission of macro shocks to loan losses in a deep crisis: the case of Finland In: Research Discussion Papers.
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paper0
2010Credit allocation, capital requirements and output In: Research Discussion Papers.
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paper0
2011Leverage ratio requirement and credit allocation and bank stability In: Research Discussion Papers.
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paper3
201399.9% - really? In: Research Discussion Papers.
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paper0
2014Bankers compensation: : Sprint swimming in short bonus pools? In: Research Discussion Papers.
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paper0
2014What drives loan losses in Europe? In: Research Discussion Papers.
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paper1
2014Do private signals of a bank s creditworthiness predict the bank s CDS price? : Evidence from the Eurosystems overnight loan rates In: Research Discussion Papers.
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paper0
2015Bonus caps, deferrals and bankers risk-taking In: Research Discussion Papers.
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paper0
2015Why are bank runs sometimes partial? In: Research Discussion Papers.
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paper0
2015Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans In: Research Discussion Papers.
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paper0
2017Should bank capital requirements be less risk-sensitive because of credit constraints? In: Research Discussion Papers.
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paper0
2018Testing the systemic risk differences in banks In: Research Discussion Papers.
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paper0
2019Has banks monitoring of other banks strengthened post-crisis? Evidence from the European overnight market In: Research Discussion Papers.
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paper0
2020Are bank capital requirements optimally set? Evidence from researchers’ views In: Research Discussion Papers.
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paper1
2020Are bank capital requirements optimally set? Evidence from researchers’ views.(2020) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 1
article
2019Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme In: ifo DICE Report.
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article0
1995Measuring True Stock Index Value in the Presence of Infrequent Trading In: Journal of Financial and Quantitative Analysis.
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article16
2014Does a leverage ratio requirement increase bank stability? In: Working Paper Series.
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paper10
2014Does a leverage ratio requirement increase bank stability?.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 10
article
2015Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem In: Working Paper Series.
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paper1
2017Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem.(2017) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 1
article
2015Why is credit-to-GDP a good measure for setting countercyclical capital buffers? In: Journal of Financial Stability.
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article15
2010Special issue: Housing markets--a shelter from the storm or cause of the storm? In: Journal of Financial Stability.
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article0
2013Cyclical default and recovery in stress testing loan losses In: Journal of Financial Stability.
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article11
2004Simulation based stress tests of banks regulatory capital adequacy In: Journal of Banking & Finance.
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article44
2014Why Do We Need Countercyclical Capital Requirements? In: Journal of Financial Services Research.
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article4
2019Cross-border loan portfolio diversification, capital requirements, and the European Banking Union In: BoF Economics Review.
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paper0

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