Esa Jokivuolle : Citation Profile


Are you Esa Jokivuolle?

Suomen Pankki

7

H index

4

i10 index

150

Citations

RESEARCH PRODUCTION:

9

Articles

29

Papers

1

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   28 years (1990 - 2018). See details.
   Cites by year: 5
   Journals where Esa Jokivuolle has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (2.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo118
   Updated: 2018-12-08    RAS profile: 2018-08-20    
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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:

Melecký, Martin (4)

Mayes, David (4)

Buncic, Daniel (4)

Milne, Alistair (3)

Dietrich, Diemo (3)

Scheule, Harald (3)

Guender, Alfred (2)

Delis, Manthos (2)

Kumhof, Michael (2)

Theissen, Erik (2)

Athanasoglou, Panayiotis (2)

Cites to:

Gordy, Michael (14)

Repullo, Rafael (13)

Rajan, Raghuram (11)

Suarez, Javier (11)

Holmstrom, Bengt (10)

Gropp, Reint (8)

Perraudin, William (7)

merton, robert (7)

Acharya, Viral (7)

Marsh, Ian (6)

Drehmann, Mathias (6)

Main data


Where Esa Jokivuolle has published?


Journals with more than one article published# docs
Journal of Financial Stability3
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 (2018 and 2017)


YearTitle of citing document
2017Countercyclical prudential tools in an estimated DSGE model. (2017). PONCE, Jorge ; Garcia Cicco, Javier ; Frache, Serafin. In: Documentos de trabajo. RePEc:bku:doctra:2017001.

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2017House prices, lending standards, and the macroeconomy. (2017). Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_004.

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2018Getting better? The effect of the single supervisory mechanism on banks loan loss reporting and loan loss reserves. (2018). Ristolainen, Kim. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_011.

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2018Capital and Earnings Management: Evidence from Alternative Banking Business Models. (2018). Elnahass, Marwa ; Steele, Gerald ; Izzeldin, Marwan. In: The International Journal of Accounting. RePEc:eee:accoun:v:53:y:2018:i:1:p:20-32.

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2018Predicting loss severities for residential mortgage loans: A three-step selection approach. (2018). Scheule, Harald ; Rosch, Daniel ; Do, Hung Xuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:246-259.

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2018Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle. (2018). Hessou, Helyoth ; Lai, Van Son . In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:23-39.

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2017Is it obligor or instrument that explains recovery rate: Evidence from US corporate bond. (2017). Yao, Xiao ; Andreeva, Galina ; Crook, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:1-15.

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2018The impact of loan loss provisioning on bank capital requirements. (2018). Scheule, Harald ; Rosch, Daniel ; Kruger, Steffen . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:114-129.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2017Real effects of bank capital regulations: Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:217-228.

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2018Capital regulation with heterogeneous banks – Unintended consequences of a too strict leverage ratio. (2018). Barth, Andreas ; Seckinger, Christian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:455-465.

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2018Incentive compensation, accounting discretion and bank capital. (2018). Waggoner, Daniel ; Wall, Larry ; Koch, Timothy W. In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:119-140.

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2018Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market. (2018). Allahrakha, Meraj ; Munyan, Benjamin ; Cetina, Jill. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:34:y:2018:i:c:p:3-16.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2017Use of unit root methods in early warning of financial crises. (2017). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: ESRB Working Paper Series. RePEc:srk:srkwps:201745.

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2018Did Basel regulations cause a significant procyclicality?. (2018). Shimizu, Katsutoshi ; Ly, Kim Cuong. In: Working Papers. RePEc:swn:wpaper:2018-06.

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2017Countercyclical Prudential Tools in an Estimated DSGE Model. (2017). PONCE, Jorge ; Garcia Cicco, Javier ; Garcia-Cicco, Javier ; Frache, Serafin. In: Documentos de Trabajo (working papers). RePEc:ude:wpaper:0917.

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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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article22
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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paper8
2000Informed trading, short sales constraints and futures pricing In: Research Discussion Papers.
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paper2
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: 2
paper
2001The New Basel accord : Some potential implications of the new standards for credit risk In: Research Discussion Papers.
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paper6
2001A value-at-risk approach to banks capital buffers : An application to the new Basel Accord In: Research Discussion Papers.
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paper0
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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paper0
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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paper3
2009Credit allocation, capital requirements and procyclicality In: Research Discussion Papers.
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paper1
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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paper2
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
1995Measuring True Stock Index Value in the Presence of Infrequent Trading In: Journal of Financial and Quantitative Analysis.
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article15
2014Does a leverage ratio requirement increase bank stability? In: Working Paper Series.
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paper4
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: 4
article
2015Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem In: Working Paper Series.
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paper0
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: 0
article
2015Why is credit-to-GDP a good measure for setting countercyclical capital buffers? In: Journal of Financial Stability.
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article8
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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article8
2004Simulation based stress tests of banks regulatory capital adequacy In: Journal of Banking & Finance.
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article44
2014Introduction In: Chapters in SUERF Studies.
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chapter0
2014Why Do We Need Countercyclical Capital Requirements? In: Journal of Financial Services Research.
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article2

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