11
H index
12
i10 index
349
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 (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006871. Full description at Econpapers || Download paper |
| 2024 | The leverage ratio, risk-taking and bank stability. (2024). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301364. Full description at Econpapers || Download paper |
| 2024 | Banks incentive pay, diversification and systemic risk. (2024). Zhao, Shuo ; Castiglionesi, Fabio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002139. Full description at Econpapers || Download paper |
Esa Jokivuolle has edited the books:
| Year | Title | Type | Cited |
|---|
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 | 45 |
| 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 | 11 |
| 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 | 19 |
| 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: 19 | 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 | 28 |
| 2020 | Are bank capital requirements optimally set? Evidence from researchers’ views In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 11 |
| 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 | 58 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team