Esa Jokivuolle : Citation Profile


Are you Esa Jokivuolle?

Suomen Pankki

10

H index

12

i10 index

339

Citations

RESEARCH PRODUCTION:

11

Articles

32

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 11
   Journals where Esa Jokivuolle has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 7 (2.02 %)

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   Permalink: http://citec.repec.org/pjo118
   Updated: 2024-01-16    RAS profile: 2021-05-27    
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Relations with other researchers


Works with:

Ambrocio, Gene (2)

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:

Hodula, Martin (10)

Kolcunová, Dominika (6)

Malovana, Simona (6)

Gric, Zuzana (6)

Ristolainen, Kim (5)

Scheule, Harald (4)

Jakubík, Petr (4)

Crowley, Patrick (4)

Drumond, Ines (4)

Melecký, Martin (4)

Dietrich, Diemo (4)

Cites to:

Suarez, Javier (22)

Repullo, Rafael (19)

Gordy, Michael (18)

Acharya, Viral (13)

Nikolov, Kalin (12)

Mendicino, Caterina (12)

Ongena, Steven (11)

Rajan, Raghuram (11)

merton, robert (11)

HASAN, IFTEKHAR (11)

Holmstrom, Bengt (10)

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 (2024 and 2023)


YearTitle of citing document
2023What 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.

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2023Accounting 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.

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2023Credit 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.

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2023Knowledge 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.

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2023Bail-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.

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2023Macroprudential 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.

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2023Non-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.

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2023The 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.

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2023Does 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.

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2023The importance of deposit insurance credibility. (2023). Bonfim, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300122x.

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2023Macroprudential 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.

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2023The 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.

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2023Innovative 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.

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2023Effects 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.

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2023Regulation with Externalities and Misallocation in General Equilibrium. (2023). Schaab, Andreas ; Clayton, Christopher. In: TSE Working Papers. RePEc:tse:wpaper:128146.

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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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article44
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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paper19
2000Informed trading, short sales constraints and futures pricing In: Research Discussion Papers.
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paper2
2001The New Basel accord : Some potential implications of the new standards for credit risk In: Research Discussion Papers.
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paper9
2001A value-at-risk approach to banks capital buffers : An application to the new Basel Accord In: Research Discussion Papers.
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paper6
2003Simulation-based stress testing of banks regulatory capital adequacy In: Research Discussion Papers.
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paper7
2004Trading Nokia : the roles of the Helsinki vs the New York stock exchanges In: Research Discussion Papers.
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paper6
2006Rating targeting and the confidence levels implicit in bank capital In: Research Discussion Papers.
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paper1
2007Portfolio effects and efficiency of lending under Basel II In: Research Discussion Papers.
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paper4
2007GDP at risk in a DSGE model : an application to banking sector stress testing In: Research Discussion Papers.
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paper5
2008Macro-model-based stress testing of Basel II requirements In: Research Discussion Papers.
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paper5
2009Credit allocation, capital requirements and procyclicality In: Research Discussion Papers.
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paper5
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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paper7
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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paper1
2014What drives loan losses in Europe? In: Research Discussion Papers.
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paper2
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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paper2
2015Bonus caps, deferrals and bankers risk-taking In: Research Discussion Papers.
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paper12
2015Why are bank runs sometimes partial? In: Research Discussion Papers.
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paper10
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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paper2
2018Testing the systemic risk differences in banks In: Research Discussion Papers.
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paper2
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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paper10
2019Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme In: ifo DICE Report.
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article2
1995Measuring True Stock Index Value in the Presence of Infrequent Trading In: Journal of Financial and Quantitative Analysis.
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article20
2014Does a leverage ratio requirement increase bank stability? In: Working Paper Series.
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paper16
2014Does a leverage ratio requirement increase bank stability?.(2014) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 16
article
2015Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem In: Working Paper Series.
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paper4
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 nother version. Agregated cites: 4
article
2015Why is credit-to-GDP a good measure for setting countercyclical capital buffers? In: Journal of Financial Stability.
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article26
2020Are bank capital requirements optimally set? Evidence from researchers’ views In: Journal of Financial Stability.
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article10
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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article14
2004Simulation based stress tests of banks regulatory capital adequacy In: Journal of Banking & Finance.
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article57
2000Informed Trading, Short Sales Constraints, and Futures Pricing In: SSE/EFI Working Paper Series in Economics and Finance.
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paper2
2014Why Do We Need Countercyclical Capital Requirements? In: Journal of Financial Services Research.
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article7
2004Simulation-based stress testing of banks’ regulatory capital adequacy In: Finance.
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paper16
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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