Access Statistics for Esa Jokivuolle

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
99.9% - really? 0 0 1 51 8 13 20 123
A model for estimating recovery rates and collateral haircuts for bank loans 0 1 2 172 0 5 16 442
A value-at-risk approach to banks' capital buffers: An application to the new Basel Accord 0 0 0 57 2 3 5 134
Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans 0 0 4 34 1 1 8 63
Bankers' compensation:: Sprint swimming in short bonus pools? 0 0 1 22 0 0 8 71
Bonus caps, deferrals and bankers' risk-taking 0 0 4 39 1 7 16 77
Credit allocation, capital requirements and output 0 0 0 41 0 0 3 94
Credit allocation, capital requirements and procyclicality 0 0 1 83 0 0 4 167
Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem 0 0 0 8 1 2 10 40
Do private signals of a bank s creditworthiness predict the bank s CDS price?: Evidence from the Eurosystem's overnight loan rates 0 0 0 11 0 0 5 47
Does a leverage ratio requirement increase bank stability? 0 0 1 41 1 5 15 89
GDP at risk in a DSGE model: an application to banking sector stress testing 0 5 12 237 0 11 25 526
Informed Trading, Short Sales Constraints, and Futures' Pricing 0 0 0 330 1 1 6 1,415
Informed trading, short sales constraints and futures' pricing 0 0 0 13 0 2 10 99
Leverage ratio requirement and credit allocation and bank stability 0 0 1 156 0 2 9 241
Macro-model-based stress testing of Basel II requirements 0 0 1 283 0 0 6 549
Portfolio effects and efficiency of lending under Basel II 1 1 3 141 1 1 4 338
Rating targeting and the confidence levels implicit in bank capital 0 0 0 118 0 0 1 448
Short-selling restrictions, strategic stock holdings and index futures markets in Finland 0 0 0 1 0 0 11 14
Should bank capital requirements be less risk-sensitive because of credit constraints? 0 1 6 58 0 7 22 59
Simulation-based stress testing of banks' regulatory capital adequacy 0 0 1 102 2 2 7 245
Simulation-based stress testing of banks’ regulatory capital adequacy 0 0 2 1,832 0 0 8 4,336
Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen 0 0 0 0 0 0 3 4
Testing the systemic risk differences in banks 0 1 7 60 2 6 22 46
The New Basel accord: Some potential implications of the new standards for credit risk 0 0 1 43 1 1 7 144
Trading Nokia: the roles of the Helsinki vs the New York stock exchanges 0 0 0 38 3 9 26 451
Transmission of macro shocks to loan losses in a deep crisis: the case of Finland 0 0 0 37 0 0 2 100
What drives loan losses in Europe? 0 0 1 42 0 1 5 59
Why are bank runs sometimes partial? 1 1 2 27 2 8 17 63
Total Working Papers 2 10 51 4,077 26 87 301 10,484


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cyclical default and recovery in stress testing loan losses 0 1 5 29 0 2 11 122
Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem 0 0 1 4 0 3 23 43
Does a leverage ratio requirement increase bank stability? 0 2 6 58 0 6 23 171
Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan‐to‐value Ratios 1 3 7 200 2 4 18 487
Measuring True Stock Index Value in the Presence of Infrequent Trading 1 1 1 26 1 1 5 69
Simulation based stress tests of banks' regulatory capital adequacy 0 2 5 386 0 2 9 733
Special issue: Housing markets--a shelter from the storm or cause of the storm? 0 0 1 7 0 0 1 35
Why Do We Need Countercyclical Capital Requirements? 0 0 2 27 0 1 8 83
Why is credit-to-GDP a good measure for setting countercyclical capital buffers? 1 2 9 35 1 5 20 134
Total Journal Articles 3 11 37 772 4 24 118 1,877


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Chapters 0 0 0 0 0 0 0 0
1 registered items for which data could not be found


Statistics updated 2020-09-04