Details about Esa Jokivuolle

Access statistics for papers by Esa Jokivuolle.

Last updated 2021-05-27. Update your information in the RePEc Author Service.

Short-id: pjo118

Working Papers

2019

1. Cross-border loan portfolio diversification, capital requirements, and the European Banking Union
   BoF Economics Review, Bank of Finland

2015

2. Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem
   Working Paper Series, European Central Bank View citations (2)
   See also Journal Article Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem, Journal of Financial Intermediation, Elsevier (2017) View citations (3) (2017)

2014

3. Does a leverage ratio requirement increase bank stability?
   Working Paper Series, European Central Bank View citations (20)
   See also Journal Article Does a leverage ratio requirement increase bank stability?, Journal of Banking & Finance, Elsevier (2014) View citations (20) (2014)

2004

4. Simulation-based stress testing of banks’ regulatory capital adequacy
   Finance, University Library of Munich, Germany View citations (18)

2000

5. Informed Trading, Short Sales Constraints, and Futures' Pricing
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)

Journal Articles

2020

1. Are bank capital requirements optimally set? Evidence from researchers’ views
   Journal of Financial Stability, 2020, 50, (C) View citations (9)

2019

2. Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme
   ifo DICE Report, 2019, 17, (01), 21-25 View citations (2)

2017

3. Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem
   Journal of Financial Intermediation, 2017, 31, (C), 93-106 View citations (3)
   See also Working Paper Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem, Working Paper Series (2015) View citations (2) (2015)

2015

4. Why is credit-to-GDP a good measure for setting countercyclical capital buffers?
   Journal of Financial Stability, 2015, 18, (C), 117-126 View citations (28)

2014

5. Does a leverage ratio requirement increase bank stability?
   Journal of Banking & Finance, 2014, 39, (C), 240-254 View citations (20)
   See also Working Paper Does a leverage ratio requirement increase bank stability?, Working Paper Series (2014) View citations (20) (2014)
6. Why Do We Need Countercyclical Capital Requirements?
   Journal of Financial Services Research, 2014, 46, (1), 55-76 View citations (7)

2013

7. Cyclical default and recovery in stress testing loan losses
   Journal of Financial Stability, 2013, 9, (1), 139-149 View citations (15)

2010

8. Special issue: Housing markets--a shelter from the storm or cause of the storm?
   Journal of Financial Stability, 2010, 6, (4), 187-188

2004

9. Simulation based stress tests of banks' regulatory capital adequacy
   Journal of Banking & Finance, 2004, 28, (8), 1801-1824 View citations (60)

2003

10. Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan‐to‐value Ratios
    European Financial Management, 2003, 9, (3), 299-314 View citations (45)

1995

11. Measuring True Stock Index Value in the Presence of Infrequent Trading
    Journal of Financial and Quantitative Analysis, 1995, 30, (3), 455-464 View citations (20)

Edited books

2018

1. Shadow Banking: Financial Intermediation beyond Banks
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)

2015

2. Liquidity and Market Efficiency – Alive and well?
   SUERF Studies, SUERF - The European Money and Finance Forum