Esa Jokivuolle

Research output

Working papers

1. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers' views," Bank of Finland Research Discussion Papers 10/2020, Bank of Finland.
   • Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
2. Jokivuolle, Esa & Virén, Matti, 2019. "Cross-border loan portfolio diversification, capital requirements, and the European Banking Union," BoF Economics Review 3/2019, Bank of Finland.
3. Ambrocio, Gene & Jokivuolle, Esa, 2017. "Should bank capital requirements be less risk-sensitive because of credit constraints?," Bank of Finland Research Discussion Papers 10/2017, Bank of Finland.
4. Jokivuolle, Esa & Tölö, Eero & Virén, Matti, 2015. "Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem," Working Paper Series 1809, European Central Bank.
   • Tölö, Eero & Jokivuolle, Esa & Virén, Matti, 2017. "Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem," Journal of Financial Intermediation, Elsevier, vol. 31(C), pages 93-106.
5. Kiema, Ilkka & Jokivuolle, Esa, 2015. "Why are bank runs sometimes partial?," Bank of Finland Research Discussion Papers 10/2015, Bank of Finland.
6. Jokivuolle, Esa & Keppo, Jussi & Yuan, Xuchuan, 2015. "Bonus caps, deferrals and bankers' risk-taking," Bank of Finland Research Discussion Papers 5/2015, Bank of Finland.
7. Jokivuolle, Esa & Pesola, Jarmo & Virén, Matti, 2014. "What drives loan losses in Europe?," Bank of Finland Research Discussion Papers 6/2014, Bank of Finland.
8. Kiema, Ilkka & Jokivuolle, Esa, 2014. "Does a leverage ratio requirement increase bank stability?," Working Paper Series 1676, European Central Bank.
   • Kiema, Ilkka & Jokivuolle, Esa, 2014. "Does a leverage ratio requirement increase bank stability?," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 240-254.
9. Kiema, Ilkka & Jokivuolle, Esa, 2011. "Leverage ratio requirement and credit allocation and bank stability," Bank of Finland Research Discussion Papers 10/2011, Bank of Finland.
10. Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2010. "Credit allocation, capital requirements and output," Bank of Finland Research Discussion Papers 17/2010, Bank of Finland.
11. Jokivuolle, Esa & Virén, Matti & Vähämaa, Oskari, 2009. "Transmission of macro shocks to loan losses in a deep crisis: the case of Finland," Bank of Finland Research Discussion Papers 26/2009, Bank of Finland.
12. Jokivuolle, Esa & Kilponen, Juha & Kuusi, Tero, 2007. "GDP at risk in a DSGE model: an application to banking sector stress testing," Bank of Finland Research Discussion Papers 26/2007, Bank of Finland.
13. Jokivuolle, Esa & Vesala, Timo, 2007. "Portfolio effects and efficiency of lending under Basel II," Bank of Finland Research Discussion Papers 13/2007, Bank of Finland.
14. Samu Peura & Esa Jokivuolle, 2004. "Simulation-based stress testing of banks’ regulatory capital adequacy," Finance 0405003, University Library of Munich, Germany.
15. Jokivuolle, Esa & Peura, Samu, 2001. "A value-at-risk approach to banks' capital buffers: An application to the new Basel Accord," Bank of Finland Research Discussion Papers 15/2001, Bank of Finland.
16. Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö, 2000. "Informed Trading, Short Sales Constraints, and Futures' Pricing," SSE/EFI Working Paper Series in Economics and Finance 366, Stockholm School of Economics.
17. Jokivuolle, Esa & Peura, Samu, 2000. "A model for estimating recovery rates and collateral haircuts for bank loans," Bank of Finland Research Discussion Papers 2/2000, Bank of Finland.
18. Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö, 1994. "Short-selling restrictions, strategic stock holdings and index futures markets in Finland," Bank of Finland Research Discussion Papers 19/1994, Bank of Finland.
19. Jokivuolle, Esa, 1990. "Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen," Bank of Finland Research Discussion Papers 13/1990, Bank of Finland.
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Articles

1. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
   • Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers' views," Bank of Finland Research Discussion Papers 10/2020, Bank of Finland.
2. Esa Jokivuolle & George Pennacchi, 2019. "Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 21-25, May.
3. Tölö, Eero & Jokivuolle, Esa & Virén, Matti, 2017. "Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem," Journal of Financial Intermediation, Elsevier, vol. 31(C), pages 93-106.
   • Jokivuolle, Esa & Tölö, Eero & Virén, Matti, 2015. "Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem," Working Paper Series 1809, European Central Bank.
4. Jokivuolle, Esa & Pesola, Jarmo & Viren, Matti, 2015. "Why is credit-to-GDP a good measure for setting countercyclical capital buffers?," Journal of Financial Stability, Elsevier, vol. 18(C), pages 117-126.
5. Kiema, Ilkka & Jokivuolle, Esa, 2014. "Does a leverage ratio requirement increase bank stability?," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 240-254.
   • Kiema, Ilkka & Jokivuolle, Esa, 2014. "Does a leverage ratio requirement increase bank stability?," Working Paper Series 1676, European Central Bank.
6. Esa Jokivuolle & Ilkka Kiema & Timo Vesala, 2014. "Why Do We Need Countercyclical Capital Requirements?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(1), pages 55-76, August.
7. Jokivuolle, Esa & Virén, Matti, 2013. "Cyclical default and recovery in stress testing loan losses," Journal of Financial Stability, Elsevier, vol. 9(1), pages 139-149.
8. Jokivuolle, Esa, 2010. "Special issue: Housing markets--a shelter from the storm or cause of the storm?," Journal of Financial Stability, Elsevier, vol. 6(4), pages 187-188, December.
9. Peura, Samu & Jokivuolle, Esa, 2004. "Simulation based stress tests of banks' regulatory capital adequacy," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1801-1824, August.
10. Esa Jokivuolle & Samu Peura, 2003. "Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan‐to‐value Ratios," European Financial Management, European Financial Management Association, vol. 9(3), pages 299-314, September.
11. Jokivuolle, Esa, 1995. "Measuring True Stock Index Value in the Presence of Infrequent Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(3), pages 455-464, September.

Chapters

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Books

1. Tobias Adrian & Edouard Chrétien & Michael Chui & Saskia de Vries-van Ewijk & Christoph Fricke & Daniel Fricke & Seppo Honkapohja & Jiasun Li & Victor Lyonnet & Stan Maes & Patrizio Morganti & Daniéle, 2018. "Shadow Banking: Financial Intermediation beyond Banks," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/1 edited by Esa Jokivuolle, May.
2. Peter Fisher & Petri Jylhä & Jussi Keppo & Erkki Liikanen & George G. Pennacchi, 2015. "Liquidity and Market Efficiency – Alive and well?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/3 edited by Esa Jokivuolle & Jouko Vilmunen, May.