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Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen
Jokivuolle, Esa - 1990
Persistent link: https://www.econbiz.de/10000807597
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Nonlinear dynamics of interest rate and inflation
Lanne, Markku - 2002
Persistent link: https://www.econbiz.de/10001699752
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Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift
Lanne, Markku - 1999
Persistent link: https://www.econbiz.de/10001434011
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Short-selling restrictions, strategic stock holdings and index futures markets in Finland
Hietala, Pekka; Jokivuolle, Esa; Koskinen, Yrjö - 1994
Persistent link: https://www.econbiz.de/10000146920
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Transmission of macro shocks to loan losses in a deep crisis : the case of Finland
Jokivuolle, Esa; Virén, Matti E. E.; Vähämaa, Oskari - 2009
Persistent link: https://www.econbiz.de/10003892587
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GDP at risk in a DSGE model : an application to banking sector stress testing
Jokivuolle, Esa (contributor); Kilponen, Juha (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003603945
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Portfolio effects and efficiency of lending under Basel II
Jokivuolle, Esa (contributor); Vesala, Timo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003543930
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Leverage ratio requirement, credit allocation and bank stability
Kiema, Ilka; Jokivuolle, Esa - 2011
Persistent link: https://www.econbiz.de/10008987553
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What drives loan losses in Europe?
Jokivuolle, Esa; Pesola, Jarmo; Virén, Matti E. E. - 2014
Persistent link: https://www.econbiz.de/10010237763
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Bankers' compensation : sprint swimming in short bonus pools?
Jokivuolle, Esa; Keppo, Jussi - 2014
Persistent link: https://www.econbiz.de/10010237771