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Financial options and futures markets in Finland

Jokivuolle, Esa - In: Bulletin / Bank of Finland 64 (1990) 4, pp. 9-14

Persistent link: https://www.econbiz.de/10001085880

A value-at-risk approach to banks' capital buffers : an application to the new Basel accord

Jokivuolle, Esa; Peura, Samu - 2001

Persistent link: https://www.econbiz.de/10001601790

Is lead-lag stronger under bad news? : Evidence from a complementary test

Jokivuolle, Esa; Lanne, Markku - 1997

Persistent link: https://www.econbiz.de/10000963925

Leverage ratio requirement, credit allocation and bank stability

Kiema, Ilkka; Jokivuolle, Esa - Suomen Pankki - 2011

We study the effects on credit allocation and bank stability of introducing a leverage ratio requirement (LRR) on top of risk-based capital requirements, as in Basel III. For the current 3% LRR, both low-risk and high-risk loan rates and volumes remain essentially unchanged, because banks...

Persistent link: https://www.econbiz.de/10009003108

Short-selling restrictions, strategic stock holdings and index futures markets in Finland

Hietala, Pekka T.; Jokivuolle, Esa; Koskinen, Yrjö - 1994

Persistent link: https://www.econbiz.de/10000146920

Simulation based stress tests of banks' regulatory capital adequacy

Peura, Samu; Jokivuolle, Esa - In: Journal of banking & finance 28 (2004) 8, pp. 1801-1824

Persistent link: https://www.econbiz.de/10005883593

PRICING EUROPEAN OPTIONS ON AUTOCORRELATED INDEXES - Reported daily returns for equity indexes are often found to exhibit positive autocorrelation due to the infrequent trading of less liquid stocks. This is true of broad indexes in liquid markets, but especially so for indexes of smaller stocks in less active markets. Autocorrelation in the measured index that is not dealt with properly leads ...

Jokivuolle, Esa - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 39-52

Persistent link: https://www.econbiz.de/10007346976

Jokivuolle, Esa - In: The journal of derivatives : the official publication … 19980, pp. 39-52

Persistent link: https://www.econbiz.de/10007374519

Financial options and futures markets in Finland

Jokivuolle, Esa; Koskinen, Yrjö - In: Bulletin / Bank of Finland 64 (1990) 4, pp. 9-14

Persistent link: https://www.econbiz.de/10009906304

Pressure for changes in capital adequacy regulation of banks

Jokivuolle, Esa; Vauhkonen, Jukka - In: Bulletin / Bank of Finland 83 (2009) 2, pp. 37-46

Persistent link: https://www.econbiz.de/10009906592

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