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A model for estimating recovery rates and collateral haircuts for bank loans

Jokivuolle, Esa; Peura, Samu - 2000

Persistent link: https://www.econbiz.de/10001456828

Pricing European options on autocorrelated indexes

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

Persistent link: https://www.econbiz.de/10001355579

Measuring true stock index value in the presence of infrequent trading

Jokivuolle, Esa - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 455-464

Persistent link: https://www.econbiz.de/10001217159

Pricing of options on an index containing stale prices

Jokivuolle, Esa - 1994

Persistent link: https://www.econbiz.de/10000887558

Stock price adjustment under short-selling restriction : evidence from nonlinear time series tests

Jokivuolle, Esa; Lanne, Markku - 1995

Persistent link: https://www.econbiz.de/10000926351

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/10000898769

Valuation of differential dividend rights of dual-class shares

Jokivuolle, Esa - 1996

Persistent link: https://www.econbiz.de/10000934999

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

Jokivuolle, Esa; Lanne, Markku - 1997

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

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

Portfolio Effects and Efficiency of Lending under Basel II

Jokivuolle, Esa; Vesala, Timo - 2007

Although beneficial allocational effects have been a central motivation for the Basel II capital adequacy reform, the interaction of these effects with Basel II's procyclical impact has been less discussed. In this paper, we investigate the effect of Basel II on the efficiency of bank lending....

Persistent link: https://www.econbiz.de/10014223914