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Search works, persons, organizations and subjects:
Jokivuolle, Esa
URI:
http://urn.fi/URN:NBN:fi:au:pn:000068085
name
Jokivuolle, Esa
Authored works
A model for estimating recovery rates and collateral haircuts for bank loans
A value-at-risk approach to banks' capital buffers : an application to the new Basel Accord
Is lead-lag stronger under bad news? : evidence from a complementary test
Measuring true stock index value in the presence of infrequent trading
Pricing of options on an index containing stale prices
Stock price adjustment under short-selling restrictions : evidence from nonlinear time series tests
Suomalaisten FOX-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen
The new Basel accord, some potential implications of the new standards for credit risk
Trading Nokia : the roles of the Helsinki vs the New York stock exchanges
Valuation of differential dividend rights of dual-class shares
Works contributed to
Informed trading, short sales constraints and futures' pricing
Short-selling restrictions, strategic stock holdings and index futures markets in Finland
Simulation-based stress testing of banks' regulatory capital adequacy
Works about Jokivuolle, Esa
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