Have Too-Big-to-Fail Expectations Diminished? Evidence from the European Overnight Interbank Market von Tölö, Eero, Jokivuolle, Esa, Viren, Matti

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Does a leverage ratio requirement increase bank stability? von Kiema, Ilkka, Jokivuolle, Esa

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Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios von Jokivuolle, Esa, Peura, Samu

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Corrigendum to “Why is credit-to-GDP a good measure for setting countercyclical capital buffers?” [J. Financ. Stab. 18 (2015) 117–126] von Jokivuolle, Esa, Pesola, Jarmo, Viren, Matti

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Are bank capital requirements optimally set? Evidence from researchers’ views von Ambrocio, Gene, Hasan, Iftekhar, Jokivuolle, Esa, Ristolainen, Kim

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Why is credit-to-GDP a good measure for setting countercyclical capital buffers? von Jokivuolle, Esa, Pesola, Jarmo, Viren, Matti

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Special issue: Housing markets—a shelter from the storm or cause of the storm? von Jokivuolle, Esa

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Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem von Tölö, Eero, Jokivuolle, Esa, Virén, Matti

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Why Do We Need Countercyclical Capital Requirements? von Jokivuolle, Esa, Kiema, Ilkka, Vesala, Timo

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Cyclical default and recovery in stress testing loan losses von Jokivuolle, Esa, Virén, Matti

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Simulation based stress tests of banks' regulatory capital adequacy von Peura, Samu, Jokivuolle, Esa

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Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme von Jokivuolle, Esa, Pennacchi, George

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Measuring True Stock Index Value in the Presence of Infrequent Trading von Jokivuolle, Esa

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Financial options and futures markets von Jokivuolle, Esa, Koskinen, Yrjö

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Financial markets in Finland von Malkamäki, Markku, Solttila, Heikki, Nyberg, Peter, Kontulainen, Jarmo, Jokivuolle, Esa, Koskinen, Yrjö, Suvanto, Antti, Aranko, Jorma, Jännäri, K V, Ahlstedt, Monica, Laajanen, Pekka, Pylkkönen, Pertti, Laakso, Jyrki, Puntila, Markku

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