Access Statistics for Julien Idier

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A high frequency assessment of the ECB Securities Markets Programme 0 0 1 25 1 1 19 145
A high frequency assessment of the ECB securities markets programme 0 0 1 102 0 2 23 376
An Early Warning System for Macro-prudential Policy in France 0 0 0 97 0 0 32 201
An analytical framework to calibrate macroprudential policy 0 0 1 83 1 1 7 169
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 0 95 0 0 15 297
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 0 4 179 0 1 8 537
How Liquid are Markets? 0 0 0 0 1 1 4 27
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 331 1 6 30 1,442
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 37 1 3 18 145
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 3 10 86
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 0 5 80
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 0 8 313
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 125 1 1 9 445
Macroprudential policy: New challenges 0 0 0 1 0 0 5 16
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 0 0 10 365
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 1 2 8 166
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 0 2 6 86
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 0 1 73 0 1 12 148
Stock exchanges industry consolidation and shock transmission 0 0 0 32 0 0 13 268
Tails of Inflation Forecasts and Tales of Monetary Policy 1 2 10 212 2 5 46 459
Taking into account extreme events in European option pricing 0 0 0 0 0 0 9 26
The financial content of inflation risks in the euro area 0 0 0 83 0 1 11 124
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 1 3 8 45
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 0 0 17 354
Total Working Papers 1 2 18 1,899 10 33 333 6,320


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A High-Frequency assessment of the ECB Securities Markets Programme 0 0 1 30 0 1 17 226
Activation of countercyclical capital buffers in Europe: initial experiences 0 0 2 46 0 2 14 129
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 0 0 11 52
Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC 0 0 0 1 0 0 0 27
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 1 1 2 47 2 2 17 222
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 2 0 1 2 19
Les déterminants des taux d’intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 4 0 0 3 41
Les modèles fractals en finance 0 0 2 66 0 1 16 215
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 61 0 0 4 222
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 0 1 31 1 3 11 128
Macroprudential policy: New challenges 0 0 2 34 0 0 11 114
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 0 0 58 0 0 9 187
Mesurer l’excès de crédit avec le « gap bâlois »: pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique 0 0 3 96 0 4 15 317
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 0 1 25 0 1 8 115
Probability of informed trading on the euro overnight market rate 0 0 0 0 0 1 8 47
Reducing model risk in early warning systems for banking crises in the euro area 0 0 0 25 0 1 11 166
Reducing model risk in early warning systems for banking crises in the euro area 0 0 2 25 0 0 16 162
Taking into account extreme events in European option pricing 0 0 0 14 1 3 8 89
The financial content of inflation risks in the euro area 0 0 0 27 0 2 15 124
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 1 1 24 0 1 11 139
Total Journal Articles 1 2 17 618 4 23 207 2,741


Statistics updated 2026-10-11