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 24 0 0 12 118
A high frequency assessment of the ECB securities markets programme 0 0 0 98 1 1 18 341
An Early Warning System for Macro-prudential Policy in France 0 1 2 96 1 3 10 160
An analytical framework to calibrate macroprudential policy 0 1 4 73 2 3 9 139
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 0 93 0 1 2 272
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 1 1 2 174 1 1 2 527
How Liquid are Markets? 0 0 0 0 0 0 1 21
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 330 0 0 2 1,407
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 1 36 0 0 2 116
Liquidity Problems in the FX Liquid Market 0 0 0 45 0 0 0 74
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 0 0 72
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 0 2 297
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 1 123 0 0 2 428
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 0 1 3 351
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 0 0 0 154
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 0 1 4 79
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 0 0 70 0 1 1 131
Stock exchanges industry consolidation and shock transmission 0 0 1 31 0 0 1 253
Tails of Inflation Forecasts and Tales of Monetary Policy 7 12 30 177 13 22 75 320
Taking into account extreme events in European option pricing 0 0 0 0 0 0 0 16
The financial content of inflation risks in the euro area 0 0 0 82 0 1 4 109
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 0 1 2 34
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 0 1 1 330
Total Working Papers 8 15 42 1,830 18 37 153 5,749


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 1 1 6 26 1 4 38 191
Activation of countercyclical capital buffers in Europe: initial experiences 1 2 5 31 3 4 14 91
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 0 0 1 17
Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC 0 0 0 1 0 0 4 24
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 1 1 5 41 1 4 16 181
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 1 1 1 2 1 1 1 16
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 1 1 37
Les modèles fractals en finance 0 0 2 61 2 2 12 186
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 1 61 0 0 1 212
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 0 5 22 0 0 16 102
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 1 2 56 0 2 6 174
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 0 0 23 0 0 3 104
Probability of informed trading on the euro overnight market rate 0 0 0 0 0 1 1 38
Reducing model risk in early warning systems for banking crises in the euro area 0 0 9 22 0 5 21 147
Reducing model risk in early warning systems for banking crises in the euro area 0 1 5 19 0 1 10 132
Taking into account extreme events in European option pricing 0 0 0 13 0 1 1 77
The financial content of inflation risks in the euro area 0 0 4 24 0 1 8 87
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 23 0 0 1 120
Total Journal Articles 4 7 45 431 8 27 155 1,936


Statistics updated 2023-11-05