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 4 21 141
A high frequency assessment of the ECB securities markets programme 1 1 2 102 2 5 22 374
An Early Warning System for Macro-prudential Policy in France 0 0 0 97 1 5 34 201
An analytical framework to calibrate macroprudential policy 0 0 1 83 0 0 7 167
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 0 95 0 2 15 296
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 0 5 179 1 1 8 536
How Liquid are Markets? 0 0 0 0 0 3 4 26
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 331 1 9 24 1,436
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 37 0 2 15 141
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 3 6 82
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 2 5 80
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 2 9 313
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 125 0 2 9 443
Macroprudential policy: New challenges 0 0 0 1 0 1 6 16
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 1 5 10 365
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 0 3 6 164
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 0 1 4 84
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 0 1 73 0 2 11 147
Stock exchanges industry consolidation and shock transmission 0 0 0 32 1 7 13 268
Tails of Inflation Forecasts and Tales of Monetary Policy 1 2 11 210 4 12 57 452
Taking into account extreme events in European option pricing 0 0 0 0 1 4 10 26
The financial content of inflation risks in the euro area 0 0 0 83 0 3 11 123
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 0 2 5 42
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 0 4 19 354
Total Working Papers 2 3 21 1,897 13 84 331 6,277


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 3 15 224
Activation of countercyclical capital buffers in Europe: initial experiences 0 1 2 45 1 5 17 126
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 0 5 14 52
Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC 0 0 0 1 0 0 1 27
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 1 1 46 0 6 14 219
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 0 1 18
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 3 41
Les modèles fractals en finance 0 0 1 65 1 3 15 213
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 61 0 2 5 222
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 0 1 31 0 4 9 125
Macroprudential policy: New challenges 0 0 2 34 0 2 15 114
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 0 0 58 2 6 10 187
Mesurer l’excès de crédit avec le « gap bâlois »: pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique 1 3 4 96 2 5 15 313
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 1 1 25 0 4 7 114
Probability of informed trading on the euro overnight market rate 0 0 0 0 1 2 7 46
Reducing model risk in early warning systems for banking crises in the euro area 0 0 1 25 0 3 13 165
Reducing model risk in early warning systems for banking crises in the euro area 0 1 4 25 0 9 21 162
Taking into account extreme events in European option pricing 0 0 0 14 1 3 5 86
The financial content of inflation risks in the euro area 0 0 2 27 1 1 19 122
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 23 0 4 12 138
Total Journal Articles 1 7 20 614 9 68 218 2,714


Statistics updated 2026-06-04