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 1 1 25 3 10 17 136
A high frequency assessment of the ECB securities markets programme 0 0 2 101 9 12 16 366
An Early Warning System for Macro-prudential Policy in France 0 0 0 97 15 24 31 195
An analytical framework to calibrate macroprudential policy 0 1 1 83 0 4 12 167
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 1 95 7 10 16 293
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 1 2 176 1 3 5 532
How Liquid are Markets? 0 0 0 0 0 0 1 23
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 1 331 6 9 18 1,426
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 1 37 5 9 14 138
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 3 3 79
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 2 2 3 77
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 2 4 8 309
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 1 125 1 5 9 441
Macroprudential policy: New challenges 0 0 0 1 2 2 3 13
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 2 3 6 359
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 1 2 5 161
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 1 2 4 83
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 1 1 73 5 8 9 144
Stock exchanges industry consolidation and shock transmission 0 0 0 32 3 5 7 261
Tails of Inflation Forecasts and Tales of Monetary Policy 0 5 9 207 6 19 50 436
Taking into account extreme events in European option pricing 0 0 0 0 2 5 6 22
The financial content of inflation risks in the euro area 0 0 1 83 5 7 11 120
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 2 3 4 40
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 7 13 18 350
Total Working Papers 0 9 21 1,890 87 164 276 6,171


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 1 1 30 3 7 13 218
Activation of countercyclical capital buffers in Europe: initial experiences 0 0 7 44 3 6 19 121
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 2 5 16 47
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 0 2 45 2 6 13 211
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 2 1 1 2 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 1 1 2 40
Les modèles fractals en finance 0 0 0 64 6 9 11 209
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 61 1 1 3 219
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 1 1 31 1 2 5 120
Macroprudential policy: New challenges 0 0 2 32 1 5 14 109
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 0 1 58 1 1 4 180
Mesurer l’excès de crédit avec le « gap bâlois »: pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique 0 0 1 93 0 3 13 305
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 0 0 24 2 2 3 110
Probability of informed trading on the euro overnight market rate 0 0 0 0 3 4 4 43
Reducing model risk in early warning systems for banking crises in the euro area 0 0 2 25 0 6 10 161
Reducing model risk in early warning systems for banking crises in the euro area 0 1 3 24 1 5 13 151
Taking into account extreme events in European option pricing 0 0 0 14 0 1 4 83
The financial content of inflation risks in the euro area 0 0 2 27 5 8 20 118
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 23 3 6 9 134
Total Journal Articles 0 3 22 604 36 79 179 2,624


Statistics updated 2026-02-12