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 0 24 6 6 8 126
A high frequency assessment of the ECB securities markets programme 0 1 3 101 0 1 9 353
An Early Warning System for Macro-prudential Policy in France 0 0 1 97 0 2 6 169
An analytical framework to calibrate macroprudential policy 0 0 4 82 0 1 13 162
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 1 95 0 1 6 282
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 0 1 175 0 0 2 529
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 0 0 4 1,412
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 1 37 0 1 6 127
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 0 1 76
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 0 1 75
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 1 6 305
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 1 125 1 2 5 436
Macroprudential policy: New challenges 0 0 0 1 0 1 3 11
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 0 0 3 355
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 0 0 3 158
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 0 0 1 80
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 0 0 72 0 0 1 136
Stock exchanges industry consolidation and shock transmission 0 0 0 32 0 0 1 255
Tails of Inflation Forecasts and Tales of Monetary Policy 1 2 9 202 10 15 47 413
Taking into account extreme events in European option pricing 0 0 0 0 0 0 1 17
The financial content of inflation risks in the euro area 0 0 1 83 0 0 4 113
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 0 2 7 337
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 0 0 3 37
Total Working Papers 1 3 23 1,881 17 33 142 5,987


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 29 0 0 9 209
Activation of countercyclical capital buffers in Europe: initial experiences 0 0 10 44 0 5 16 115
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 2 3 13 41
Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC 0 0 0 1 1 1 2 27
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 3 45 0 0 13 205
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 17
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 0 38
Les modèles fractals en finance 0 0 1 64 0 1 5 199
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 61 0 1 4 218
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 0 1 30 0 0 6 117
Macroprudential policy: New challenges 0 0 4 32 1 3 17 103
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 0 2 58 0 1 3 178
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 93 0 2 14 302
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 0 1 24 0 0 3 107
Probability of informed trading on the euro overnight market rate 0 0 0 0 0 0 1 39
Reducing model risk in early warning systems for banking crises in the euro area 0 1 2 23 0 2 9 146
Reducing model risk in early warning systems for banking crises in the euro area 0 0 2 25 0 2 5 155
Taking into account extreme events in European option pricing 0 0 0 14 0 0 2 81
The financial content of inflation risks in the euro area 1 1 2 27 4 5 16 109
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 23 0 2 6 128
Total Journal Articles 1 2 32 601 8 28 145 2,534


Statistics updated 2025-10-06