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 3 4 20 140
A high frequency assessment of the ECB securities markets programme 0 0 2 101 3 6 21 372
An Early Warning System for Macro-prudential Policy in France 0 0 0 97 4 5 33 200
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 1 3 15 296
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 3 5 179 0 3 7 535
How Liquid are Markets? 0 0 0 0 3 3 4 26
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 331 7 9 23 1,435
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 37 2 3 15 141
Liquidity Problems in the FX Liquid Market 0 0 0 46 3 3 6 82
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 2 3 5 80
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 1 4 10 313
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 125 2 2 9 443
Macroprudential policy: New challenges 0 0 0 1 1 3 6 16
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 4 5 9 364
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 2 3 6 164
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 1 1 4 84
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 0 1 73 1 3 11 147
Stock exchanges industry consolidation and shock transmission 0 0 0 32 6 6 12 267
Tails of Inflation Forecasts and Tales of Monetary Policy 0 2 10 209 1 12 57 448
Taking into account extreme events in European option pricing 0 0 0 0 3 3 9 25
The financial content of inflation risks in the euro area 0 0 1 83 0 3 12 123
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 3 4 20 354
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 2 2 5 42
Total Working Papers 0 5 21 1,895 55 93 326 6,264


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 3 6 16 224
Activation of countercyclical capital buffers in Europe: initial experiences 0 1 5 45 2 4 20 125
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 3 5 15 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 1 1 1 46 5 8 15 219
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 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 3 41
Les modèles fractals en finance 0 1 1 65 2 3 14 212
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 61 1 3 5 222
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 0 1 31 3 5 10 125
Macroprudential policy: New challenges 0 2 3 34 1 5 16 114
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 0 0 58 3 5 8 185
Mesurer l’excès de crédit avec le « gap bâlois »: pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique 2 2 3 95 3 6 14 311
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 1 1 1 25 3 4 7 114
Probability of informed trading on the euro overnight market rate 0 0 0 0 1 2 6 45
Reducing model risk in early warning systems for banking crises in the euro area 1 1 4 25 9 11 22 162
Reducing model risk in early warning systems for banking crises in the euro area 0 0 1 25 2 4 13 165
Taking into account extreme events in European option pricing 0 0 0 14 2 2 4 85
The financial content of inflation risks in the euro area 0 0 2 27 0 3 18 121
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 23 2 4 12 138
Total Journal Articles 5 9 23 613 46 81 221 2,705


Statistics updated 2026-05-06