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 3 21 1 5 15 57
A high frequency assessment of the ECB securities markets programme 3 4 12 81 8 13 35 194
An Early Warning System for Macro-prudential Policy in France 1 2 10 62 5 10 23 56
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 1 90 0 0 3 239
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 4 17 120 4 20 70 369
How Liquid are Markets? 0 0 0 0 0 0 2 8
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 1 3 15 319 3 15 65 1,267
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 29 0 0 8 78
Liquidity Problems in the FX Liquid Market 0 0 0 45 0 0 1 50
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 1 2 53
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 5 76 0 3 15 256
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 119 0 2 7 405
Probability of informed trading: an empirical application to the euro overnight market rate 0 1 1 9 0 1 2 63
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 3 7 62 0 3 12 105
Stock exchanges industry consolidation and shock transmission 0 0 1 30 0 0 5 243
Tails of Inflation Forecasts and Tales of Monetary Policy 0 1 5 120 2 4 21 106
Taking into account extreme events in European option pricing 0 0 0 0 0 0 1 6
Taking into account extreme events in European option pricing 0 0 0 0 0 0 0 7
The financial content of inflation risks in the euro area 0 0 8 78 0 1 10 66
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 2 86 0 0 7 299
Total Working Papers 5 18 87 1,353 23 78 304 3,927


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 1 0 1 2 7
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 5 23 2 4 24 88
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 1 1 3 4 7
Les déterminants des taux d’intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 3 0 2 3 22
Les modèles fractals en finance 0 0 3 49 0 0 4 137
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 1 58 0 0 2 196
Probability of informed trading on the euro overnight market rate 0 0 0 0 0 1 1 31
Taking into account extreme events in European option pricing 0 0 1 13 0 1 6 59
The financial content of inflation risks in the euro area 0 1 2 13 0 1 5 38
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 1 21 1 1 6 99
Total Journal Articles 0 1 13 182 4 14 57 684


Statistics updated 2018-07-03