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 1 2 2 120
A high frequency assessment of the ECB securities markets programme 0 0 1 99 0 4 8 350
An Early Warning System for Macro-prudential Policy in France 0 1 1 97 3 4 4 167
An analytical framework to calibrate macroprudential policy 0 1 6 82 2 4 12 157
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 1 1 2 95 3 3 6 280
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 0 0 174 1 1 1 528
How Liquid are Markets? 0 0 0 0 0 0 0 22
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 1 1 1 331 3 3 3 1,411
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 1 1 1 37 1 3 8 125
Liquidity Problems in the FX Liquid Market 0 0 0 46 0 1 1 76
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 1 1 3 75
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 2 4 6 303
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 124 1 1 3 433
Macroprudential policy: New challenges 0 0 0 1 0 0 4 10
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 2 2 4 355
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 1 1 3 157
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 1 1 1 80
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 0 1 72 1 1 2 136
Stock exchanges industry consolidation and shock transmission 0 0 0 32 1 1 1 255
Tails of Inflation Forecasts and Tales of Monetary Policy 1 2 16 199 2 11 51 388
Taking into account extreme events in European option pricing 0 0 0 0 0 0 0 16
The financial content of inflation risks in the euro area 0 0 0 82 1 1 1 110
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 0 1 2 36
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 1 2 3 333
Total Working Papers 4 7 29 1,873 28 52 129 5,923


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 3 29 2 6 13 207
Activation of countercyclical capital buffers in Europe: initial experiences 0 1 5 37 0 1 7 102
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 1 3 12 32
Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC 0 0 0 1 0 1 1 26
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 1 2 2 44 3 8 12 201
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 0 16
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 1 3 64 0 3 10 198
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 61 1 2 5 217
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 1 2 30 0 1 6 115
Macroprudential policy: New challenges 0 0 8 30 1 4 30 96
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 0 1 57 0 0 2 176
Mesurer l’excès de crédit avec le « gap bâlois »: pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique 0 1 5 92 2 5 12 294
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 0 1 24 0 1 3 107
Probability of informed trading on the euro overnight market rate 0 0 0 0 0 1 1 39
Reducing model risk in early warning systems for banking crises in the euro area 0 0 1 21 1 1 5 139
Reducing model risk in early warning systems for banking crises in the euro area 0 0 0 23 0 0 2 151
Taking into account extreme events in European option pricing 0 0 1 14 2 2 4 81
The financial content of inflation risks in the euro area 0 0 0 25 5 8 13 103
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 23 0 2 5 125
Total Journal Articles 1 7 32 583 18 49 143 2,463


Statistics updated 2025-03-03