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 7 24 144
A high frequency assessment of the ECB securities markets programme 0 1 2 102 0 5 22 374
An Early Warning System for Macro-prudential Policy in France 0 0 0 97 0 5 34 201
An analytical framework to calibrate macroprudential policy 0 0 1 83 1 1 7 168
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 0 95 1 2 16 297
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 0 4 179 0 1 7 536
How Liquid are Markets? 0 0 0 0 0 3 3 26
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 331 0 8 24 1,436
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 0 37 1 3 16 142
Liquidity Problems in the FX Liquid Market 0 0 0 46 1 4 7 83
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 2 5 80
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 0 1 9 313
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 125 1 3 10 444
Macroprudential policy: New challenges 0 0 0 1 0 1 6 16
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 0 5 10 365
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 0 2 6 164
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 0 1 4 84
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 0 1 73 0 1 11 147
Stock exchanges industry consolidation and shock transmission 0 0 0 32 0 7 13 268
Tails of Inflation Forecasts and Tales of Monetary Policy 0 1 10 210 2 7 56 454
Taking into account extreme events in European option pricing 0 0 0 0 0 4 9 26
The financial content of inflation risks in the euro area 0 0 0 83 0 0 10 123
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 0 2 5 42
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 0 3 19 354
Total Working Papers 0 2 19 1,897 10 78 333 6,287

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 1 4 16 225
Activation of countercyclical capital buffers in Europe: initial experiences 1 1 2 46 1 4 17 127
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 0 3 14 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 0 1 1 46 1 6 15 220
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 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 0 1 3 41
Les modèles fractals en finance 1 1 2 66 1 4 16 214
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 61 0 1 5 222
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 0 1 31 0 3 8 125
Macroprudential policy: New challenges 0 0 2 34 0 1 14 114
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 0 0 58 0 5 10 187
Mesurer l’excès de crédit avec le « gap bâlois »: pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique 0 3 3 96 0 5 13 313
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 1 1 25 0 3 7 114
Probability of informed trading on the euro overnight market rate 0 0 0 0 0 2 7 46
Reducing model risk in early warning systems for banking crises in the euro area 0 1 3 25 0 9 18 162
Reducing model risk in early warning systems for banking crises in the euro area 0 0 0 25 0 2 12 165
Taking into account extreme events in European option pricing 0 0 0 14 0 3 5 86
The financial content of inflation risks in the euro area 0 0 1 27 0 1 18 122
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 23 0 2 12 138
Total Journal Articles 2 8 17 616 4 59 212 2,718

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10