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 1 1 1 25 2 7 15 133
A high frequency assessment of the ECB securities markets programme 0 0 2 101 1 4 9 357
An Early Warning System for Macro-prudential Policy in France 0 0 1 97 7 11 17 180
An analytical framework to calibrate macroprudential policy 0 1 1 83 2 5 12 167
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 1 95 3 4 9 286
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 0 1 2 176 1 2 4 531
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 3 8 12 1,420
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 0 1 37 3 6 9 133
Liquidity Problems in the FX Liquid Market 0 0 0 46 2 3 4 79
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 2 2 6 307
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 1 125 2 4 8 440
Macroprudential policy: New challenges 0 0 0 1 0 0 1 11
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 0 0 0 158 1 2 4 357
Probability of informed trading on the euro overnight market rate: an update 0 0 0 38 1 2 4 160
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 0 2 3 82
Risk aversion and Uncertainty in European Sovereign Bond Markets 1 1 1 73 3 3 4 139
Stock exchanges industry consolidation and shock transmission 0 0 0 32 1 3 4 258
Tails of Inflation Forecasts and Tales of Monetary Policy 3 5 9 207 7 17 47 430
Taking into account extreme events in European option pricing 0 0 0 0 1 3 4 20
The financial content of inflation risks in the euro area 0 0 1 83 0 2 6 115
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 3 0 1 3 38
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 88 5 6 12 343
Total Working Papers 5 9 22 1,890 47 97 199 6,084


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 1 30 1 6 12 215
Activation of countercyclical capital buffers in Europe: initial experiences 0 0 8 44 1 3 17 118
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 2 4 16 45
Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC 0 0 0 1 0 0 2 27
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 2 45 3 4 13 209
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 1 1 39
Les modèles fractals en finance 0 0 1 64 1 4 7 203
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 61 0 0 3 218
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 1 1 1 31 1 2 4 119
Macroprudential policy: New challenges 0 0 2 32 3 5 13 108
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 0 1 58 0 1 3 179
Mesurer l’excès de crédit avec le « gap bâlois »: pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique 0 0 1 93 1 3 13 305
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 0 0 24 0 1 1 108
Probability of informed trading on the euro overnight market rate 0 0 0 0 1 1 2 40
Reducing model risk in early warning systems for banking crises in the euro area 0 1 3 24 0 4 12 150
Reducing model risk in early warning systems for banking crises in the euro area 0 0 2 25 1 6 10 161
Taking into account extreme events in European option pricing 0 0 0 14 0 2 4 83
The financial content of inflation risks in the euro area 0 0 2 27 1 4 18 113
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 0 23 2 3 8 131
Total Journal Articles 1 3 24 604 18 54 160 2,588


Statistics updated 2026-01-09