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 22 2 4 8 76
A high frequency assessment of the ECB securities markets programme 3 3 7 93 5 11 28 278
An Early Warning System for Macro-prudential Policy in France 0 3 7 82 0 5 27 121
An analytical framework to calibrate macroprudential policy 2 3 9 55 4 6 32 89
Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market 0 0 0 93 2 3 6 261
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 2 4 18 161 4 11 51 493
How Liquid are Markets? 0 0 0 0 0 0 0 17
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 0 2 323 4 6 27 1,350
How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment 0 1 3 34 2 3 11 106
Liquidity Problems in the FX Liquid Market 0 0 0 45 0 1 2 66
Liquidity Problems in the FX Liquid Market: Ask for the BIL" " 0 0 0 6 0 1 5 69
Liquidity problems in the FX liquid market: Ask for the "BIL" 0 0 0 76 2 3 9 279
Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models 0 0 0 121 0 1 6 421
Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks 2 6 65 149 4 18 236 309
Probability of informed trading on the euro overnight market rate: an update 0 0 1 38 0 0 4 151
Probability of informed trading: an empirical application to the euro overnight market rate 0 0 0 9 1 2 5 72
Risk aversion and Uncertainty in European Sovereign Bond Markets 0 0 1 67 0 1 7 123
Stock exchanges industry consolidation and shock transmission 0 0 0 30 1 2 6 251
Tails of Inflation Forecasts and Tales of Monetary Policy 0 0 4 134 2 3 32 182
Taking into account extreme events in European option pricing 0 0 0 0 0 0 2 11
Taking into account extreme events in European option pricing 0 0 0 0 0 1 3 13
The financial content of inflation risks in the euro area 0 0 1 80 0 1 10 93
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 1 2 3 0 2 9 21
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 2 88 1 3 12 326
Total Working Papers 9 21 122 1,709 34 88 538 5,178


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 4 12 3 12 33 84
Activation of countercyclical capital buffers in Europe: initial experiences 1 3 4 10 3 8 24 42
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc 0 0 0 2 0 0 1 12
Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC 1 1 1 1 2 3 7 13
How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment 0 1 4 31 2 5 23 148
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 1 0 0 3 14
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 2 7 35
Les modèles fractals en finance 0 1 2 55 0 4 9 163
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models 0 0 1 60 0 0 5 205
L’apport personnel obligatoire: un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier 0 0 3 11 1 3 19 59
Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations 0 5 15 39 7 16 49 115
Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk 0 0 1 12 1 6 24 60
Probability of informed trading on the euro overnight market rate 0 0 0 0 0 0 0 34
Reducing model risk in early warning systems for banking crises in the euro area 0 1 4 7 1 10 42 87
Reducing model risk in early warning systems for banking crises in the euro area 0 1 4 8 1 9 32 75
Taking into account extreme events in European option pricing 0 0 0 13 0 3 6 71
The financial content of inflation risks in the euro area 0 0 0 15 1 2 5 59
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market 0 0 1 22 1 2 8 115
Total Journal Articles 2 14 44 303 23 85 297 1,391


Statistics updated 2021-01-03