Julien Idier
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- Stock exchanges industry consolidation and shock transmission (RePEc:bfr:banfra:159)
by Idier, J. - Determinants of long-term interest rates in the United States and the euro area: A multivariate approach (RePEc:bfr:banfra:170)
by De Loubens, A. & Idier, J. & Jardet, C. - Probability of informed trading: an empirical application to the euro overnight market rate (RePEc:bfr:banfra:176)
by Idier, J. & Nardelli, S. - Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models (RePEc:bfr:banfra:218)
by Idier, J. - Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market (RePEc:bfr:banfra:278)
by Avouyi-Dovi, S. & Idier, J. - Liquidity problems in the FX liquid market: Ask for the "BIL" (RePEc:bfr:banfra:279)
by Borgy, V. & Idier, J. & Le Fol, G. - The impact of unconventional monetary policy on the market for collateral: The case of the French bond market (RePEc:bfr:banfra:339)
by Avouyi-Dovi, S. & Idier, J. - How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment (RePEc:bfr:banfra:348)
by Idier, J. & Lamé, G. & Mésonnier, J S. - Risk aversion and Uncertainty in European Sovereign Bond Markets (RePEc:bfr:banfra:349)
by Fourel, V. & Idier, J. - Tails of Inflation Forecasts and Tales of Monetary Policy (RePEc:bfr:banfra:407)
by Andrade, P. & Ghysels, E. & Idier, J. - The financial content of inflation risks in the euro area (RePEc:bfr:banfra:437)
by Andrade, P. & Fourel, V. & Ghysels, E. & Idier, I. - An Early Warning System for Macro-prudential Policy in France (RePEc:bfr:banfra:609)
by V. Coudert & J. Idier - Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks (RePEc:bfr:banfra:621)
by J. Idier & T. Piquard - An analytical framework to calibrate macroprudential policy (RePEc:bfr:banfra:648)
by T. Bennani & C. Couaillier & A. Devulder & S. Gabrieli & J. Idier & P. Lopez & T. Piquard & V. Scalone - Les modèles fractals en finance (RePEc:bfr:bullbf:2011:183:07)
by Idier, J. - Mesurer l’excès de crédit avec le « gap bâlois » : pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique (RePEc:bfr:bullbf:2017:211:06)
by Couaillier, C. & Idier, J. - L’apport personnel obligatoire : un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier (RePEc:bfr:bullbf:2018:215:02)
by Cyril COUAILLIER & Julien IDIER & Ramona JIMBOREAN - Activation of countercyclical capital buffers in Europe: initial experiences
[Activation des coussins contracycliques en Europe : premiers retours d’expérience] (RePEc:bfr:bullbf:2019:222:01)
by Cyril Couaillier & Julien Idier & Valerio Scalone - Taking into account extreme events in European option pricing (RePEc:bfr:fisrev:2008:12:5)
by Idier, J. & Jardet, C. & Le Fol, G. & Monfort, A. & Pegoraro, J. - Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations (RePEc:bfr:quarte:2017:46:01)
by C. Couaillier & J. Idier - Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk (RePEc:bfr:quarte:2018:49:02)
by Cyril Couaillier & Julien Idier & Ramona Jimborean - Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée (RePEc:cai:ecoldc:ecop_185_0013)
by Julien Idier & Caroline Jardet & Aymeric de Loubens - Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc (RePEc:cai:refaef:ecofi_101_0053)
by Valère Fourel & Julien Idier - Reducing model risk in early warning systems for banking crises in the euro area (RePEc:cii:cepiie:2018-q4-156-8)
by Virginie Coudert & Julien Idier - Macroprudential policy: New challenges (RePEc:cii:cepiie:2022-q3-172-28)
by Camille Cornand & Cyriac Guillaumin & Julien Idier - A high frequency assessment of the ECB Securities Markets Programme (RePEc:cpr:ceprdp:9778)
by Ghysels, Eric & Manganelli, Simone & , & Idier, Julien - Liquidity Problems in the FX Liquid Market : Ask for the BIL" " (RePEc:crs:wpaper:2010-16)
by Vladimir Borgy & Julien Idier & Gaëlle Le Fol - Probability of informed trading on the euro overnight market rate: an update (RePEc:ecb:ecbwps:2008987)
by Idier, Julien & Nardelli, Stefano - How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment (RePEc:ecb:ecbwps:20131546)
by Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane - A high frequency assessment of the ECB securities markets programme (RePEc:ecb:ecbwps:20141642)
by Manganelli, Simone & Idier, Julien & Vergote, Olivier & Ghysels, Eric - Reducing model risk in early warning systems for banking crises in the euro area (RePEc:eee:inteco:v:156:y:2018:i:c:p:98-116)
by Coudert, Virginie & Idier, Julien - The financial content of inflation risks in the euro area (RePEc:eee:intfor:v:30:y:2014:i:3:p:648-659)
by Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien - The impact of unconventional monetary policy on the market for collateral: The case of the French bond market (RePEc:eee:jbfina:v:36:y:2012:i:2:p:428-438)
by Avouyi-Dovi, Sanvi & Idier, Julien - How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment (RePEc:eee:jbfina:v:47:y:2014:i:c:p:134-146)
by Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane - The impact of unconventional monetary policy on the market for collateral: The case of the French bond market (RePEc:hal:journl:hal-01511935)
by Sanvi Avouyi-Dovi & Julien Idier - Macroprudential policy: New challenges (RePEc:hal:journl:hal-03884402)
by Camille Cornand & Cyriac Guillaumin & Julien Idier - How Liquid are Markets? (RePEc:hal:journl:halshs-00638443)
by Gaëlle Le Fol & Julien Idier & Caroline Jardet - Taking into account extreme events in European option pricing (RePEc:hal:journl:halshs-00638450)
by Julien Idier & Caroline Jardet & Gaëlle Le Fol & Alain Monfort & Fulvio Pegoraro - Liquidity Problems in the FX Liquid Market (RePEc:hal:wpaper:halshs-00539985)
by Vladimir Borgy & Julien Idier & Gaëlle Le Fol - A High-Frequency assessment of the ECB Securities Markets Programme (RePEc:oup:jeurec:v:15:y:2017:i:1:p:218-243.)
by Eric Ghysels & Julien Idier & Simone Manganelli & Olivier Vergote - Les déterminants des taux d’intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée (RePEc:prs:ecoprv:ecop_0249-4744_2008_num_185_4_7835)
by Aymeric de Loubens & Caroline Jardet & Julien Idier - Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC (RePEc:prs:recofi:ecofi_0987-3368_2011_num_101_1_5987)
by Valère Fourel & Julien Idier - Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models (RePEc:taf:eurjfi:v:17:y:2011:i:1:p:27-48)
by Julien Idier - Probability of informed trading on the euro overnight market rate (RePEc:wly:ijfiec:v:16:y:2011:i:2:p:131-145)
by Julien Idier & Stefano Nardelli