7
H index
4
i10 index
259
Citations
Julien Idier : Citation Profile
Banque de France | RESEARCH PRODUCTION: 18 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2006 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Julien Idier. | Is cited by:
| Cites to:
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Main data
Where Julien Idier has published?
| Journals with more than one article published | # docs |
|---|---|
| Bulletin de la Banque de France | 3 |
| Journal of Banking & Finance | 2 |
| Quarterly selection of articles - Bulletin de la Banque de France | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 3 |
| Working Paper Series / European Central Bank | 3 |
Recent works citing Julien Idier (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912. Full description at Econpapers || Download paper |
| 2023 | Dual holding and bank risk. (2023). Taatian, Ali ; Bonini, Stefano. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:735-763. Full description at Econpapers || Download paper |
| 2023 | The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15. Full description at Econpapers || Download paper |
| 2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat |
| 2023 | Systemic Risk: A Comparative Study between Public and Private Banks. (2023). Mahmoud, Imen ; Mselmi, Aymen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-12. Full description at Econpapers || Download paper |
| 2023 | The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025. Full description at Econpapers || Download paper |
| 2023 | Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323. Full description at Econpapers || Download paper |
| 2023 | The effects of the ECB’s unconventional monetary policies from 2011 to 2018 on banking assets. (2023). Dwyer, Gerald ; Samartin, Margarita ; Nieto, Maria J ; Gilevska, Biljana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000689. Full description at Econpapers || Download paper |
| 2023 | Short-selling threats and bank risk-taking: Evidence from the financial crisis. (2023). Nguyen, Hong Thoa ; Lin, Chih-Yung ; Hasan, Iftekhar ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000596. Full description at Econpapers || Download paper |
| 2023 | Impact of systemic risk regulation on optimal policies and asset prices. (2023). Cui, Xuecan ; Bernard, Carole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002011. Full description at Econpapers || Download paper |
| 2023 | How quantitative easing changes the nature of sovereign risk. (2023). de Haan, Leo ; van den End, Jan Willem ; Broeders, Dirk. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000827. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
| 2023 | Balance of Risks and the Anchoring of Consumer Expectations. (2023). Ryngaert, Jane M. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:79-:d:1049476. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Balance Sheet Expansionary Policies in the Euro Area: Macroeconomic Impacts and a Vulnerable versus Non-Vulnerable Comparison - A Bayesian Structural VAR Approach. (2023). Pereira, Francisco Gomes. In: Working Papers REM. RePEc:ise:remwps:wp02592023. Full description at Econpapers || Download paper |
| 2023 | A macroprudential look into the risk-return framework of banks’ profitability. (2023). Pereira, Ana ; Passinhas, Joana. In: Working Papers REM. RePEc:ise:remwps:wp02652023. Full description at Econpapers || Download paper |
| 2023 | A macroprudential look into the risk-return framework of banks’ profitability. (2023). Pereira, Ana ; Passinhas, Joana. In: Working Papers. RePEc:ptu:wpaper:w202303. Full description at Econpapers || Download paper |
| 2023 | Forecasting energy prices: Quantile?based risk models. (2023). Apergis, Nicholas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:17-33. Full description at Econpapers || Download paper |
| 2023 | Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests. (2023). van Oordt, Maarten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501. Full description at Econpapers || Download paper |
Works by Julien Idier:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Stock exchanges industry consolidation and shock transmission. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Determinants of long-term interest rates in the United States and the euro area: A multivariate approach. In: Working papers. [Full Text][Citation analysis] | paper | 7 |
| 2007 | Probability of informed trading: an empirical application to the euro overnight market rate. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models. In: Working papers. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models.(2011) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2010 | Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market. In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Liquidity problems in the FX liquid market: Ask for the BIL. In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Liquidity Problems in the FX Liquid Market : Ask for the BIL .(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | The impact of unconventional monetary policy on the market for collateral: The case of the French bond market In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | The impact of unconventional monetary policy on the market for collateral: The case of the French bond market.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | The impact of unconventional monetary policy on the market for collateral: The case of the French bond market.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment In: Working papers. [Full Text][Citation analysis] | paper | 46 |
| 2013 | How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2014 | How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2011 | Risk aversion and Uncertainty in European Sovereign Bond Markets In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Tails of Inflation Forecasts and Tales of Monetary Policy In: Working papers. [Full Text][Citation analysis] | paper | 27 |
| 2013 | The financial content of inflation risks in the euro area. In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | The financial content of inflation risks in the euro area.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2016 | An Early Warning System for Macro-prudential Policy in France. In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | An analytical framework to calibrate macroprudential policy In: Working papers. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Les modèles fractals en finance. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2018 | L’apport personnel obligatoire : un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2019 | Activation of countercyclical capital buffers in Europe: initial experiences In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2008 | Taking into account extreme events in European option pricing. In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | Taking into account extreme events in European option pricing.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Measuring excess credit using the “Basel gapâ€: relevance for setting the countercyclical capital buffer and limitations In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2018 | Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2008 | Les déterminants des taux dintérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée In: Economie & Prévision. [Full Text][Citation analysis] | article | 1 |
| 2008 | Les déterminants des taux d’intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée.(2008) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Des effets théoriques de lintroduction dune contrepartie centrale pour lorganisation des marchés otc In: Revue d'économie financière. [Full Text][Citation analysis] | article | 1 |
| 2011 | Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC.(2011) In: Revue d'Économie Financière. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2018 | Reducing model risk in early warning systems for banking crises in the euro area In: International Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Reducing model risk in early warning systems for banking crises in the euro area.(2018) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2013 | A high frequency assessment of the ECB Securities Markets Programme In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 120 |
| 2014 | A high frequency assessment of the ECB securities markets programme.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
| 2017 | A High-Frequency assessment of the ECB Securities Markets Programme.(2017) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | article | |
| 2008 | Probability of informed trading on the euro overnight market rate: an update In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2009 | How Liquid are Markets? In: Post-Print. [Citation analysis] | paper | 1 |
| 2010 | Liquidity Problems in the FX Liquid Market In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Probability of informed trading on the euro overnight market rate In: International Journal of Finance & Economics. [Citation analysis] | article | 8 |
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