7
H index
5
i10 index
291
Citations
Julien Idier : Citation Profile
Banque de France | RESEARCH PRODUCTION: 20 Articles 24 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2006 - 2022). 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 | 4 |
| Quarterly selection of articles - Bulletin de la Banque de France | 2 |
| International Economics | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 4 |
| Working Paper Series / European Central Bank | 3 |
Recent works citing Julien Idier (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628. Full description at Econpapers || Download paper |
| 2024 | Resolution of banking crises: what are the loss absorbency requirements in Europe and the United States?. (2024). Benahmed, Riad. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:252:02. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814. Full description at Econpapers || Download paper |
| 2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper |
| 2024 | Central bank asset purchases and auction cycles revisited: new evidence from the euro area. (2024). Ferrara, Federico Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20242927. Full description at Econpapers || Download paper |
| 2024 | Risk-to buffer: setting cyclical and structural banks capital requirements through stress test. (2024). Scalone, Valerio ; Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20242966. Full description at Econpapers || Download paper |
| 2025 | From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia. In: Working Paper Series. RePEc:ecb:ecbwps:20253061. Full description at Econpapers || Download paper |
| 2025 | From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075. Full description at Econpapers || Download paper |
| 2025 | Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418. Full description at Econpapers || Download paper |
| 2025 | Text Spillover: Measuring connectedness of financial institutions based on news text data. (2025). Klaucke, Konstantin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002328. Full description at Econpapers || Download paper |
| 2025 | Monitoring bank risk around the world using unsupervised learning. (2025). TARAZI, Amine ; Lardy, Jean-Pierre ; Armand, Paul ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:590-615. Full description at Econpapers || Download paper |
| 2024 | Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954. Full description at Econpapers || Download paper |
| 2024 | State ownership, probability of informed trading, and profitability potential: Evidence from the Warsaw Stock Exchange. (2024). Kropiski, Pawe ; Pudo, Mikoaj ; Bosek, Bartomiej. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924002977. Full description at Econpapers || Download paper |
| 2025 | A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154. Full description at Econpapers || Download paper |
| 2025 | The origin of financial instability and systemic risk: Do bank business models matter?. (2025). Bongini, Paola ; Ayadi, Rym ; Cucinelli, Doriana ; Casu, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000324. Full description at Econpapers || Download paper |
| 2024 | Financial openness, liability composition of banks, and bank risk: International evidence. (2024). Moreira, Fernando ; Li, Zixian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s104244312400132x. Full description at Econpapers || Download paper |
| 2024 | Effects of macroprudential policy: Evidence from over 6000 estimates. (2024). Yao, Weijia ; Valencia, Fabian ; Popescu, Adina ; Patnam, Manasa ; Araujo, Juliana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624001870. Full description at Econpapers || Download paper |
| 2024 | Smart systemic-risk scores. (2024). Benoit, Sylvain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001699. Full description at Econpapers || Download paper |
| 2024 | Asset purchases and sovereign bond spreads in the euro area during the pandemic. (2024). Blotevogel, Robert ; Hudecz, Gergely ; Vangelista, Elisabetta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001791. Full description at Econpapers || Download paper |
| 2025 | The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis. (2025). Bernardini, Marco ; de Nicola, Annalisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002444. Full description at Econpapers || Download paper |
| 2024 | Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643. Full description at Econpapers || Download paper |
| 2024 | Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230. Full description at Econpapers || Download paper |
| 2024 | Same actions, different effects: The conditionality of monetary policy instruments. (2024). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000497. Full description at Econpapers || Download paper |
| 2024 | Watchdogs or Petdogs: The role of media freedom on banking system stability. (2024). Skully, Michael ; Samarasinghe, Ama ; Nguyen, MY. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002518. Full description at Econpapers || Download paper |
| 2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper |
| 2024 | The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272. Full description at Econpapers || Download paper |
| 2024 | Government decisions and macroeconomic stability: Fiscal policies and financial market fluctuations. (2024). Pacicco, Fausto ; Centinaio, Alessandra ; Venegoni, Andrea ; Serati, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005914. Full description at Econpapers || Download paper |
| 2025 | Share pledging and non-financial corporations’ systemic risk contribution: Evidence from China. (2025). Gu, Qinen ; Tian, Sihua ; Li, Shaofang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003970. Full description at Econpapers || Download paper |
| 2024 | The impact of the ECB’s non-regular operations on bank credit: cross-country evidence. (2024). Petrakis, Nikolaos ; Zopounidis, Constantin ; Lemonakis, Christos ; Floros, Christos. In: Operational Research. RePEc:spr:operea:v:24:y:2024:i:3:d:10.1007_s12351-024-00860-7. Full description at Econpapers || Download paper |
| 2025 | Generative AI: The Transformative Impact of ChatGPT on Systemic Financial Risk in Chinese Banks. (2025). Nagayasu, Jun ; Dai, Runyu ; Zhao, Yikai. In: DSSR Discussion Papers. RePEc:toh:dssraa:145. 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 | 59 |
| 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: 59 | 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: 59 | 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 | 28 |
| 2013 | The financial content of inflation risks in the euro area. In: Working papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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 | 11 |
| 2011 | Les modèles fractals en finance. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2017 | Mesurer l’excès de crédit avec le « gap blois » : pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique 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 | 1 |
| 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 gap”: 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 | 5 |
| 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: 5 | article | |
| 2022 | Macroprudential policy: New challenges In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Macroprudential policy: New challenges.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | A high frequency assessment of the ECB Securities Markets Programme In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 128 |
| 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: 128 | 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: 128 | 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 | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team