Julien Idier
Personal Details
First Name: | Julien |
Middle Name: | |
Last Name: | Idier |
Suffix: | |
RePEc Short-ID: | pid4 |
[This author has chosen not to make the email address public] | |
Twitter: | @julien_idier |
Affiliation
Banque de France
Paris, Francehttp://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Camille Cornand & Cyriac Guillaumin & Julien Idier, 2022.
"Macroprudential policy: New challenges,"
Post-Print
hal-03884402, HAL.
- Camille Cornand & Cyriac Guillaumin & Julien Idier, 2022. "Macroprudential policy: New challenges," International Economics, CEPII research center, issue 172, pages 53-55.
- J. Idier & T. Piquard, 2017. "Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks," Working papers 621, Banque de France.
- T. Bennani & C. Couaillier & A. Devulder & S. Gabrieli & J. Idier & P. Lopez & T. Piquard & V. Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.
- V. Coudert & J. Idier, 2016. "An Early Warning System for Macro-prudential Policy in France," Working papers 609, Banque de France.
- Andrade, P. & Fourel, V. & Ghysels, E. & Idier, I., 2013.
"The financial content of inflation risks in the euro area,"
Working papers
437, Banque de France.
- Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien, 2014. "The financial content of inflation risks in the euro area," International Journal of Forecasting, Elsevier, vol. 30(3), pages 648-659.
- Ghysels, Eric & Manganelli, Simone & , & Idier, Julien, 2013.
"A high frequency assessment of the ECB Securities Markets Programme,"
CEPR Discussion Papers
9778, C.E.P.R. Discussion Papers.
- Eric Ghysels & Julien Idier & Simone Manganelli & Olivier Vergote, 2017. "A High-Frequency assessment of the ECB Securities Markets Programme," Journal of the European Economic Association, European Economic Association, vol. 15(1), pages 218-243.
- Manganelli, Simone & Idier, Julien & Vergote, Olivier & Ghysels, Eric, 2014. "A high frequency assessment of the ECB securities markets programme," Working Paper Series 1642, European Central Bank.
- Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
- Fourel, V. & Idier, J., 2011. "Risk aversion and Uncertainty in European Sovereign Bond Markets," Working papers 349, Banque de France.
- Avouyi-Dovi, S. & Idier, J., 2011.
"The impact of unconventional monetary policy on the market for collateral: The case of the French bond market,"
Working papers
339, Banque de France.
- Avouyi-Dovi, Sanvi & Idier, Julien, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
- Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
- Idier, J. & Lamé, G. & Mésonnier, J S., 2011.
"How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment,"
Working papers
348, Banque de France.
- Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2014. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 134-146.
- Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2013. "How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment," Working Paper Series 1546, European Central Bank.
- Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market," Working Papers halshs-00539985, HAL.
- Avouyi-Dovi, S. & Idier, J., 2010. "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers 278, Banque de France.
- Borgy, V. & Idier, J. & Le Fol, G., 2010.
"Liquidity problems in the FX liquid market: Ask for the "BIL","
Working papers
279, Banque de France.
- Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market : Ask for the BIL" "," Working Papers 2010-16, Center for Research in Economics and Statistics.
- Gaëlle Le Fol & Julien Idier & Caroline Jardet, 2009. "How Liquid are Markets?," Post-Print halshs-00638443, HAL.
- Idier, J., 2008.
"Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models,"
Working papers
218, Banque de France.
- Julien Idier, 2011. "Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models," The European Journal of Finance, Taylor & Francis Journals, vol. 17(1), pages 27-48.
- Idier, Julien & Nardelli, Stefano, 2008. "Probability of informed trading on the euro overnight market rate: an update," Working Paper Series 987, European Central Bank.
- Julien Idier & Caroline Jardet & Gaëlle Le Fol & Alain Monfort & Fulvio Pegoraro, 2008.
"Taking into account extreme events in European option pricing,"
Post-Print
halshs-00638450, HAL.
- Idier, J. & Jardet, C. & Le Fol, G. & Monfort, A. & Pegoraro, J., 2008. "Taking into account extreme events in European option pricing," Financial Stability Review, Banque de France, issue 12, pages 39-51, October.
- Idier, J. & Nardelli, S., 2007. "Probability of informed trading: an empirical application to the euro overnight market rate," Working papers 176, Banque de France.
- De Loubens, A. & Idier, J. & Jardet, C., 2007. "Determinants of long-term interest rates in the United States and the euro area: A multivariate approach," Working papers 170, Banque de France.
- Idier, J., 2006. "Stock exchanges industry consolidation and shock transmission," Working papers 159, Banque de France.
Articles
- Camille Cornand & Cyriac Guillaumin & Julien Idier, 2022.
"Macroprudential policy: New challenges,"
International Economics, CEPII research center, issue 172, pages 53-55.
- Camille Cornand & Cyriac Guillaumin & Julien Idier, 2022. "Macroprudential policy: New challenges," Post-Print hal-03884402, HAL.
- Cyril Couaillier & Julien Idier & Valerio Scalone, 2019. "Activation of countercyclical capital buffers in Europe: initial experiences [Activation des coussins contracycliques en Europe : premiers retours d’expérience]," Bulletin de la Banque de France, Banque de France, issue 222.
- Cyril COUAILLIER & Julien IDIER & Ramona JIMBOREAN, 2018. "L’apport personnel obligatoire : un outil macroprudentiel de plus en plus utilisé pour prévenir le risque immobilier," Bulletin de la Banque de France, Banque de France, issue 215, pages 15-26.
- Cyril Couaillier & Julien Idier & Ramona Jimborean, 2018. "Minimum down payment requirement: a macroprudential tool that is increasingly being used to mitigate real estate risk," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 49, pages 15-24, Spring.
- Virginie Coudert & Julien Idier, 2018.
"Reducing model risk in early warning systems for banking crises in the euro area,"
International Economics, CEPII research center, issue 156, pages 98-116.
- Coudert, Virginie & Idier, Julien, 2018. "Reducing model risk in early warning systems for banking crises in the euro area," International Economics, Elsevier, vol. 156(C), pages 98-116.
- C. Couaillier & J. Idier, 2017. "Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 46, pages 5-18, Summer.
- Eric Ghysels & Julien Idier & Simone Manganelli & Olivier Vergote, 2017.
"A High-Frequency assessment of the ECB Securities Markets Programme,"
Journal of the European Economic Association, European Economic Association, vol. 15(1), pages 218-243.
- Manganelli, Simone & Idier, Julien & Vergote, Olivier & Ghysels, Eric, 2014. "A high frequency assessment of the ECB securities markets programme," Working Paper Series 1642, European Central Bank.
- Ghysels, Eric & Manganelli, Simone & , & Idier, Julien, 2013. "A high frequency assessment of the ECB Securities Markets Programme," CEPR Discussion Papers 9778, C.E.P.R. Discussion Papers.
- Couaillier, C. & Idier, J., 2017. "Mesurer l’excès de crédit avec le « gap bâlois » : pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique," Bulletin de la Banque de France, Banque de France, issue 211, pages 61-74.
- Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2014.
"How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment,"
Journal of Banking & Finance, Elsevier, vol. 47(C), pages 134-146.
- Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2013. "How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment," Working Paper Series 1546, European Central Bank.
- Idier, J. & Lamé, G. & Mésonnier, J S., 2011. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Working papers 348, Banque de France.
- Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien, 2014.
"The financial content of inflation risks in the euro area,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 648-659.
- Andrade, P. & Fourel, V. & Ghysels, E. & Idier, I., 2013. "The financial content of inflation risks in the euro area," Working papers 437, Banque de France.
- Avouyi-Dovi, Sanvi & Idier, Julien, 2012.
"The impact of unconventional monetary policy on the market for collateral: The case of the French bond market,"
Journal of Banking & Finance, Elsevier, vol. 36(2), pages 428-438.
- Avouyi-Dovi, S. & Idier, J., 2011. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers 339, Banque de France.
- Sanvi Avouyi-Dovi & Julien Idier, 2012. "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print hal-01511935, HAL.
- Valère Fourel & Julien Idier, 2011.
"Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés otc,"
Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 53-72.
- Valère Fourel & Julien Idier, 2011. "Des effets théoriques de l’introduction d’une contrepartie centrale pour l’organisation des marchés OTC," Revue d'Économie Financière, Programme National Persée, vol. 101(1), pages 53-71.
- Julien Idier, 2011.
"Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models,"
The European Journal of Finance, Taylor & Francis Journals, vol. 17(1), pages 27-48.
- Idier, J., 2008. "Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models," Working papers 218, Banque de France.
- Idier, J., 2011. "Les modèles fractals en finance," Bulletin de la Banque de France, Banque de France, issue 183, pages 80-86.
- Julien Idier & Stefano Nardelli, 2011. "Probability of informed trading on the euro overnight market rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 131-145, April.
- Idier, J. & Jardet, C. & Le Fol, G. & Monfort, A. & Pegoraro, J., 2008.
"Taking into account extreme events in European option pricing,"
Financial Stability Review, Banque de France, issue 12, pages 39-51, October.
- Julien Idier & Caroline Jardet & Gaëlle Le Fol & Alain Monfort & Fulvio Pegoraro, 2008. "Taking into account extreme events in European option pricing," Post-Print halshs-00638450, HAL.
- Julien Idier & Caroline Jardet & Aymeric de Loubens, 2008.
"Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée,"
Economie & Prévision, La Documentation Française, vol. 0(4), pages 13-32.
- Aymeric de Loubens & Caroline Jardet & Julien Idier, 2008. "Les déterminants des taux d’intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée," Économie et Prévision, Programme National Persée, vol. 185(4), pages 13-32.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CBA: Central Banking (7) 2010-05-08 2011-08-29 2012-12-10 2013-08-05 2014-04-05 2017-02-26 2017-11-12. Author is listed
- NEP-MAC: Macroeconomics (7) 2010-05-08 2012-12-10 2013-08-05 2014-04-05 2016-12-04 2017-02-26 2017-11-12. Author is listed
- NEP-EEC: European Economics (5) 2011-11-14 2013-08-05 2014-04-05 2014-06-02 2016-12-04. Author is listed
- NEP-MON: Monetary Economics (5) 2010-05-08 2011-08-29 2012-12-10 2013-08-05 2014-04-05. Author is listed
- NEP-RMG: Risk Management (5) 2010-05-08 2011-11-14 2012-12-10 2013-08-23 2016-12-04. Author is listed
- NEP-MST: Market Microstructure (4) 2010-05-08 2010-12-11 2014-04-05 2014-06-02
- NEP-BAN: Banking (3) 2011-11-14 2013-08-23 2017-02-26
- NEP-FOR: Forecasting (2) 2012-12-10 2013-08-05
- NEP-CMP: Computational Economics (1) 2017-02-26
- NEP-ECM: Econometrics (1) 2012-12-10
- NEP-FMK: Financial Markets (1) 2011-11-14
- NEP-IFN: International Finance (1) 2010-05-08
- NEP-UPT: Utility Models and Prospect Theory (1) 2011-11-14
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