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Julien Idier

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This is information that was supplied by Julien Idier in registering through RePEc. If you are Julien Idier , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Julien
Middle Name:
Last Name: Idier
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RePEc Short-ID: pid4

Email: [This author has chosen not to make the email address public]
Homepage: http://team.univ-paris1.fr/teamperso/idier/index.htm
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Affiliation

Banque de France
Location: Paris, France
Homepage: http://www.banque-france.fr/
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Phone:
Fax:
Postal: B.P. 140-01 75049 Paris Cedex 01
Handle: RePEc:edi:bdfgvfr (more details at EDIRC)

Works

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Working papers

  1. Ghysels, Eric & Idier, Julien & Manganelli, Simone & Vergote, Olivier, 2014. "A high frequency assessment of the ECB securities markets programme," Working Paper Series 1642, European Central Bank.
  2. 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.
  3. Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
  4. 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.
  5. Fourel, V. & Idier, J., 2011. "Risk aversion and Uncertainty in European Sovereign Bond Markets," Working papers 349, Banque de France.
  6. 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.
  7. 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.
  8. 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.
  9. Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market," Working Papers halshs-00539985, HAL.
  10. Le Fol, Gaëlle & Jardet, Caroline & Idier, Julien, 2009. "How liquid are markets: an Application to Stock Markets," Economics Papers from University Paris Dauphine 123456789/5530, Paris Dauphine University.
  11. Idier, Julien & Nardelli, Stefano, 2008. "Probability of informed trading on the euro overnight market rate: an update," Working Paper Series 0987, European Central Bank.
  12. 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.
  13. Idier, Julien & Jardet, Caroline & Le Fol, Gaëlle & Monfort, Alain & Pegoraro, Fulvio, 2008. "Taking into account extreme events in European option pricing," Economics Papers from University Paris Dauphine 123456789/5390, Paris Dauphine University.
  14. Idier, J. & Nardelli, S., 2007. "Probability of informed trading: an empirical application to the euro overnight market rate," Working papers 176, Banque de France.
  15. 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.
  16. Idier, J., 2006. "Stock exchanges industry consolidation and shock transmission," Working papers 159, Banque de France.

Articles

  1. 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.
  2. Idier, J., 2011. "Les modèles fractals en finance," Bulletin de la Banque de France, Banque de France, issue 183, pages 80-86.
  3. 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, 04.
  4. 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.
  5. 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.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2010-12-11 2011-11-14 2013-08-23. Author is listed
  2. NEP-CBA: Central Banking (6) 2009-01-03 2010-05-08 2011-08-29 2012-12-10 2013-08-05 2014-04-05. Author is listed
  3. NEP-ECM: Econometrics (1) 2012-12-10
  4. NEP-EEC: European Economics (4) 2009-01-03 2011-11-14 2013-08-05 2014-04-05. Author is listed
  5. NEP-FMK: Financial Markets (2) 2010-12-11 2011-11-14
  6. NEP-FOR: Forecasting (2) 2012-12-10 2013-08-05
  7. NEP-IFN: International Finance (1) 2010-05-08
  8. NEP-MAC: Macroeconomics (4) 2010-05-08 2012-12-10 2013-08-05 2014-04-05. Author is listed
  9. NEP-MON: Monetary Economics (6) 2009-01-03 2010-05-08 2011-08-29 2012-12-10 2013-08-05 2014-04-05. Author is listed
  10. NEP-MST: Market Microstructure (4) 2009-01-03 2010-05-08 2010-12-11 2014-04-05. Author is listed
  11. NEP-RMG: Risk Management (4) 2010-05-08 2011-11-14 2012-12-10 2013-08-23. Author is listed
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2011-11-14

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