Julien Idier: search on Z-Library

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1

Reducing model risk in early warning systems for banking crises in the euro area

Coudert, Virginie, Idier, Julien

Journal:

International Economics

Year:

2018

Language:

english

File:

PDF, 1.44 MB

english, 2018

2

How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment

Idier, Julien, Lamé, Gildas, Mésonnier, Jean-Stéphane

Journal:

Journal of Banking & Finance

Year:

2014

Language:

english

File:

PDF, 660 KB

english, 2014

3

The impact of unconventional monetary policy on the market for collateral: The case of the French bond market

Sanvi Avouyi-Dovi, Julien Idier

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 903 KB

english, 2012

4

Probability of informed trading on the euro overnight market rate

Julien Idier, Stefano Nardelli

Journal:

International Journal of Finance & Economics

Year:

2011

Language:

english

File:

PDF, 346 KB

english, 2011

5

The financial content of inflation risks in the euro area

Andrade, Philippe, Fourel, Valère, Ghysels, Eric, Idier, Julien

Journal:

International Journal of Forecasting

Year:

2014

Language:

english

File:

PDF, 578 KB

english, 2014

6

Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 1018 KB

english, 2011

7

[American Institute of Aeronautics and Astronautics 21st AIAA/CEAS Aeroacoustics Conference - Dallas, TX ()] 21st AIAA/CEAS Aeroacoustics Conference - Experimental Validation of a Semi-Analytical Trailing-Edge Noise Model Including Broadband Scattering

Christophe, Julien, Kucukcoskun, Korcan, Schram, Christophe, Idier, Alexandre, Laffay, Paul, Moreau, Stephane

Language:

english

File:

PDF, 3.04 MB

english

8

Quantification of mass fat fraction in fish using water–fat separation MRI

Picaud, Julien, Collewet, Guylaine, Idier, Jérôme

Journal:

Magnetic Resonance Imaging

Year:

2016

Language:

english

File:

PDF, 948 KB

english, 2016

9

[IEEE 2015 International Conference on Image Processing Theory, Tools and Applications (IPTA) - Orleans, France (2015.11.10-2015.11.13)] 2015 International Conference on Image Processing Theory, Tools and Applications (IPTA) - Correction of RF inhomogeneities for high throughput water and fat quantification by MRI

Picaud, Julien, Collewet, Guylaine, Idier, Jerome

Year:

2015

Language:

english

File:

PDF, 319 KB

english, 2015

10

A High-Frequency assessment of the ECB Securities Markets Programme

Ghysels, Eric, Idier, Julien, Manganelli, Simone, Vergote, Olivier

Journal:

Journal of the European Economic Association

Year:

2017

Language:

english

File:

PDF, 924 KB

english, 2017

11

Long Term vs. Short Term Comovements in Stock Markets: The Use of Markov-Switching Multifractal Models

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 1.22 MB

english, 2008

12

How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment

Idier, Julien, Lamé, Gildas, Mésonnier, Jean-Stéphane

Journal:

SSRN Electronic Journal

Year:

2011

File:

PDF, 473 KB

2011

13

An Analytical Framework to Calibrate Macroprudential Policy.

Bennani, Taryk, Couaillier, Cyril, Devulder, Antoine, Gabrieli, Silvia, Idier, Julien, Lopez, Pierlauro, Piquard, Thibaut, Scalone, Valerio

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 3.13 MB

english, 2017

14

Risk Aversion and Uncertainty in European Sovereign Bond Markets

Idier, Julien, Fourel, Valère

Journal:

SSRN Electronic Journal

Year:

2011

File:

PDF, 975 KB

2011

15

The Financial Content of Inflation Risks in the Euro Area

Andrade, Philippe, Fourel, Vallre, Ghysels, Eric, Idier, Julien

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 439 KB

english, 2013

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