Concepedia

Julien Idier

JI

Statistics

Publications

20

Citations

569

H-Index

15

Active since

2006

Affiliations

Banque de France(Current)

European Central Bank

Flagler College

University of North Carolina at Chapel Hill

Centre National de la Recherche Scientifique

Julien Idier is an author at Banque de France specializing in finance, business, and risk management.

Top concepts

Publications per year

2006–2021

20

Publications

20

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

Julien Idier, Gildas Lamé, Jean‐Stéphane Mésonnier · Journal of Banking & Finance · 2014 · 95 citations

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A High Frequency Assessment of the ECB Securities Markets Programme

Éric Ghysels, Julien Idier, Simone Manganelli et al. · SSRN Electronic Journal · 2014 · 57 citations · Full text

Stock Exchanges Industry Consolidation and Shock Transmission

Julien Idier · SSRN Electronic Journal · 2006 · 45 citations · Full text

Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate

Julien Idier, Stefano Nardelli · SSRN Electronic Journal · 2007 · 40 citations · Full text

Tails of Inflation Forecasts and Tales of Monetary Policy

Philippe Andrade, Éric Ghysels, Julien Idier · SSRN Electronic Journal · 2012 · 38 citations · Full text

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