Julien Idier - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2008 | 2007 | 2006

Title Other author(s)

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

Bank of France Working Papers [View] (Paper: Nr 348, 03.11.2011)

Risk aversion and Uncertainty in European Sovereign Bond Markets

Bank of France Working Papers [View] (Paper: Nr 349, 03.11.2011)

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

Bank of France Working Papers [View] (Paper: Nr 339, 11.08.2011)

Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market

Bank of France Working Papers [View] (Paper: Nr 278, 18.06.2010)

JEL: C22, C53, G10

Liquidity problems in the FX liquid market: Ask for the "BIL"

Bank of France Working Papers [View] (Paper: Nr 279, 18.06.2010)

JEL: F31, G01, G15

Probability of informed trading on the euro overnight market rate: an update

European Central Bank Working papers [View] (Paper: 0987, 23.12.2008)

JEL: E52, G14

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

Bank of France Working Papers [View] (Paper: Nr 218, 10.07.2008)

JEL: C32, F36, G15

Probability of informed trading: an empirical application to the euro overnight market rate.

Bank of France Working Papers [View] (Paper: Nr 176, 18.09.2007)

JEL: E58, G21

Determinants of long-term interest rates in the United States and the euro area: A multivariate approach

Bank of France Working Papers [View] (Paper: Nr 170, 10.07.2007)

JEL: C32, E43

Stock exchanges industry consolidation and shock transmission

Bank of France Working Papers [View] (Paper: Nr 159, 14.12.2006)

JEL: C32, F36, G15

Papers by year: All | 2011 | 2010 | 2008 | 2007 | 2006