Zobrazeno 1 - 10
of 60
pro vyhledávání: '"Idier, Julien"'
Autor:
Coudert, Virginie, Idier, Julien
Publikováno v:
In International Economics December 2018 156:98-116
Publikováno v:
Journal of the European Economic Association, 2017 Jan 01. 15(1), 218-243.
Externí odkaz:
https://www.jstor.org/stable/90023415
Publikováno v:
International Economics
International Economics, 2022, 172, pp.53-55. ⟨10.1016/j.inteco.2022.08.006⟩
International Economics, 2022
International Economics, 2022, 172, pp.53-55. ⟨10.1016/j.inteco.2022.08.006⟩
International Economics, 2022
International audience
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ade0987ecb5913bdcd6226d16d159703
https://doi.org/10.1016/j.inteco.2022.08.006
https://doi.org/10.1016/j.inteco.2022.08.006
Publikováno v:
In International Journal of Forecasting July-September 2014 30(3):648-659
Autor:
FOUREL, Valére, IDIER, Julien
Publikováno v:
Revue d'économie financière, 2011 Mar 01(101), 53-71.
Externí odkaz:
https://www.jstor.org/stable/42904822
Autor:
Idier, Julien1 (AUTHOR) julien.idier@banque‐france.fr, Nardelli, Stefano2 (AUTHOR)
Publikováno v:
International Journal of Finance & Economics. Apr2011, Vol. 16 Issue 2, p131-145. 15p. 1 Diagram, 3 Charts, 4 Graphs.
Policy impact studies often suffer from endogeneity problems. Consider the case of the ECB Securities Markets Programme: If Eurosystem interventions were triggered by sudden and strong price deteriorations, looking at daily price changes may bias dow
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::9166a20c547723241f79995ed44201ae
https://hdl.handle.net/10419/154075
https://hdl.handle.net/10419/154075
Policy impact studies often suffer from endogeneity problems. Consider the case of the ECB Securities Markets Programme. If Eurosystem interventions were triggered by sudden and strong price deteriorations, looking at daily (or weekly) price changes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3bd4dc3ada2f0e6dee1f0781248bc0ca
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=9778
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=9778
We explore the practical relevance from a supervisor's perspective of a popular market-based indicator of the exposure of a financial institution to systemic risk, the marginal expected shortfall (MES). The MES of an institution can be defined as its
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::df0a8134b266500eab6e66b0e219c5b9
https://hdl.handle.net/10419/153979
https://hdl.handle.net/10419/153979
Even though the FX market is one of the most liquid financial market, it would be an error to consider that it is immune against any liquidity problem. This paper analyzes on a long sample (2000-2009), the all set of quotes and transactions in three
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::711d3928e08c3e5ca6ceef1ca4522ea6
https://halshs.archives-ouvertes.fr/halshs-00539985
https://halshs.archives-ouvertes.fr/halshs-00539985