Julien Idier

651 total citations
32 papers, 418 citations indexed

About

Julien Idier is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Julien Idier has authored 32 papers receiving a total of 418 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 22 papers in Economics and Econometrics and 11 papers in General Economics, Econometrics and Finance. Recurrent topics in Julien Idier's work include Monetary Policy and Economic Impact (11 papers), Market Dynamics and Volatility (10 papers) and Banking stability, regulation, efficiency (10 papers). Julien Idier is often cited by papers focused on Monetary Policy and Economic Impact (11 papers), Market Dynamics and Volatility (10 papers) and Banking stability, regulation, efficiency (10 papers). Julien Idier collaborates with scholars based in France, Germany and United States. Julien Idier's co-authors include Jean‐Stéphane Mésonnier, Éric Ghysels, Philippe Andrade, Sanvi Avouyi‐Dovi, Simone Manganelli, Caroline Jardet, Gaëlle Le Fol, Vladimir Borgy, Virginie Coudert and Alain Monfort and has published in prestigious journals such as Journal of Banking & Finance, International Journal of Forecasting and European Journal of Finance.

In The Last Decade

Julien Idier

31 papers receiving 394 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Julien Idier France	12	288	260	206	36	27	32	418
Bernd Wilfling Germany	10	242 0.8×	300 1.2×	114 0.6×	47 1.3×	34 1.3×	29	363
Wolfgang Lemke Germany	14	392 1.4×	303 1.2×	352 1.7×	35 1.0×	14 0.5×	27	547
Thomas Drechsel United States	7	230 0.8×	273 1.1×	227 1.1×	47 1.3×	20 0.7×	15	423
Michele Manna Italy	10	301 1.0×	272 1.0×	180 0.9×	43 1.2×	20 0.7×	14	435
Marta Szymanowska Netherlands	8	256 0.9×	301 1.2×	167 0.8×	45 1.3×	22 0.8×	13	357
Georges Tsafack United States	7	260 0.9×	264 1.0×	88 0.4×	27 0.8×	30 1.1×	12	335
Caroline Jardet France	13	218 0.8×	229 0.9×	251 1.2×	19 0.5×	17 0.6×	18	375
Lorán Chollete United States	6	312 1.1×	261 1.0×	100 0.5×	38 1.1×	23 0.9×	24	371
Juan M. Nave Spain	10	208 0.7×	174 0.7×	124 0.6×	67 1.9×	19 0.7×	23	311
Michele Ca’ Zorzi Germany	10	333 1.2×	337 1.3×	395 1.9×	25 0.7×	32 1.2×	29	504

Countries citing papers authored by Julien Idier

Since Specialization

Citations

This map shows the geographic impact of Julien Idier's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Julien Idier with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Julien Idier more than expected).

Fields of papers citing papers by Julien Idier

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Julien Idier. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Julien Idier. The network helps show where Julien Idier may publish in the future.

Co-authorship network of co-authors of Julien Idier

This figure shows the co-authorship network connecting the top 25 collaborators of Julien Idier. A scholar is included among the top collaborators of Julien Idier based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Julien Idier. Julien Idier is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Idier, Julien, et al.. (2023). Habitat Sweet Habitat: the Heterogeneous Effects of Eurosystem Asset Purchase Programs. SSRN Electronic Journal. 2 indexed citations

Idier, Julien, et al.. (2019). Activation of countercyclical capital buffers in Europe: initial experiences. RePEc: Research Papers in Economics. 1 indexed citations

Coudert, Virginie & Julien Idier. (2018). Reducing model risk in early warning systems for banking crises in the euro area. International Economics. 156. 98–116. 7 indexed citations

Idier, Julien, et al.. (2017). Measuring excess credit using the “Basel gap”: relevance for setting the countercyclical capital buffer and limitations. RePEc: Research Papers in Economics. 5–18. 1 indexed citations

Idier, Julien, et al.. (2017). Pandemic Crises in Financial Systems: A Simulation-Model to Complement Stress-Testing Frameworks. SSRN Electronic Journal. 3 indexed citations

Andrade, Philippe, Éric Ghysels, & Julien Idier. (2014). Inflation Risk Measures and Their Informational Content. SSRN Electronic Journal. 5 indexed citations

Ghysels, Éric, et al.. (2014). A High Frequency Assessment of the ECB Securities Markets Programme. SSRN Electronic Journal. 40 indexed citations

Andrade, Philippe, et al.. (2013). The financial content of inflation risks in the euro area. International Journal of Forecasting. 30(3). 648–659. 4 indexed citations

Idier, Julien, et al.. (2013). How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment. SSRN Electronic Journal. 2 indexed citations

10.

Andrade, Philippe, Éric Ghysels, & Julien Idier. (2012). Tails of Inflation Forecasts and Tales of Monetary Policy. SSRN Electronic Journal. 31 indexed citations

11.

Andrade, Philippe, Éric Ghysels, & Julien Idier. (2012). Tails of Inflation Forecasts and Tales of Monetary Policy. SSRN Electronic Journal. 14 indexed citations

12.

Idier, Julien, et al.. (2011). How Useful is The Marginal Expected Shortfall for the Measurement of Systemic Exposure: A Practical Assessment. SSRN Electronic Journal. 29 indexed citations

13.

Avouyi‐Dovi, Sanvi & Julien Idier. (2011). The Impact of Unconventional Monetary Policy on the Market for Collateral: The Case of the French Bond Market. SSRN Electronic Journal. 14 indexed citations

14.

Idier, Julien, et al.. (2011). How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment. SSRN Electronic Journal. 10 indexed citations

15.

Idier, Julien. (2009). (Re)correlation: A Markov Switching Multifractal Model with Time Varying Correlations. SSRN Electronic Journal. 3 indexed citations

16.

Idier, Julien, et al.. (2008). Taking into account extreme events in European option pricing. RePEc: Research Papers in Economics. 12(12). 39–51. 3 indexed citations

17.

Idier, Julien, et al.. (2008). Probability of Informed Trading on the Euro Overnight Market Rate: An Update. SSRN Electronic Journal. 3 indexed citations

18.

Idier, Julien. (2008). Long Term vs. Short Term Comovements in Stock Markets: The Use of Markov-Switching Multifractal Models. SSRN Electronic Journal. 1 indexed citations

19.

Idier, Julien, et al.. (2007). Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate. SSRN Electronic Journal. 31 indexed citations

20.

Idier, Julien. (2006). Stock Exchanges Industry Consolidation and Shock Transmission. SSRN Electronic Journal. 36 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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