J. Idier
Finance · 2013–2017
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 24 citations into it
Whom J. Idier trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Idier overall
Papers from J. Idier's perspective
Ordered by how strongly the researchers J. Idier trusts endorse each paper. Same corpus, a different order for every researcher.
- Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks †
- Deciphering the Liquidity and Credit Crunch 2007-08
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Generalized autoregressive conditional heteroskedasticity
- The Dark Side of Internal Capital Markets: Divisional Rent-Seeking and Inefficient Investment
- On Estimating the Expected Return on the Market: An Exploratory Investigation
- Does Deposit Insurance Increase Banking System Stability? An Empirical Investigation
- The fundamental principles of financial regulation
- Common risk factors in the returns on stocks and bonds
Their papers
- A High Frequency Assessment of the ECB Securities Markets Programme (2017) — 188 citations
- How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment (2013) — 130 citations