Abdelaziz Rouabah

Banque Centrale du Luxembourg

2, boulevard Royal

Luxembourg, L-2983

Luxembourg

SCHOLARLY PAPERS

6

DOWNLOADS

294

SSRN CITATIONS
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in Total Papers Citations

12

CROSSREF CITATIONS

237

Scholarly Papers (6)

Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach

National Bank of Belgium Working Paper No. 148
Number of pages: 37 Posted: 01 Oct 2010
Gregory de Walque, Olivier Pierrard and Abdelaziz Rouabah
Facultés Universitaires Notre-Dame de la Paix (FUNDP) - Faculty of Economics, Management and Social Sciences, Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 114 (268,074)
Citation 62

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DSGE, Banking sector, Default risk, Supervision, Money

Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach

CEPR Discussion Paper No. DP7202
Number of pages: 37 Posted: 11 Mar 2009
Gregory de Walque, Olivier Pierrard and Abdelaziz Rouabah
Facultés Universitaires Notre-Dame de la Paix (FUNDP) - Faculty of Economics, Management and Social Sciences, Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 4 (715,310)
Citation 1
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banking sector, central bank, default risk, DSGE, supervision

Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach

The Economic Journal, Vol. 120, Issue 549, pp. 1234-1261, December 2010
Number of pages: 28 Posted: 17 Nov 2010
Gregory de Walque, Olivier Pierrard and Abdelaziz Rouabah
Facultés Universitaires Notre-Dame de la Paix (FUNDP) - Faculty of Economics, Management and Social Sciences, Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 2 (735,749)
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2.

Banking Output & Price Indicators from Quarterly Reporting Data

Banque centrale du Luxembourg Working Paper No. 27
Number of pages: 28 Posted: 02 Mar 2007 Last Revised: 23 Jul 2020
Paolo Guarda and Abdelaziz Rouabah
Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 107 (278,971)
Citation 5

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banks, total factor productivity, Törnqvist index

3.

An MVAR Framework to Capture Extreme Events in Macro-Prudential Stress Tests

ECB Working Paper No. 1464
Number of pages: 46 Posted: 05 Sep 2012
Paolo Guarda, Abdelaziz Rouabah and John Theal
Banque Centrale du Luxembourg, Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 60 (392,146)

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Stress testing, MVAR, tier 1 capital ratio, counterparty risk, Luxembourg banking sector

4.

Sovereigns and Financial Intermediaries Spillovers

IMF Working Paper No. 19/43
Number of pages: 34 Posted: 08 Apr 2019
Hamid Tabarraei, Abdelaziz Rouabah and Olivier Pierrard
International Monetary Fund (IMF), Banque Centrale du Luxembourg and Banque Centrale du Luxembourg
Downloads 7 (662,875)

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Central banks, Interest rates on loans, Bank capital, Market interest rates, Bank liquidity, Sovereign risk, Contagion, Interbank market, interbank, deposit rate, leverage ratio, order condition, bank 's balance

5.

Is the Financial Sector Luxembourg’s Engine of Growth?

Banque centrale du Luxembourg Working Paper No. 97
Posted: 29 Aug 2020
Paolo Guarda and Abdelaziz Rouabah
Banque Centrale du Luxembourg and Banque Centrale du Luxembourg

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Output growth, GARCH models, Dynamic conditional correlations

6.

Estimating the Natural Interest Rate for the Euro Area and Luxembourg

Banque centrale du Luxembourg Working Paper No. 15
Posted: 07 Mar 2007
Paolo Guarda, Abdelaziz Rouabah and Ladislav Wintr
Banque Centrale du Luxembourg, Banque Centrale du Luxembourg and Clark University

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Kalman filter, natural interest rate, equilibrium real interest rate