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Wydad El Amri | IDEAS/RePEc
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Wydad El Amri

Personal Details

First Name:Wydad
Middle Name:
Last Name:El Amri
Suffix:
RePEc Short-ID:pel329
[This author has chosen not to make the email address public]

Affiliation

Banque de France

Paris, France
http://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bruneau, C. & de Bandt, O. & El Amri, W., 2008. "Macroeconomic Fluctuations and Corporate Financial Fragility," Working papers 226, Banque de France.
  2. De Bandt, O. & Bruneau, C. & El Amri, W., 2008. "Stress Testing and Corporate Finance," Working papers 203, Banque de France.
  3. De Bandt. O. & Bruneau, C. & El Amri, W., 2006. "Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data," Working papers 158, Banque de France.

Articles

  1. El Amri Wydad, & Mouriaux François, & Wicky Yann, & Mathieu Bussière, & Horny Guillaume, & Sahuc Jean-Guillaume., 2021. "Money and its counterparts: instruments and reflections of monetary policy [La monnaie et ses contreparties : instruments et reflets de la politique monétaire]," Bulletin de la Banque de France, Banque de France, issue 234.
  2. Bruneau, C. & de Bandt, O. & El Amri, W., 2012. "Macroeconomic fluctuations and corporate financial fragility," Journal of Financial Stability, Elsevier, vol. 8(4), pages 219-235.
  3. O. de Bandt & C. Bruneau & W. El Amri, 2009. "Convergence in household credit demand across euro area countries: evidence from panel data," Applied Economics, Taylor & Francis Journals, vol. 41(27), pages 3447-3462.
  4. de Bandt, O. & Bruneau, C. & El Amri, W., 2008. "Stress testing and corporate finance," Journal of Financial Stability, Elsevier, vol. 4(3), pages 258-274, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bruneau, C. & de Bandt, O. & El Amri, W., 2008. "Macroeconomic Fluctuations and Corporate Financial Fragility," Working papers 226, Banque de France.

    Cited by:

    1. Ren, Meixu & Zhao, Jingmei & Ke, Konglin & Li, Yidong, 2023. "Bank homogeneity and risk-taking: Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 142-154.
    2. Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Working Paper Series 1574, European Central Bank.
    3. Aflatooni, Abbas & Ghaderi, Kaveh & Mansouri, Kefsan, 2022. "Sanctions against Iran, political connections and speed of adjustment," Emerging Markets Review, Elsevier, vol. 51(PB).
    4. Jože P. Damijan, 2014. "Corporate financial soundness and its impact on firm performance: Implications for corporate debt restructuring in Slovenia," Working Papers 168, European Bank for Reconstruction and Development, Office of the Chief Economist.
    5. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
    6. Costas Milas, 2014. "Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013," Working Paper series 13_14, Rimini Centre for Economic Analysis.
    7. Elena Gregova & Katarina Valaskova & Peter Adamko & Milos Tumpach & Jaroslav Jaros, 2020. "Predicting Financial Distress of Slovak Enterprises: Comparison of Selected Traditional and Learning Algorithms Methods," Sustainability, MDPI, vol. 12(10), pages 1-17, May.
    8. Rémi Stellian & Gabriel I. Penagos & Jenny P. Danna-Buitrago, 2021. "Firms in financial distress: evidence from inter-firm payment networks with volatility driven by ‘animal spirits’," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 59-101, January.
    9. Katarzyna Boratynska, 2016. "Corporate Bankruptcy And Survival On The Market: Lessons From Evolutionary Economics," Oeconomia Copernicana, Institute of Economic Research, vol. 7(1), pages 107-129, March.
    10. Darné, Olivier & Levy-Rueff, Guy & Pop, Adrian, 2024. "The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach," Economic Modelling, Elsevier, vol. 136(C).
    11. Catalán, Mario & Hoffmaister, Alexander W., 2022. "When banks punch back: Macrofinancial feedback loops in stress tests," Journal of International Money and Finance, Elsevier, vol. 124(C).
    12. Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina, 2021. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Journal of Financial Stability, Elsevier, vol. 52(C).
    13. O. de Bandt & N. Dumontaux & V. Martin & D. Médée, 2013. "Stress-testing banks’ corporate credit portfolio," Débats économiques et financiers 2, Banque de France.
    14. Nijskens, Rob & Mokas, Dimitris, 2019. "Credit Risk in Commercial Real Estate Bank Loans : The Role of Idiosyncratic versus Macro-Economic Factors," Other publications TiSEM ea4f2f0e-dc50-4987-91d3-6, Tilburg University, School of Economics and Management.
    15. Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E., 2010. "The financial accelerator in an evolving credit network," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1627-1650, September.
    16. Michael H. Morris & Sohrab Soleimanof & Reginald Tucker, 2023. "Drivers of fragility in the ventures of poverty entrepreneurs," Small Business Economics, Springer, vol. 61(1), pages 305-323, June.
    17. Salwa Kessioui & Michalis Doumpos & Constantin Zopounidis, 2023. "A Bibliometric Overview of the State-of-the-Art in Bankruptcy Prediction Methods and Applications," World Scientific Book Chapters, in: Emilios Galariotis & Alexandros Garefalakis & Christos Lemonakis & Marios Menexiadis & Constantin Zo (ed.), Governance and Financial Performance Current Trends and Perspectives, chapter 6, pages 123-153, World Scientific Publishing Co. Pte. Ltd..
    18. Abudy, Menachem Meni & Raviv, Alon, 2016. "How much can illiquidity affect corporate debt yield spread?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 58-69.
    19. Paulo V. Carvalho & José D. Curto & Rodrigo Primor, 2022. "Macroeconomic determinants of credit risk: Evidence from the Eurozone," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2054-2072, April.
    20. Fang, Yiwei & van Lelyveld, Iman, 2014. "Geographic diversification in banking," Journal of Financial Stability, Elsevier, vol. 15(C), pages 172-181.
    21. Tomasz Pisula, 2020. "An Ensemble Classifier-Based Scoring Model for Predicting Bankruptcy of Polish Companies in the Podkarpackie Voivodeship," JRFM, MDPI, vol. 13(2), pages 1-35, February.
    22. Fernández-Gámez, Manuel Ángel & Soria, Juan Antonio Campos & Santos, José António C. & Alaminos, David, 2020. "European country heterogeneity in financial distress prediction: An empirical analysis with macroeconomic and regulatory factors," Economic Modelling, Elsevier, vol. 88(C), pages 398-407.
    23. Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
    24. Dagmar Camska & Jiri Klecka, 2020. "Comparison of Prediction Models Applied in Economic Recession and Expansion," JRFM, MDPI, vol. 13(3), pages 1-16, March.

  2. De Bandt, O. & Bruneau, C. & El Amri, W., 2008. "Stress Testing and Corporate Finance," Working papers 203, Banque de France.

    Cited by:

    1. Tomaso Aste, 2020. "Stress testing and systemic risk measures using multivariate conditional probability," Papers 2004.06420, arXiv.org, revised May 2021.
    2. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
    3. Gu, Xin & Cui, Tingfei & Hu, Yingquan, 2016. "新しん常つね态下商しょう业银行ぎょう和わ企くわだて业两部ぶ门杠杆联动的微ほろ观机制せい和宏かずひろ观效应 [Micromechanism and Macro effect of Leverage Dynamics between Commercial Banks and Enterprises under New Norm]," MPRA Paper 49491, University Library of Munich, Germany.
    4. Tomaso Aste, 2021. "Stress Testing and Systemic Risk Measures Using Elliptical Conditional Multivariate Probabilities," JRFM, MDPI, vol. 14(5), pages 1-17, May.
    5. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
    6. Costeiu, Adrian & Neagu, Florian, 2013. "Bridging the banking sector with the real economy: a financial stability perspective," Working Paper Series 1592, European Central Bank.

  3. De Bandt. O. & Bruneau, C. & El Amri, W., 2006. "Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data," Working papers 158, Banque de France.

    Cited by:

    1. Philip Lane & Peter McQuade, 2013. "Domestic Credit Growth and International Capital Flows," The Institute for International Integration Studies Discussion Paper Series iiisdp428, IIIS.
    2. Helen Higgs & Andrew C. Worthington, 2011. "Price and income elasticity of Australian retail finance: An autoregressive distributed lag (ARDL) approach," Discussion Papers in Finance finance:201117, Griffith University, Department of Accounting, Finance and Economics.
    3. Renáta Pitoňáková, 2018. "Private Sector Savings," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 1-17, March.
    4. V. A. Pankova, 2022. "Modeling the Dynamics of Retail Lending in Russia: a Relationship with the Dynamics of Household Savings, Incomes, and Expenses," Studies on Russian Economic Development, Springer, vol. 33(6), pages 723-735, December.
    5. Leonardo Gambacorta & Carlotta Rossi, 2007. "Modelling bank lending in the euro area: A non-linear approach," Temi di discussione (Economic working papers) 650, Bank of Italy, Economic Research and International Relations Area.

Articles

  1. Bruneau, C. & de Bandt, O. & El Amri, W., 2012. "Macroeconomic fluctuations and corporate financial fragility," Journal of Financial Stability, Elsevier, vol. 8(4), pages 219-235.
    See citations under working paper version above.
  2. O. de Bandt & C. Bruneau & W. El Amri, 2009. "Convergence in household credit demand across euro area countries: evidence from panel data," Applied Economics, Taylor & Francis Journals, vol. 41(27), pages 3447-3462.
    See citations under working paper version above.
  3. de Bandt, O. & Bruneau, C. & El Amri, W., 2008. "Stress testing and corporate finance," Journal of Financial Stability, Elsevier, vol. 4(3), pages 258-274, September.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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