Access Statistics for Grzegorz Halaj

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A macro stress testing framework for assessing systemic risks in the banking sector 0 0 1 132 7 16 35 527
Agent-based model of system-wide implications of funding risk 0 0 2 50 6 15 22 223
Assessing interbank contagion using simulated networks 0 0 0 130 4 8 17 366
Bank capital structure and the credit channel of central bank asset purchases 0 0 1 156 3 6 9 260
COVID and Financial Stability: Practice Ahead of Theory 0 0 0 18 1 3 5 26
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 5 7 10 454
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 1 1 6 3 6 14 28
Dynamic balance sheet model with liquidity risk 0 0 0 75 10 12 18 305
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 5 5 9 47
Interconnected Banks and Systemically Important Exposures 0 0 0 36 2 7 15 153
Interconnected banks and systemically important exposures 1 1 1 50 4 13 20 183
Modeling emergence of the interbank networks 0 0 1 125 13 14 17 290
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 6 15 17 295
Risk-based decisions on assets structure of a bank — partially observed economic conditions 0 0 0 55 2 4 5 239
Simulating fire sales in a system of banks and asset managers 0 1 3 32 4 11 18 76
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 3 5 10 160
Strategic groups in Polish banking sector and financial stability 0 0 0 190 4 8 9 739
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 1 4 8 47
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 76 4 5 9 198
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 3 6 10 231
Total Working Papers 1 3 11 1,460 90 170 277 4,847

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing interbank contagion using simulated networks 0 0 4 73 1 4 12 292
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 3 3 6 74
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 1 2 12 2 4 6 42
How did the Greek credit event impact the credit default swap market? 0 0 1 35 4 5 11 159
Interconnected banks and systemically important exposures 0 0 1 13 2 7 15 48
Modelling the emergence of the interbank networks 0 0 2 41 3 6 11 145
Resilience of Canadian banks to funding liquidity shocks 0 0 2 18 2 4 13 56
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 2 3 3 113
Simulating fire sales in a system of banks and asset managers 0 0 0 7 2 7 9 30
Strategic Groups and Banks’ Performance 0 0 0 96 6 7 8 332
System-wide implications of funding risk 0 0 1 37 2 4 7 104
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 1 19 5 7 8 83
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 60 1 5 14 325
The systemic implications of bail-in: A multi-layered network approach 0 0 2 50 5 9 16 307
Total Journal Articles 0 1 17 507 40 75 139 2,110

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Statistics updated 2026-02-12