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 1 10 35 539
Agent-based model of system-wide implications of funding risk 0 0 1 50 12 14 33 238
Assessing interbank contagion using simulated networks 0 0 0 130 1 3 19 370
Bank capital structure and the credit channel of central bank asset purchases 0 0 0 156 2 7 14 267
COVID and Financial Stability: Practice Ahead of Theory 0 1 1 19 1 6 11 32
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 0 0 10 454
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 0 1 6 0 4 13 33
Dynamic balance sheet model with liquidity risk 0 0 0 75 1 3 23 311
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 1 1 11 49
Interconnected Banks and Systemically Important Exposures 0 0 0 36 1 7 23 163
Interconnected banks and systemically important exposures 0 0 1 50 1 4 23 188
Modeling emergence of the interbank networks 0 0 1 125 0 3 22 295
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 0 3 21 300
Risk-based decisions on assets structure of a bank — partially observed economic conditions 0 0 0 55 0 0 4 239
Simulating fire sales in a system of banks and asset managers 1 1 3 33 1 4 20 81
Simulating fire-sales in a banking and shadow banking system 1 1 1 44 1 4 14 166
Strategic groups in Polish banking sector and financial stability 0 0 0 190 0 4 13 744
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 0 1 8 49
The missing links: A global study on uncovering financial network structures from partial data 1 1 1 77 3 5 12 203
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 1 6 16 239
Total Working Papers 3 4 11 1,464 27 89 345 4,960

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 2 73 1 7 17 300
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 1 7 76
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 0 1 12 0 1 5 43
How did the Greek credit event impact the credit default swap market? 0 0 1 35 0 1 13 162
Interconnected banks and systemically important exposures 0 0 1 13 1 5 19 55
Modelling the emergence of the interbank networks 0 0 2 41 0 4 16 150
Resilience of Canadian banks to funding liquidity shocks 0 1 3 19 0 4 17 60
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 0 1 7 117
Simulating fire sales in a system of banks and asset managers 0 0 0 7 1 2 19 41
Strategic Groups and Banks’ Performance 0 0 0 96 0 0 8 332
System-wide implications of funding risk 0 0 1 37 0 4 12 109
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 1 19 2 9 20 95
The missing links: A global study on uncovering financial network structures from partial data 0 1 1 61 2 8 19 335
The systemic implications of bail-in: A multi-layered network approach 0 0 3 52 2 9 25 318
Total Journal Articles 0 2 16 511 9 56 204 2,193

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Statistics updated 2026-06-04