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 0 132 2 4 33 544
Agent-based model of system-wide implications of funding risk 0 0 0 50 2 5 37 245
Assessing interbank contagion using simulated networks 0 0 0 130 4 5 17 375
Bank capital structure and the credit channel of central bank asset purchases 0 0 0 156 2 7 21 275
COVID and Financial Stability: Practice Ahead of Theory 0 0 1 19 2 3 12 35
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 0 1 9 456
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 0 1 6 3 3 15 37
Dynamic balance sheet model with liquidity risk 0 0 0 75 5 6 25 318
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 1 2 9 51
Interconnected Banks and Systemically Important Exposures 0 0 0 36 6 10 28 174
Interconnected banks and systemically important exposures 0 0 1 50 3 7 26 196
Modeling emergence of the interbank networks 0 0 0 125 4 5 24 300
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 2 2 22 302
Risk-based decisions on assets structure of a bank — partially observed economic conditions 1 1 1 56 3 5 9 244
Simulating fire sales in a system of banks and asset managers 0 0 2 33 1 1 17 82
Simulating fire-sales in a banking and shadow banking system 0 0 1 44 2 3 15 170
Strategic groups in Polish banking sector and financial stability 0 0 0 190 2 2 16 747
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 1 3 12 55
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 77 3 5 15 208
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 0 4 18 243
Total Working Papers 1 1 8 1,465 48 83 380 5,057

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 0 73 1 4 19 307
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 1 1 6 77
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 0 1 12 1 1 7 45
How did the Greek credit event impact the credit default swap market? 0 2 2 37 3 6 16 170
Interconnected banks and systemically important exposures 0 0 0 13 2 2 16 57
Modelling the emergence of the interbank networks 0 0 0 41 1 1 13 152
Resilience of Canadian banks to funding liquidity shocks 0 0 1 19 0 1 10 62
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 1 2 9 119
Simulating fire sales in a system of banks and asset managers 0 0 0 7 0 1 19 42
Strategic Groups and Banks’ Performance 0 0 0 96 0 0 8 333
System-wide implications of funding risk 0 0 1 38 1 1 12 112
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 0 19 2 2 21 97
The missing links: A global study on uncovering financial network structures from partial data 2 2 3 63 4 5 20 340
The systemic implications of bail-in: A multi-layered network approach 0 0 2 52 0 2 22 320
Total Journal Articles 2 4 10 516 17 29 198 2,233

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Statistics updated 2026-11-12