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 4 11 36 538
Agent-based model of system-wide implications of funding risk 0 0 2 50 2 3 23 226
Assessing interbank contagion using simulated networks 0 0 0 130 2 3 18 369
Bank capital structure and the credit channel of central bank asset purchases 0 0 0 156 4 5 12 265
COVID and Financial Stability: Practice Ahead of Theory 0 1 1 19 3 5 10 31
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 2 5 14 33
Dynamic balance sheet model with liquidity risk 0 0 0 75 1 5 23 310
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 0 1 10 48
Interconnected Banks and Systemically Important Exposures 0 0 0 36 3 9 22 162
Interconnected banks and systemically important exposures 0 0 1 50 3 4 23 187
Modeling emergence of the interbank networks 0 0 1 125 2 5 22 295
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 2 5 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 0 0 2 32 3 4 21 80
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 2 5 13 165
Strategic groups in Polish banking sector and financial stability 0 0 0 190 4 5 13 744
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 1 2 8 49
The missing links: A global study on uncovering financial network structures from partial data 0 0 0 76 2 2 9 200
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 3 7 16 238
Total Working Papers 0 1 9 1,461 43 86 328 4,933

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 3 73 4 7 17 299
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 1 2 7 76
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 0 1 12 1 1 6 43
How did the Greek credit event impact the credit default swap market? 0 0 1 35 0 3 13 162
Interconnected banks and systemically important exposures 0 0 1 13 2 6 20 54
Modelling the emergence of the interbank networks 0 0 2 41 4 5 16 150
Resilience of Canadian banks to funding liquidity shocks 0 1 3 19 3 4 17 60
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 0 4 7 117
Simulating fire sales in a system of banks and asset managers 0 0 0 7 0 10 18 40
Strategic Groups and Banks’ Performance 0 0 0 96 0 0 8 332
System-wide implications of funding risk 0 0 1 37 1 5 12 109
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 1 19 4 10 18 93
The missing links: A global study on uncovering financial network structures from partial data 0 1 1 61 4 8 18 333
The systemic implications of bail-in: A multi-layered network approach 0 2 3 52 5 9 23 316
Total Journal Articles 0 4 17 511 29 74 200 2,184

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Statistics updated 2026-05-06