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 3 33 542
Agent-based model of system-wide implications of funding risk 0 0 1 50 3 5 38 243
Assessing interbank contagion using simulated networks 0 0 0 130 0 0 15 370
Bank capital structure and the credit channel of central bank asset purchases 0 0 0 156 4 5 19 272
COVID and Financial Stability: Practice Ahead of Theory 0 0 1 19 1 1 11 33
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 1 2 11 456
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 0 1 6 0 1 12 34
Dynamic balance sheet model with liquidity risk 0 0 0 75 1 2 20 313
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 1 1 9 50
Interconnected Banks and Systemically Important Exposures 0 0 0 36 3 4 24 167
Interconnected banks and systemically important exposures 0 0 1 50 3 4 24 192
Modeling emergence of the interbank networks 0 0 0 125 0 0 20 295
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 0 0 21 300
Risk-based decisions on assets structure of a bank — partially observed economic conditions 0 0 0 55 1 1 5 240
Simulating fire sales in a system of banks and asset managers 0 0 2 33 0 0 18 81
Simulating fire-sales in a banking and shadow banking system 0 0 1 44 1 2 15 168
Strategic groups in Polish banking sector and financial stability 0 0 0 190 0 1 14 745
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 2 5 12 54
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 77 1 1 12 204
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 4 4 19 243
Total Working Papers 0 0 8 1,464 28 42 352 5,002

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 2 5 19 305
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 0 5 76
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 0 1 12 0 1 6 44
How did the Greek credit event impact the credit default swap market? 2 2 3 37 3 5 18 167
Interconnected banks and systemically important exposures 0 0 0 13 0 0 15 55
Modelling the emergence of the interbank networks 0 0 0 41 0 1 13 151
Resilience of Canadian banks to funding liquidity shocks 0 0 2 19 1 2 18 62
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 1 1 8 118
Simulating fire sales in a system of banks and asset managers 0 0 0 7 1 1 19 42
Strategic Groups and Banks’ Performance 0 0 0 96 0 1 8 333
System-wide implications of funding risk 0 1 1 38 0 2 12 111
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 0 19 0 0 19 95
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 61 0 0 16 335
The systemic implications of bail-in: A multi-layered network approach 0 0 3 52 1 1 26 319
Total Journal Articles 2 3 11 514 9 20 202 2,213

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Statistics updated 2026-09-10