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 2 132 4 10 31 520
Agent-based model of system-wide implications of funding risk 0 0 2 50 5 11 17 217
Assessing interbank contagion using simulated networks 0 0 0 130 2 7 13 362
Bank capital structure and the credit channel of central bank asset purchases 0 0 1 156 1 4 7 257
COVID and Financial Stability: Practice Ahead of Theory 0 0 0 18 1 3 4 25
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 1 4 5 449
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 1 1 1 6 3 3 12 25
Dynamic balance sheet model with liquidity risk 0 0 0 75 2 2 10 295
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 0 1 4 42
Interconnected Banks and Systemically Important Exposures 0 0 0 36 1 8 13 151
Interconnected banks and systemically important exposures 0 0 0 49 4 10 16 179
Modeling emergence of the interbank networks 0 0 1 125 1 2 5 277
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 7 9 11 289
Risk-based decisions on assets structure of a bank — partially observed economic conditions 0 0 0 55 2 2 3 237
Simulating fire sales in a system of banks and asset managers 1 1 3 32 3 9 15 72
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 0 4 7 157
Strategic groups in Polish banking sector and financial stability 0 0 0 190 2 4 5 735
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 2 4 8 46
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 76 1 2 5 194
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 3 3 7 228
Total Working Papers 2 2 11 1,459 45 102 198 4,757

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 3 5 11 291
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 0 3 71
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 1 2 12 0 2 5 40
How did the Greek credit event impact the credit default swap market? 0 0 1 35 0 3 7 155
Interconnected banks and systemically important exposures 0 0 1 13 2 6 13 46
Modelling the emergence of the interbank networks 0 0 2 41 1 4 8 142
Resilience of Canadian banks to funding liquidity shocks 0 1 2 18 1 9 11 54
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 1 1 1 111
Simulating fire sales in a system of banks and asset managers 0 0 0 7 3 5 7 28
Strategic Groups and Banks’ Performance 0 0 0 96 1 1 2 326
System-wide implications of funding risk 0 0 1 37 1 2 6 102
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 1 19 1 2 4 78
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 60 1 5 14 324
The systemic implications of bail-in: A multi-layered network approach 0 1 2 50 2 9 11 302
Total Journal Articles 0 3 17 507 17 54 103 2,070

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Statistics updated 2026-01-09