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 6 35 540
Agent-based model of system-wide implications of funding risk 0 0 1 50 0 14 33 238
Assessing interbank contagion using simulated networks 0 0 0 130 0 3 18 370
Bank capital structure and the credit channel of central bank asset purchases 0 0 0 156 1 7 15 268
COVID and Financial Stability: Practice Ahead of Theory 0 0 1 19 0 4 11 32
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 1 1 10 455
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 0 1 6 0 2 12 33
Dynamic balance sheet model with liquidity risk 0 0 0 75 1 3 22 312
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 0 1 11 49
Interconnected Banks and Systemically Important Exposures 0 0 0 36 0 4 23 163
Interconnected banks and systemically important exposures 0 0 1 50 1 5 23 189
Modeling emergence of the interbank networks 0 0 1 125 0 2 21 295
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 0 2 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 1 2 33 0 4 19 81
Simulating fire-sales in a banking and shadow banking system 0 1 1 44 1 4 14 167
Strategic groups in Polish banking sector and financial stability 0 0 0 190 1 5 14 745
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 1 2 9 50
The missing links: A global study on uncovering financial network structures from partial data 0 1 1 77 0 5 12 203
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 0 4 15 239
Total Working Papers 0 3 10 1,464 8 78 342 4,968

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 1 73 3 8 19 303
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 1 5 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 0 13 162
Interconnected banks and systemically important exposures 0 0 1 13 0 3 17 55
Modelling the emergence of the interbank networks 0 0 0 41 0 4 13 150
Resilience of Canadian banks to funding liquidity shocks 0 0 3 19 1 4 18 61
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 0 0 7 117
Simulating fire sales in a system of banks and asset managers 0 0 0 7 0 1 19 41
Strategic Groups and Banks’ Performance 0 0 0 96 0 0 8 332
System-wide implications of funding risk 0 0 0 37 0 1 10 109
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 0 19 0 6 19 95
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 61 0 6 19 335
The systemic implications of bail-in: A multi-layered network approach 0 0 3 52 0 7 25 318
Total Journal Articles 0 0 11 511 4 42 197 2,197

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Statistics updated 2026-07-10