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 2 13 34 529
Agent-based model of system-wide implications of funding risk 0 0 2 50 1 12 22 224
Assessing interbank contagion using simulated networks 0 0 0 130 1 7 17 367
Bank capital structure and the credit channel of central bank asset purchases 0 0 1 156 0 4 9 260
COVID and Financial Stability: Practice Ahead of Theory 0 0 0 18 0 2 5 26
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 0 6 10 454
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 1 1 6 1 7 13 29
Dynamic balance sheet model with liquidity risk 0 0 0 75 3 15 21 308
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 1 6 10 48
Interconnected Banks and Systemically Important Exposures 0 0 0 36 3 6 17 156
Interconnected banks and systemically important exposures 0 1 1 50 1 9 21 184
Modeling emergence of the interbank networks 0 0 1 125 2 16 19 292
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 0 101 2 15 19 297
Risk-based decisions on assets structure of a bank — partially observed economic conditions 0 0 0 55 0 4 4 239
Simulating fire sales in a system of banks and asset managers 0 1 3 32 1 8 19 77
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 2 5 11 162
Strategic groups in Polish banking sector and financial stability 0 0 0 190 1 7 10 740
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 1 4 9 48
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 76 0 5 8 198
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 2 8 12 233
Total Working Papers 0 3 11 1,460 24 159 290 4,871

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 1 5 11 293
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 1 4 6 75
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 0 2 12 0 2 6 42
How did the Greek credit event impact the credit default swap market? 0 0 1 35 2 6 12 161
Interconnected banks and systemically important exposures 0 0 1 13 2 6 17 50
Modelling the emergence of the interbank networks 0 0 2 41 1 5 12 146
Resilience of Canadian banks to funding liquidity shocks 0 0 2 18 0 3 13 56
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 3 6 6 116
Simulating fire sales in a system of banks and asset managers 0 0 0 7 9 14 18 39
Strategic Groups and Banks’ Performance 0 0 0 96 0 7 8 332
System-wide implications of funding risk 0 0 1 37 1 4 8 105
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 1 19 3 9 11 86
The missing links: A global study on uncovering financial network structures from partial data 0 0 0 60 2 4 14 327
The systemic implications of bail-in: A multi-layered network approach 2 2 4 52 2 9 17 309
Total Journal Articles 2 2 17 509 27 84 159 2,137

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Statistics updated 2026-03-04