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 3 132 1 3 23 511
Agent-based model of system-wide implications of funding risk 0 1 2 50 2 3 9 208
Assessing interbank contagion using simulated networks 0 0 0 130 3 5 9 358
Bank capital structure and the credit channel of central bank asset purchases 0 0 1 156 1 1 4 254
COVID and Financial Stability: Practice Ahead of Theory 0 0 2 18 1 1 4 23
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 2 2 3 447
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 0 1 5 0 0 12 22
Dynamic balance sheet model with liquidity risk 0 0 0 75 0 2 9 293
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 1 3 4 42
Interconnected Banks and Systemically Important Exposures 0 0 0 36 3 5 8 146
Interconnected banks and systemically important exposures 0 0 0 49 1 2 7 170
Modeling emergence of the interbank networks 0 0 1 125 1 1 4 276
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 1 101 0 1 3 280
Risk-based decisions on assets structure of a bank — partially observed economic conditions 0 0 0 55 0 0 1 235
Simulating fire sales in a system of banks and asset managers 0 0 2 31 2 3 9 65
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 2 2 5 155
Strategic groups in Polish banking sector and financial stability 0 0 0 190 0 0 1 731
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 0 26 1 2 5 43
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 76 1 2 4 193
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 0 1 4 225
Total Working Papers 0 1 14 1,457 22 39 128 4,677

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 2 2 9 288
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 0 5 71
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 0 2 11 0 0 5 38
How did the Greek credit event impact the credit default swap market? 0 1 1 35 2 5 7 154
Interconnected banks and systemically important exposures 0 0 1 13 1 2 8 41
Modelling the emergence of the interbank networks 0 0 2 41 1 1 6 139
Resilience of Canadian banks to funding liquidity shocks 1 1 3 18 7 8 11 52
Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information 0 0 0 32 0 0 0 110
Simulating fire sales in a system of banks and asset managers 0 0 0 7 0 0 3 23
Strategic Groups and Banks’ Performance 0 0 0 96 0 1 1 325
System-wide implications of funding risk 0 0 2 37 0 1 6 100
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 1 19 0 0 3 76
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 60 1 3 12 320
The systemic implications of bail-in: A multi-layered network approach 1 1 2 50 5 5 9 298
Total Journal Articles 2 3 19 506 19 28 85 2,035

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Statistics updated 2025-11-08