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 4 131 2 9 25 504
Agent-based model of system-wide implications of funding risk 1 1 2 49 2 3 10 205
Assessing interbank contagion using simulated networks 0 0 2 130 0 1 5 351
Bank capital structure and the credit channel of central bank asset purchases 0 1 1 156 0 2 4 253
COVID and Financial Stability: Practice Ahead of Theory 0 0 2 18 0 0 3 21
Contagion effect in banking system - measures based on randomised loss scenarios 0 0 0 108 0 0 0 444
Decomposing Systemic Risk: The Roles of Contagion and Common Exposures 0 0 5 5 1 4 20 20
Dynamic balance sheet model with liquidity risk 0 0 1 75 1 1 7 288
Interbank Asset-Liability Networks with Fire Sale Management 0 0 0 4 0 0 0 38
Interconnected Banks and Systemically Important Exposures 0 0 0 36 0 1 2 140
Interconnected banks and systemically important exposures 0 0 2 49 1 2 5 165
Modeling emergence of the interbank networks 0 0 0 124 0 0 2 273
Optimal asset structure of a bank - bank reactions to stressful market conditions 0 0 1 101 0 1 2 279
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 1 1 30 2 3 7 61
Simulating fire-sales in a banking and shadow banking system 0 0 0 43 0 1 2 152
Strategic groups in Polish banking sector and financial stability 0 0 0 190 0 1 1 731
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions 0 0 1 26 0 2 5 41
The missing links: A global study on uncovering financial network structures from partial data 0 1 2 76 0 1 4 191
The systemic implications of bail-in: a multi-layered network approach 0 0 0 47 1 2 3 223
Total Working Papers 1 4 24 1,453 10 34 108 4,615

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 1 1 3 71 1 1 5 283
DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK 0 0 0 14 0 0 5 69
Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks 0 1 2 11 1 2 5 38
How did the Greek credit event impact the credit default swap market? 0 0 0 34 0 0 2 149
Interconnected banks and systemically important exposures 0 0 0 12 2 3 5 36
Modelling the emergence of the interbank networks 0 0 1 39 0 0 2 134
Resilience of Canadian banks to funding liquidity shocks 0 0 4 16 0 0 6 43
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 1 3 22
Strategic Groups and Banks’ Performance 0 0 0 96 0 0 2 324
System-wide implications of funding risk 0 0 5 36 0 0 8 97
Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis 0 0 0 18 0 0 2 75
The missing links: A global study on uncovering financial network structures from partial data 0 0 1 60 1 3 12 316
The systemic implications of bail-in: A multi-layered network approach 0 1 1 49 0 1 7 293
Total Journal Articles 1 3 17 495 5 11 64 1,989

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Statistics updated 2025-06-06