Assessing interbank contagion using simulated networks G Hałaj, C Kok Computational Management Science 10, 157-186, 2013 | 168 | 2013 |
The missing links: A global study on uncovering financial network structures from partial data K Anand, I Van Lelyveld, Á Banai, S Friedrich, R Garratt, G Hałaj, J Fique, ... Journal of Financial Stability 35, 107-119, 2018 | 154 | 2018 |
A macro stress testing framework for assessing systemic risks in the banking sector J Henry, C Kok, A Amzallag, P Baudino, I Cabral, M Grodzicki, M Gross, ... ECB Occasional Paper, 2013 | 145 | 2013 |
The systemic implications of bail-in: a multi-layered network approach AC Hüser, G Hałaj, C Kok, C Perales, A van der Kraaij Journal of Financial Stability 38, 81-97, 2018 | 94 | 2018 |
Modelling the emergence of the interbank networks G Haᴌaj, C Kok Quantitative Finance 15 (4), 653-671, 2015 | 94 | 2015 |
Interconnected banks and systemically important exposures A Roncoroni, S Battiston, M D’Errico, G Hałaj, C Kok Journal of Economic Dynamics and Control 133, 104266, 2021 | 67 | 2021 |
Optimal asset structure of a bank-bank reactions to stressful market conditions G Hałaj ECB working paper, 2013 | 39 | 2013 |
Przegląd metod badania płynności banków G Hałaj Bank i kredyt, 14-27, 2008 | 30 | 2008 |
Agent-based model of system-wide implications of funding risk G Hałaj ECB Working Paper, 2018 | 27 | 2018 |
Simulating fire sales in a system of banks and asset managers S Calimani, G Hałaj, D Żochowski Journal of Banking & Finance 138, 105707, 2022 | 24 | 2022 |
System-wide implications of funding risk G Hałaj Physica A: Statistical Mechanics and its Applications 503, 1151-1181, 2018 | 18 | 2018 |
Dynamic balance sheet model with liquidity risk G Hałaj International Journal of Theoretical and Applied Finance 19 (07), 1650052, 2016 | 17 | 2016 |
Interbank asset-liability networks with fire sale management Z Feinstein, G Hałaj Journal of Economic Dynamics and Control 155, 104734, 2023 | 15 | 2023 |
Simulating fire-sales in a banking and shadow banking system S Calimani, G Hałaj, D Żochowski ESRB: Working Paper Series, 2017 | 14 | 2017 |
How did the Greek credit event impact the credit default swap market? G Hałaj, TA Peltonen, M Scheicher Journal of Financial Stability 35, 136-158, 2018 | 13 | 2018 |
Grupy strategiczne w polskim sektorze bankowym G Hałaj, D Żochowski Narodowy Bank Polski. Departament Komunikacji Społecznej, 2007 | 9 | 2007 |
A top-down liquidity stress test framework G Hałaj, D Laliotis Satellite Models, 168, 2017 | 8 | 2017 |
Systemic implications of the European bail-in tool: A multi-layered network analysis G Hałaj, AC Hüser, C Kok, C Perales, A van der Kraaij Financial Stability Review 1, 2016 | 8 | 2016 |
Resilience of Canadian banks to funding liquidity shocks G Hałaj Latin American Journal of Central Banking 1 (1-4), 100002, 2020 | 7 | 2020 |
Stressed but not helpless: Strategic behavior of banks under adverse market conditions G Halaj, S Priazhkina Bank of Canada Staff Working Paper, 2021 | 6 | 2021 |