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Grzegorz Halaj

This is information that was supplied by Grzegorz Halaj in registering through RePEc. If you are Grzegorz Halaj, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name:Grzegorz
Middle Name:
Last Name:Halaj
RePEc Short-ID:pha267
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  1. Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton, 2017. "The systemic implications of bail-in: a multi-layered network approach," Working Paper Series 2010, European Central Bank.
  2. Susanna Calimani & Grzegorz Hałaj & Dawid Żochowski, 2017. "Simulating fire-sales in a banking and shadow banking system," ESRB Working Paper Series 46, European Systemic Risk Board.
  3. Hałaj, Grzegorz, 2016. "Dynamic balance sheet model with liquidity risk," Working Paper Series 1896, European Central Bank.
  4. Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
  5. Kok, Christoffer & Hałaj, Grzegorz, 2014. "Modeling emergence of the interbank networks," Working Paper Series 1646, European Central Bank.
  6. Kok, Christoffer & Hałaj, Grzegorz, 2013. "Assessing interbank contagion using simulated networks," Working Paper Series 1506, European Central Bank.
  7. Hałaj, Grzegorz, 2013. "Optimal asset structure of a bank - bank reactions to stressful market conditions," Working Paper Series 1533, European Central Bank.
  8. Henry, Jérôme & Kok, Christoffer & Amzallag, Adrien & Baudino, Patrizia & Cabral, Inês & Grodzicki, Maciej & Gross, Marco & Halaj, Grzegorz & Kolb, Markus & Leber, Miha & Pancaro, Cosimo & Sydow, Matt, 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
  9. Hałaj, Grzegorz, 2006. "Contagion effect in banking system - measures based on randomised loss scenarios," MPRA Paper 525, University Library of Munich, Germany.
  10. Hałaj, Grzegorz & Żochowski, Dawid, 2006. "Strategic groups in Polish banking sector and financial stability," MPRA Paper 326, University Library of Munich, Germany.
  11. Hałaj, Grzegorz, 2006. "Risk-based decisions on assets structure of a bank — partially observed economic conditions," MPRA Paper 523, University Library of Munich, Germany.
  1. Grzegorz Hałaj, 2016. "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37, November.
  2. Grzegorz Haᴌaj & Christoffer Kok, 2015. "Modelling the emergence of the interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 653-671, April.
  3. Grzegorz Hałaj & Christoffer Kok, 2013. "Assessing interbank contagion using simulated networks," Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
  4. Grzegorz Halaj & Dawid Zochowski, 2009. "Strategic Groups and Banks’ Performance," Financial Theory and Practice, Institute of Public Finance, vol. 33(2), pages 153-186.
  5. Grzegorz Hałaj, 2008. "Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(4), pages 305-329.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (9) 2006-12-04 2006-12-04 2006-12-04 2013-03-16 2013-08-23 2014-04-05 2016-07-16 2017-02-26 2017-10-29. Author is listed
  2. NEP-RMG: Risk Management (5) 2006-12-04 2006-12-04 2013-03-16 2013-08-23 2016-06-25. Author is listed
  3. NEP-CBA: Central Banking (3) 2013-08-23 2015-01-19 2016-07-16
  4. NEP-NET: Network Economics (3) 2013-03-16 2014-04-05 2016-06-25
  5. NEP-ACC: Accounting & Auditing (2) 2006-12-04 2017-10-29
  6. NEP-CMP: Computational Economics (2) 2013-03-16 2016-07-16
  7. NEP-MAC: Macroeconomics (2) 2015-01-19 2016-07-16
  8. NEP-BEC: Business Economics (1) 2006-12-04
  9. NEP-CDM: Collective Decision-Making (1) 2014-04-05
  10. NEP-CSE: Economics of Strategic Management (1) 2006-12-04
  11. NEP-DGE: Dynamic General Equilibrium (1) 2016-07-16
  12. NEP-GER: German Papers (1) 2016-07-16
  13. NEP-GTH: Game Theory (1) 2014-04-05
  14. NEP-MON: Monetary Economics (1) 2016-07-16

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