8
H index
7
i10 index
340
Citations
Bank of Canada (50% share) | 8 H index 7 i10 index 340 Citations RESEARCH PRODUCTION: 14 Articles 19 Papers RESEARCH ACTIVITY: 16 years (2006 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pha267 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Grzegorz Halaj. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Stability | 3 |
Financial Stability Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 9 |
MPRA Paper / University Library of Munich, Germany | 3 |
Staff Working Papers / Bank of Canada | 3 |
ESRB Working Paper Series / European Systemic Risk Board | 2 |
Year | Title of citing document |
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2023 | Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081. Full description at Econpapers || Download paper |
2023 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper |
2023 | Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806. Full description at Econpapers || Download paper |
2023 | Are banks risk-averse or risk-neutral investors?. (2023). Ishinagi, Yoshikazu ; Takino, Kazuhiro. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000060. Full description at Econpapers || Download paper |
2023 | Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103. Full description at Econpapers || Download paper |
2023 | Quantum monte carlo for economics: Stress testing and macroeconomic deep learning. (2023). Bromley, Thomas R ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000866. Full description at Econpapers || Download paper |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper |
2023 | Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers || Download paper |
2023 | Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360. Full description at Econpapers || Download paper |
2023 | A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213. Full description at Econpapers || Download paper |
2023 | Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455. Full description at Econpapers || Download paper |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper |
2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper |
2023 | Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323. Full description at Econpapers || Download paper |
2023 | Bank resolution mechanisms revisited: Towards a new era of restructuring. (2023). Tsomocos, Dimitrios P ; Kryg, Natalia ; Hryckiewicz, Aneta. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s157230892300058x. Full description at Econpapers || Download paper |
2023 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper |
2023 | Assessing and mitigating fire sales risk under partial information. (2023). Maria, Luitgard Anna ; Pang, Raymond Ka-Kay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001875. Full description at Econpapers || Download paper |
2023 | A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005. Full description at Econpapers || Download paper |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
2023 | Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743. Full description at Econpapers || Download paper |
2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper |
2023 | Credit risk linkages in the international banking network, 2000–2019. (2023). Parfenov, Daniil ; Stolbov, Mikhail. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00126-0. Full description at Econpapers || Download paper |
2023 | anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052. Full description at Econpapers || Download paper |
2023 | The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w. Full description at Econpapers || Download paper |
2023 | Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | COVID and Financial Stability: Practice Ahead of Theory In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Interconnected Banks and Systemically Important Exposures In: Staff Working Papers. [Full Text][Citation analysis] | paper | 15 |
2019 | Interconnected banks and systemically important exposures.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2021 | Interconnected banks and systemically important exposures.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2020 | Interbank Asset-Liability Networks with Fire Sale Management In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 38 |
2013 | Assessing interbank contagion using simulated networks In: Working Paper Series. [Full Text][Citation analysis] | paper | 80 |
2013 | Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
2013 | Optimal asset structure of a bank - bank reactions to stressful market conditions In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2014 | Modeling emergence of the interbank networks In: Working Paper Series. [Full Text][Citation analysis] | paper | 50 |
2015 | Modelling the emergence of the interbank networks.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
2016 | Dynamic balance sheet model with liquidity risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2016 | DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK.(2016) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2016 | Bank capital structure and the credit channel of central bank asset purchases In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2017 | The systemic implications of bail-in: a multi-layered network approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
2018 | The systemic implications of bail-in: A multi-layered network approach.(2018) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
2018 | Agent-based model of system-wide implications of funding risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2020 | Simulating fire sales in a system of banks and asset managers In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2022 | Simulating fire sales in a system of banks and asset managers.(2022) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2013 | Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks In: Financial Stability Review. [Full Text][Citation analysis] | article | 2 |
2016 | Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis In: Financial Stability Review. [Full Text][Citation analysis] | article | 2 |
2018 | The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 58 |
2017 | The missing links: A global study on uncovering financial network structures from partial data.(2017) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2018 | How did the Greek credit event impact the credit default swap market? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 3 |
2020 | Resilience of Canadian banks to funding liquidity shocks In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] | article | 0 |
2018 | System-wide implications of funding risk In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2009 | Strategic Groups and Banks’ Performance In: Financial Theory and Practice. [Full Text][Citation analysis] | article | 4 |
2006 | Strategic groups in Polish banking sector and financial stability In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2006 | Risk-based decisions on assets structure of a bank — partially observed economic conditions In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2006 | Contagion effect in banking system - measures based on randomised loss scenarios In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Simulating fire-sales in a banking and shadow banking system In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2008 | Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
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