Grzegorz Halaj : Citation Profile


Are you Grzegorz Halaj?

Bank of Canada (50% share)
European Central Bank (50% share)

5

H index

5

i10 index

140

Citations

RESEARCH PRODUCTION:

11

Articles

15

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 10
   Journals where Grzegorz Halaj has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 14 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha267
   Updated: 2020-01-25    RAS profile: 2019-12-27    
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Relations with other researchers


Works with:

Kok, Christoffer (5)

Hüser, Anne-Caroline (3)

Silvestri, Laura (2)

Silva, Thiago (2)

Lelyveld, Iman (2)

Salakhova, Dilyara (2)

Garratt, Rodney (2)

Anand, Kartik (2)

Fique, José (2)

Banai, Adam (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Grzegorz Halaj.

Is cited by:

Aldasoro, Iñaki (4)

Delli Gatti, Domenico (4)

Lelyveld, Iman (4)

Faia, Ester (4)

Giudici, Paolo (3)

Kok, Christoffer (3)

Kobayashi, Teruyoshi (3)

Silva, Thiago (3)

Fell, John (3)

Bardoscia, Marco (2)

Thimann, Christian (2)

Cites to:

Kok, Christoffer (20)

Shin, Hyun Song (17)

Kapadia, Sujit (11)

Lelyveld, Iman (11)

Stiglitz, Joseph (8)

Peltonen, Tuomas (8)

de Vries, Casper (8)

Liedorp, Franka (8)

Upper, Christian (7)

Abad, Jorge (7)

Rochet, Jean (7)

Main data


Where Grzegorz Halaj has published?


Journals with more than one article published# docs
Journal of Financial Stability3
Financial Stability Review2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank8
MPRA Paper / University Library of Munich, Germany3
ESRB Working Paper Series / European Systemic Risk Board2

Recent works citing Grzegorz Halaj (2019 and 2018)


YearTitle of citing document
2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1708.01561.

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2018Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2018Optimization of Fire Sales and Borrowing in Systemic Risk. (2018). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1802.04232.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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2019Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing. (2019). Dias, David ; Rojas, Helder. In: Papers. RePEc:arx:papers:1809.07401.

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2019Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

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2019Mathematical Modeling of Systemic Risk in Financial Networks: Managing Default Contagion and Fire Sales. (2019). Ritter, Daniel. In: Papers. RePEc:arx:papers:1911.07313.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:504.

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2018The impact of the interest rate level on bank profitability and balance sheet structure. (2018). Perez, Alejandro Ferrer ; Montes, Carlos Perez. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2018:i:11:n:6.

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2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

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2019Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland. (2019). Borsuk, Marcin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:89-106.

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2019Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks. (2019). Cotter, John ; Conlon, Thomas. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:57:y:2019:i:4:p:857-876.

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2019Taking regulation seriously: fire sales under solvency and liquidity constraints. (2019). lepore, caterina ; Schaanning, Eric ; Coen, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:0793.

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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0795.

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2019System-wide stress simulation. (2019). King, Benjamin ; Howat, James ; Georgiev, Yordan ; Douglas, Graeme ; Chichkanov, Pavel ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0809.

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2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

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2018The impact of the ECB asset purchases on the European bond market structure: Granular evidence on ownership concentration. (2018). Boermans, Martijn ; Keshkov, Viacheslav. In: DNB Working Papers. RePEc:dnb:dnbwpp:590.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2018Disentangling euro area portfolios: new evidence on cross-border securities holdings. (2018). Rodríguez Caloca, Antonio ; Fache Rousová, Linda ; Rousova, Linda Fache. In: Statistics Paper Series. RePEc:ecb:ecbsps:201828.

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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20192273.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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2018Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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2019Macro stress testing euro area banks’ fees and commissions. (2019). Pancaro, Cosimo ; Mirza, Harun ; Kok, Christoffer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:97-119.

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2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador. (2018). Grigoli, Francesco ; Saldias, Martin ; Mansilla, Mario . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:130-141.

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2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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2019A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2019Recreating Banking Networks under Decreasing Fixed Costs. (2019). Craig, Ben ; Paterlini, Sandra ; Maringer, Dietmar. In: Working Papers. RePEc:fip:fedcwq:192100.

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2018How Have Banks Been Managing the Composition of High-Quality Liquid Assets?. (2018). Kumbhat, Ashish ; Weinbach, Gretchen C ; Vojtech, Cindy M ; Kim, Edward ; Ihrig, Jane E. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-92.

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2018Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †. (2018). Montesi, Giuseppe ; Papiro, Giovanni. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:82-:d:164289.

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2018The Macroeconomic Effectiveness of Bank Bail-ins. (2018). van der Kwaak, Christiaan ; Katz, Matthijs. In: Research Report. RePEc:gro:rugsom:2018009-eef.

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2019Systemic Risk in the Interbank Market with Overlapping Portfolios. (2019). Jiang, Shanshan ; Fan, Hong. In: Complexity. RePEc:hin:complx:5317819.

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2019Ripples on financial networks. (2019). Chakrabarti, Anindya S ; Bansal, Avijit ; Kumar, Sudarshan. In: IIMA Working Papers. RePEc:iim:iimawp:14613.

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2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

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2018Banking net income and macroeconomics, from multicollinearity to Granger causality using US data. (2018). Szybisz, Martin Andres . In: MPRA Paper. RePEc:pra:mprapa:90473.

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2019Interactions between Credit and Market Risk, Diversification vs Compounding effects. (2019). Szybisz, Martin Andres. In: MPRA Paper. RePEc:pra:mprapa:93173.

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2019LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2018A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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2018Reconstructing and stress testing credit networks. (2018). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201884.

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2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

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2018Banking union: the disadvantages of opportunism. (2018). Mayes, David G. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:21:y:2018:i:2:p:132-143.

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2018BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY. (2018). Hurd, T R. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:06:n:s0219024918500401.

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2018Financial bridges and network communities. (2018). Yenerdag, Erdem ; Costola, Michele ; Casarin, Roberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:208.

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Works by Grzegorz Halaj:


YearTitleTypeCited
2019Interconnected Banks and Systemically Important Exposures In: Staff Working Papers.
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paper0
2019Interconnected banks and systemically important exposures.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
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paper23
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
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paper41
2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
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This paper has another version. Agregated cites: 41
article
2013Optimal asset structure of a bank - bank reactions to stressful market conditions In: Working Paper Series.
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paper3
2014Modeling emergence of the interbank networks In: Working Paper Series.
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paper26
2015Modelling the emergence of the interbank networks.(2015) In: Quantitative Finance.
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This paper has another version. Agregated cites: 26
article
2016Dynamic balance sheet model with liquidity risk In: Working Paper Series.
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paper1
2016DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK.(2016) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has another version. Agregated cites: 1
article
2016Bank capital structure and the credit channel of central bank asset purchases In: Working Paper Series.
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paper2
2017The systemic implications of bail-in: a multi-layered network approach In: Working Paper Series.
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paper16
2018The systemic implications of bail-in: A multi-layered network approach.(2018) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 16
article
2018Agent-based model of system-wide implications of funding risk In: Working Paper Series.
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paper0
2013Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks In: Financial Stability Review.
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article0
2016Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis In: Financial Stability Review.
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article1
2018The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability.
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article20
2017The missing links: A global study on uncovering financial network structures from partial data.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 20
paper
2018How did the Greek credit event impact the credit default swap market? In: Journal of Financial Stability.
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article1
2018System-wide implications of funding risk In: Physica A: Statistical Mechanics and its Applications.
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article0
2009Strategic Groups and Banks’ Performance In: Financial Theory and Practice.
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article2
2006Strategic groups in Polish banking sector and financial stability In: MPRA Paper.
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paper1
2006Risk-based decisions on assets structure of a bank — partially observed economic conditions In: MPRA Paper.
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paper0
2006Contagion effect in banking system - measures based on randomised loss scenarios In: MPRA Paper.
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2017Simulating fire-sales in a banking and shadow banking system In: ESRB Working Paper Series.
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paper3
2008Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information In: Applied Mathematical Finance.
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article0

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