Grzegorz Halaj : Citation Profile

Are you Grzegorz Halaj?

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

7

H index

7

i10 index

302

Citations

RESEARCH PRODUCTION:

14

Articles

19

Papers

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 18
   Journals where Grzegorz Halaj has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 18 (5.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha267
   Updated: 2023-03-02    RAS profile: 2022-09-06    
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Relations with other researchers

Works with:

Kok, Christoffer (4)

Żochowski, Dawid (3)

Nobili, Stefano (2)

Hüser, Anne-Caroline (2)

Anand, Kartik (2)

Silvestri, Laura (2)

Garratt, Rodney (2)

Lelyveld, Iman (2)

battiston, stefano (2)

Salakhova, Dilyara (2)

Banai, Adam (2)

Silva, Thiago (2)

Fique, José (2)

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

Is cited by:

Farmer, J. (12)

Kok, Christoffer (12)

Barnett, William (8)

Giudici, Paolo (7)

Aldasoro, Iñaki (6)

Silva, Thiago (6)

Covi, Giovanni (6)

Paterlini, Sandra (5)

Hill, John (5)

Faia, Ester (4)

Reinhardt, Dennis (4)

Cites to:

Kok, Christoffer (29)

Shin, Hyun Song (21)

battiston, stefano (17)

Kapadia, Sujit (17)

Farmer, J. (13)

Stiglitz, Joseph (11)

Gallegati, Mauro (10)

Babus, Ana (10)

Peltonen, Tuomas (10)

Lelyveld, Iman (10)

Aikman, David (9)

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 Bank9
Staff Working Papers / Bank of Canada3
MPRA Paper / University Library of Munich, Germany3
ESRB Working Paper Series / European Systemic Risk Board2

Recent works citing Grzegorz Halaj (2022 and 2021)

YearTitle of citing document
2021.

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2022Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2021Pricing 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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2021A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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2022Optimal Network Compression. (2020). Feinstein, Zachary ; Amini, Hamed. In: Papers. RePEc:arx:papers:2008.08733.

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2022A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2022Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168.

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2022When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2022Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854.

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2022Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning. (2022). Bromley, Thomas ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Staff Working Papers. RePEc:bca:bocawp:22-29.

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2021Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Michalak, Krzysztof ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:557.

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2021Emerging market capital flows: the role of fund manager portfolio allocation. (2021). Gray, Daniel ; Caon, Carlos Ivan ; Bush, Georgia. In: Working Papers. RePEc:bdm:wpaper:2021-13.

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2021Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience. (2021). Nahai-Williamson, Paul ; Abduraimova, Kumushoy. In: Bank of England working papers. RePEc:boe:boeewp:0909.

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2022Measuring Capital at Risk in the UK banking sector: a microstructural network approach. (2022). Brookes, James ; Covi, Giovanni ; Raja, Charumathi. In: Bank of England working papers. RePEc:boe:boeewp:0983.

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2022A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757.

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2021ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281.

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2021On the optimal control of interbank contagion in the euro area banking system. (2021). Kok, Christoffer ; Fukker, Gabor . In: Working Paper Series. RePEc:ecb:ecbwps:20212554.

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2021Shock amplification in an interconnected financial system of banks and investment funds. (2021). Fukker, Gabor ; Sydow, Matthias ; Kaijser, Michiel ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fiedor, Pawe ; Salakhova, Dilyara ; del Vecchio, Leonardo ; Piquard, Thibaut ; Deipenbrock, Marija ; Montagna, Mattia ; Covi, Giovanni ; Mingarelli, Luca ; Schilte, Aurore ; Kaoudis, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20212581.

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2022Financial exposure and bank mergers: micro and macro evidence from the EU. (2022). Lebastard, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20222724.

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2022Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data. (2022). Werner, Johannes Gabriel ; Michail, Nektarios ; Metzler, Julian ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222753.

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2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

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2022Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers. (2022). Altavilla, Carlo ; Scopelliti, Alessandro ; Ongena, Steven ; Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20222758.

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2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

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2021Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

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2021Price mediated contagion through capital ratio requirements with VWAP liquidation prices. (2021). Feinstein, Zachary ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1147-1160.

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2022A repo model of fire sales with VWAP and LOB pricing mechanisms. (2022). Feinstein, Zachary ; Bichuch, Maxim. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:353-367.

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2022Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x.

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2022On mean–variance analysis of a bank’s behavior. (2022). Ishinagi, Yoshikazu ; Takino, Kazuhiro. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003263.

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2021From stress testing to systemic stress testing: The importance of macroprudential regulation. (2021). Fujiwara, Yoshi ; Becker, Alexander P ; Aoyama, Hideaki ; Vodenska, Irena ; Lungu, Eliza ; Iyetomi, Hiroshi. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301029.

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2021Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

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2021CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170.

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2021Climate risk and financial stability in the network of banks and investment funds. (2021). Martinez-Jaramillo, Serafin ; Luis , ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000309.

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2021Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

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2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2022Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596.

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2021Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Pantelous, Athanasios A ; Hamill, Philip A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

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2022Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x.

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2021Bank balance sheet risk allocation. (2021). Zhu, Qiji Jim ; Judice, Pedro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002132.

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2022Mapping exposures of EU banks to the global shadow banking system. (2022). Killeen, Neill ; Derrico, Marco ; Abad, Jorge ; Urbano, Teresa ; Portes, Richard ; Peltonen, Tuomas ; Luz, Vera . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621001278.

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2022IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges. (2022). Berrospide, Jose M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003423.

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2022Systemic risk and the COVID challenge in the european banking sector. (2022). Borri, Nicola ; di Giorgio, Giorgio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621000315.

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2021Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205.

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2021The contribution of the intra-firm exposures network to systemic risk. (2021). Lluberas, Rodrigo ; Martinez-Jaramillo, Serafin ; Baron, Andrea ; Rodriguez-Martinez, Anahi ; Caccioli, Fabio ; Landaberry, Victoria. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000120.

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2021Commercial and banking credit network in Uruguay. (2021). PONCE, Jorge ; Lluberas, Rodrigo ; Landaberry, Maria Victoria ; Baron, Andrea. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000144.

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2021A network characterization of the interbank exposures in Peru. (2021). Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi ; Cuba, Walter. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000156.

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2022Optimal bailouts and the doom loop with a financial network. (2022). Stiglitz, Joseph ; Corell, Felix ; Capponi, Agostino. In: Journal of Monetary Economics. RePEc:eee:moneco:v:128:y:2022:i:c:p:35-50.

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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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2021Systemic risk in the interbank market with overlapping portfolios and cross-ownership of the subordinated debts. (2021). Fan, Hong ; Jiang, Shanshan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307135.

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2021Transfer of macroeconomic shocks in stress tests modeling. (2021). Dias, David ; Rojas, Helder. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437120308694.

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2021Solvency contagion risk in the Chinese commercial banks’ network. (2021). Jin, Shuyue ; Chen, YU ; Wang, Xiasi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015.

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2021Banks’ interconnections and peer effects: Evidence from Chile. (2021). Carreo, Jose Gabriel ; Cifuentes, Rodrigo ; Margaretic, Paula. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000593.

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2021Systemic implications of the bail-in design. (2021). Goodhart, C. A. E., ; Farmer, Doyne J ; Kleinnijenhuis, Alissa M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111903.

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2023Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Xia, Min ; Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743.

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2021.

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2022The financial network channel of monetary policy transmission: An agent-based model. (2022). Russo, Alberto ; Riccetti, Luca ; Lima, Gilberto ; Alexandre, Michel. In: Working Papers. RePEc:jau:wpaper:2022/01.

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2021Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202113.

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2022European Banking Union and bank risk disclosure: the effects of the Single Supervisory Mechanism. (2022). Altunbas, Yener ; Scannella, Enzo ; Polizzi, Salvatore ; Thornton, John. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01005-z.

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2021Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: MPRA Paper. RePEc:pra:mprapa:108421.

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2022The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model. (2022). Russo, Alberto ; Riccetti, Luca ; Lima, Gilberto ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2022wpecon1.

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2021Banks’ business models in the euro area: a cluster analysis in high dimensions. (2021). Vouldis, Angelos ; Farne, Matteo. In: Annals of Operations Research. RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04045-9.

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2022Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w.

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2021Business segment diversification of private banks in India. (2021). Roy, Anjan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:48:y:2021:i:3:d:10.1007_s40622-021-00285-7.

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2021Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00286-2.

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2021From agent-based modeling to actor-based reactive systems in the analysis of financial networks. (2021). Crafa, Silvia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00323-8.

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2022Systemic liquidity contagion in the European interbank market. (2022). Paolotti, Daniela ; di Matteo, Tiziana ; Brandi, Giuseppe ; Macchiati, Valentina ; Cimini, Giulio ; Caldarelli, Guido. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00338-1.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2022Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital. (2022). Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022133.

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2021The Impact of Seven Macroprudential Policy Instruments on Financial Stability in Six Euro Area Economies. (2021). Mejra, Festi ; Eva, Loreni . In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:21:y:2021:i:3:p:259-290:n:3.

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2021Stress testing network reconstruction via graphical causal model. (2021). Dias, David ; Rojas, Helder. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:37:y:2021:i:1:p:74-83.

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Works by Grzegorz Halaj:

YearTitleTypeCited
2022COVID and Financial Stability: Practice Ahead of Theory In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Interconnected Banks and Systemically Important Exposures In: Staff Working Papers.
[Full Text][Citation analysis]		paper10
2019Interconnected banks and systemically important exposures.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 10		paper
2021Interconnected banks and systemically important exposures.(2021) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 10		article
2020Interbank Asset-Liability Networks with Fire Sale Management In: Staff Working Papers.
[Full Text][Citation analysis]		paper2
2021Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper36
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
[Full Text][Citation analysis]		paper73
2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
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This paper has another version. Agregated cites: 73		article
2013Optimal asset structure of a bank - bank reactions to stressful market conditions In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2014Modeling emergence of the interbank networks In: Working Paper Series.
[Full Text][Citation analysis]		paper45
2015Modelling the emergence of the interbank networks.(2015) In: Quantitative Finance.
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This paper has another version. Agregated cites: 45		article
2016Dynamic balance sheet model with liquidity risk In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2016DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK.(2016) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2016Bank capital structure and the credit channel of central bank asset purchases In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2017The systemic implications of bail-in: a multi-layered network approach In: Working Paper Series.
[Full Text][Citation analysis]		paper38
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: 38		article
2018Agent-based model of system-wide implications of funding risk In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2020Simulating fire sales in a system of banks and asset managers In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2022Simulating fire sales in a system of banks and asset managers.(2022) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 1		article
2013Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks In: Financial Stability Review.
[Full Text][Citation analysis]		article2
2016Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis In: Financial Stability Review.
[Full Text][Citation analysis]		article2
2018The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability.
[Full Text][Citation analysis]		article51
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: 51		paper
2018How did the Greek credit event impact the credit default swap market? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article3
2020Resilience of Canadian banks to funding liquidity shocks In: Latin American Journal of Central Banking (previously Monetaria).
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2018System-wide implications of funding risk In: Physica A: Statistical Mechanics and its Applications.
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2009Strategic Groups and Banks’ Performance In: Financial Theory and Practice.
[Full Text][Citation analysis]		article4
2006Strategic groups in Polish banking sector and financial stability In: MPRA Paper.
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2006Risk-based decisions on assets structure of a bank — partially observed economic conditions In: MPRA Paper.
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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.
[Full Text][Citation analysis]		paper5
2008Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information In: Applied Mathematical Finance.
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