Grzegorz Halaj : Citation Profile

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

8

H index

7

i10 index

381

Citations

RESEARCH PRODUCTION:

14

Articles

20

Papers

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 21
   Journals where Grzegorz Halaj has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 19 (4.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha267
   Updated: 2025-12-13    RAS profile: 2022-12-08    
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Relations with other researchers

Works with:

Żochowski, Dawid (2)

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

Is cited by:

Kok, Christoffer (20)

Zhou, Wei-Xing (13)

Covi, Giovanni (13)

Farmer, J. (13)

Barnett, William (8)

Giudici, Paolo (7)

Silva, Thiago (7)

Aldasoro, Iñaki (7)

lepore, caterina (7)

Alexandre, Michel (6)

Delli Gatti, Domenico (5)

Cites to:

Kok, Christoffer (30)

Shin, Hyun Song (21)

Kapadia, Sujit (18)

battiston, stefano (17)

Farmer, J. (13)

Delli Gatti, Domenico (12)

Stiglitz, Joseph (11)

Rochet, Jean (10)

Peltonen, Tuomas (10)

Babus, Ana (10)

Gallegati, Mauro (10)

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 Canada4
MPRA Paper / University Library of Munich, Germany3
ESRB Working Paper Series / European Systemic Risk Board2

Recent works citing Grzegorz Halaj (2025 and 2024)

YearTitle of citing document
2025Reconstructing firm-level input-output networks from partial information. (2025). Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2023-05.

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2024Dynamic Clearing and Contagion in Financial Networks. (2024). Feinstein, Zachary ; Banerjee, Tathagata ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091.

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2024Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective. (2024). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2025Computing Systemic Risk Measures with Graph Neural Networks. (2024). Weber, Niklas ; Meyer-Brandis, Thilo ; Gonon, Lukas. In: Papers. RePEc:arx:papers:2410.07222.

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2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

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2025Financial stability considerations on bail-in. (2025). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_968_25.

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2024Regression‐based network‐flow and inner‐matrix reconstruction. (2024). Kauermann, Gran ; Lebacher, Michael. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1730-1748.

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2025Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091.

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2025Gaming the test? Window-dressing and portfolio similarity around the EU-wide stress tests. (2025). Barbieri, Claudio ; Cuzzola, Angelo ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20253094.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

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2024Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2025Spotlight on physical risk: Assessing the banks stock reaction to the ECB climate stress test. (2025). Fiordelisi, Franco ; Ricci, Ornella ; Santilli, Gianluca. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008147.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024On the optimal control of interbank contagion in the euro area banking system. (2024). Kok, Christoffer ; Fukker, Gabor. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400010x.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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2024Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawel ; Fukker, Gabor ; Tente, Natalia ; Salakhova, Dilyara ; Kaijser, Michiel ; Hilberg, Bjorn ; Gehrend, Max ; Schilte, Aurore ; Montagna, Mattia ; Grassi, Alberto ; Sydow, Matthias ; Deipenbrock, Marija ; Mingarelli, Luca ; Piquard, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196.

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2025Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

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2025A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2024Stress testing climate risk: A network-based analysis of the Chinese banking system. (2024). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Dai, Peng-Fei ; Li, Tai-Min ; Xu, Hai-Chuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001943.

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2025Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180.

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2024Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis. (2024). Xu, Fuwei. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10329-4.

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2024The challenge of phasing-out fossil fuel finance in the banking sector. (2024). Ameli, N ; Grubb, M ; Falkenberg, M ; Rickman, J ; Larosa, F ; Kothari, S. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-51662-6.

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2024Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data. (2024). Gao, Qifeng ; Shu, Lei ; Song, Lei ; Jin, Shuyue ; Chen, YU. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02617-9.

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2024Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3.

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Works by Grzegorz Halaj:

YearTitleTypeCited
2022COVID and Financial Stability: Practice Ahead of Theory In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Interconnected Banks and Systemically Important Exposures In: Staff Working Papers.
[Full Text][Citation analysis]		paper27
2019Interconnected banks and systemically important exposures.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2021Interconnected banks and systemically important exposures.(2021) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2020Interbank Asset-Liability Networks with Fire Sale Management In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2021Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2024Decomposing Systemic Risk: The Roles of Contagion and Common Exposures In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper39
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
[Full Text][Citation analysis]		paper87
2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		article
2013Optimal asset structure of a bank - bank reactions to stressful market conditions In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2014Modeling emergence of the interbank networks In: Working Paper Series.
[Full Text][Citation analysis]		paper55
2015Modelling the emergence of the interbank networks.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		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 nother 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]		paper4
2017The systemic implications of bail-in: a multi-layered network approach In: Working Paper Series.
[Full Text][Citation analysis]		paper44
2018The 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: 44		article
2018Agent-based model of system-wide implications of funding risk In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2020Simulating fire sales in a system of banks and asset managers In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2022Simulating 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: 4		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]		article65
2017The 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: 65		paper
2018How did the Greek credit event impact the credit default swap market? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article4
2020Resilience of Canadian banks to funding liquidity shocks In: Latin American Journal of Central Banking (previously Monetaria).
[Full Text][Citation analysis]		article0
2018System-wide implications of funding risk In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		paper1
2006Risk-based decisions on assets structure of a bank — partially observed economic conditions In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2006Contagion effect in banking system - measures based on randomised loss scenarios In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Simulating fire-sales in a banking and shadow banking system In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper7
2008Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article0

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