Grzegorz Halaj : Citation Profile

Are you Grzegorz Halaj?

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

8

H index

7

i10 index

363

Citations

RESEARCH PRODUCTION:

14

Articles

20

Papers

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 20
   Journals where Grzegorz Halaj has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 19 (4.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha267
   Updated: 2024-12-03    RAS profile: 2022-12-08    
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Relations with other researchers

Works with:

Kok, Christoffer (3)

Żochowski, Dawid (2)

battiston, stefano (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)

Covi, Giovanni (13)

Farmer, J. (13)

Zhou, Wei-Xing (10)

Barnett, William (8)

Giudici, Paolo (7)

Silva, Thiago (7)

Aldasoro, Iñaki (7)

Alexandre, Michel (6)

Hill, John (5)

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)

Peltonen, Tuomas (10)

Babus, Ana (10)

Gallegati, Mauro (10)

Rochet, Jean (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 (2024 and 2023)

YearTitle of citing document
2024Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2024When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2023Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081.

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2023Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860.

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

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2023Interbank 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.

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2023Balancing 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.

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2023Reverse 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.

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2023.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2023Are 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.

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2023Reconstruction 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.

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2023Quantum 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.

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2023Intermediaries’ 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.

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2023Multivariate 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.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001409.

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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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2023Topological 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.

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2023A 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.

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2023Optimal 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.

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2023Does 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.

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2023Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651.

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2023Non-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.

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2023Climate 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.

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2023Bank 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.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. 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). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. 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 ; Kaoudis, Georgios ; Schilte, Aurore ; Kaijser, Michiel ; Sydow, Matthias ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fukker, Gabor ; Salakhova, Dilyara ; Fiedor, Pawel ; Piquard, Thibaut ; Montagna, Mattia ; Deipenbrock, Marija ; Mingarelli, Luca. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196.

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

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2023Scenario-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.

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2023Assessing 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.

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2023A 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.

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2023Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets. (2023). Zhang, Jianshun ; Chen, Jianyu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300586x.

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2023The 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.

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2023Systemic 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.

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2023Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805.

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2023Credit 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.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2023The 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.

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2023Climate-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.

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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]		paper23
2019Interconnected banks and systemically important exposures.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		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: 23		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]		paper38
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
[Full Text][Citation analysis]		paper85
2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		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]		paper54
2015Modelling the emergence of the interbank networks.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		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]		paper43
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: 43		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]		paper2
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: 2		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]		article60
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: 60		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]		article7
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]		paper6
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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