| Assessing interbank contagion using simulated networks G Hałaj, C Kok Computational Management Science 10 (2-3), 157-186, 2013 | 122 | 2013 |
| A macro stress testing framework for assessing systemic risks in the banking sector J Henry, C Kok, A Amzallag, P Baudino, I Cabral, M Grodzicki, M Gross, ... ECB Occasional Paper, 2013 | 96 | 2013 |
| The missing links: A global study on uncovering financial network structures from partial data K Anand, I van Lelyveld, Á Banai, S Friedrich, R Garratt, G Hałaj, J Fique, ... Journal of Financial Stability 35, 107-119, 2018 | 81 | 2018 |
| Modelling the emergence of the interbank networks G Haᴌaj, C Kok Quantitative Finance 15 (4), 653-671, 2015 | 67 | 2015 |
| Optimal asset structure of a bank-bank reactions to stressful market conditions G Hałaj ECB Working Paper, 2013 | 28 | 2013 |
| The systemic implications of bail-in: a multi-layered network approach AC Hüser, G Halaj, C Kok, C Perales, AF van der Kraaij Ecb working paper, 2017 | 27 | 2017 |
| The systemic implications of bail-in: a multi-layered network approach AC Hüser, G Hałaj, C Kok, C Perales, A van der Kraaij Journal of Financial Stability 38, 81-97, 2018 | 25 | 2018 |
| Przegląd metod badania płynności banków G Hałaj Bank i kredyt, 14-27, 2008 | 20 | 2008 |
| Simulating fire-sales in a banking and shadow banking system S Calimani, G Hałaj, D Żochowski ESRB Working Paper Series, 2017 | 13 | 2017 |
| How did the Greek credit event impact the credit default swap market? G Hałaj, TA Peltonen, M Scheicher Journal of Financial Stability 35, 136-158, 2018 | 11 | 2018 |
| Agent-based model of system-wide implications of funding risk G Halaj ECB Working Paper, 2018 | 11 | 2018 |
| Dynamic balance sheet model with liquidity risk G Hałaj International Journal of Theoretical and Applied Finance 19 (07), 1650052, 2016 | 8 | 2016 |
| Grupy strategiczne w polskim sektorze bankowym G Hałaj, D Żochowski Narodowy Bank Polski. Departament Komunikacji Społecznej, 2007 | 8 | 2007 |
| Interconnected banks and systemically important exposures A Roncoroni, S Battiston, M D'Errico, G Hałaj, C Kok ECB Working Paper, 2019 | 5 | 2019 |
| Systemic implications of the European bail-in tool: A multi-layered network analysis G Halaj, AC Hüser, C Kok, C Perales, A van der Kraaij Financial Stability Review 1, 2016 | 5 | 2016 |
| Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information G Hałaj Applied Mathematical Finance 15 (4), 305-329, 2008 | 5 | 2008 |
| System-wide implications of funding risk G Hałaj Physica A: Statistical Mechanics and its Applications 503, 1151-1181, 2018 | 4 | 2018 |
| Sketching a roadmap for systemic liquidity stress tests G Hałaj, J Henry Journal of Risk Management in Financial Institutions 10 (4), 319-340, 2017 | 4 | 2017 |
| Sketching a roadmap for systemic liquidity stress tests G Hałaj, J Henry Journal of Risk Management in Financial Institutions 10 (4), 319-340, 2017 | 4 | 2017 |
| Strategic groups in Polish banking sector and financial stability G Hałaj, D Żochowski | 4 | 2006 |
