| Assessing interbank contagion using simulated networks G Hałaj, C Kok Computational Management Science 10, 157-186, 2013 | 169 | 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 | 157 | 2018 |
| A macro stress testing framework for assessing systemic risks in the banking sector J Henry, C Kok ECB Occasional Paper, 2013 | 146 | 2013 |
| Modelling the emergence of the interbank networks G Haᴌaj, C Kok Quantitative Finance 15 (4), 653-671, 2015 | 99 | 2015 |
| 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 | 94 | 2018 |
| Interconnected banks and systemically important exposures A Roncoroni, S Battiston, M D’Errico, G Hałaj, C Kok Journal of Economic Dynamics and Control 133, 104266, 2021 | 68 | 2021 |
| Optimal asset structure of a bank-bank reactions to stressful market conditions G Hałaj ECB Working Paper, 2013 | 39 | 2013 |
| Przegląd metod badania płynności banków G Hałaj Bank i Kredyt, 14-27, 2008 | 28 | 2008 |
| Agent-based model of system-wide implications of funding risk G Hałaj ECB Working Paper, 2018 | 27 | 2018 |
| Simulating fire sales in a system of banks and asset managers S Calimani, G Hałaj, D Żochowski Journal of Banking & Finance 138, 105707, 2022 | 26 | 2022 |
| System-wide implications of funding risk G Hałaj Physica A: Statistical Mechanics and its Applications 503, 1151-1181, 2018 | 20 | 2018 |
| Dynamic balance sheet model with liquidity risk G Hałaj International Journal of Theoretical and Applied Finance 19 (07), 1650052, 2016 | 17 | 2016 |
| Interbank asset-liability networks with fire sale management Z Feinstein, G Hałaj Journal of Economic Dynamics and Control 155, 104734, 2023 | 14 | 2023 |
| Simulating fire-sales in a banking and shadow banking system S Calimani, G Hałaj, D Żochowski ESRB Working Paper Series, 2017 | 14 | 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 | 13 | 2018 |
| Systemic implications of the European bail-in tool: a multi-layered network analysis G Hałaj, AC Hüser, C Kok, C Perales, A van der Kraaij Financial Stability Review 1, 2016 | 9 | 2016 |
| Grupy strategiczne w polskim sektorze bankowym G Hałaj, D Żochowski Narodowy Bank Polski. Departament Komunikacji Społecznej, 2007 | 9 | 2007 |
| Resilience of Canadian banks to funding liquidity shocks G Hałaj Latin American Journal of Central Banking 1 (1-4), 100002, 2020 | 8 | 2020 |
| A top-down liquidity stress test framework G Hałaj, D Laliotis Satellite Models, 168, 2017 | 8 | 2017 |
| Financial stability through the lens of complex systems G Hałaj, S Martinez-Jaramillo, S Battiston Journal of Financial Stability 71, 101228, 2024 | 6 | 2024 |
