| Assessing interbank contagion using simulated networks G Hałaj, C Kok Computational Management Science 10, 157-186, 2013 | 163 | 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 | 150 | 2018 |
| 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 | 135 | 2013 |
| Modelling the emergence of the interbank networks G Haᴌaj, C Kok Quantitative Finance 15 (4), 653-671, 2015 | 93 | 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 | 89 | 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 | 57 | 2021 |
| Optimal asset structure of a bank-bank reactions to stressful market conditions G Halaj ECB Working Paper, 2013 | 37 | 2013 |
| Przegląd metod badania płynności banków G Hałaj Bank i kredyt, 14-27, 2008 | 27 | 2008 |
| Agent-based model of system-wide implications of funding risk G Halaj ECB Working Paper, 2018 | 25 | 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 | 19 | 2022 |
| System-wide implications of funding risk G Hałaj Physica A: Statistical Mechanics and its Applications 503, 1151-1181, 2018 | 17 | 2018 |
| Dynamic balance sheet model with liquidity risk G Hałaj International Journal of Theoretical and Applied Finance 19 (07), 1650052, 2016 | 16 | 2016 |
| Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions G Halaj, S Priazhkina Bank of Canada Working Paper, 2021 | 15* | 2021 |
| 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 |
| 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 | 7 | 2020 |
| A top-down liquidity stress test framework G Hałaj, D Laliotis Satellite Models, 168, 2017 | 7 | 2017 |
| 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 | 7 | 2016 |
| Sketching a roadmap for systemic liquidity stress tests G Hałaj, J Henry Journal of Risk Management in Financial Institutions 10 (4), 319-340, 2017 | 5 | 2017 |
