Grzegorz Hałaj

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Interbank asset-liability networks with fire sale management
Journal of Economic Dynamics and Control
2023-11-15Paper
Interconnected banks and systemically important exposures
Journal of Economic Dynamics and Control
2021-12-03Paper
Modelling the emergence of the interbank networks
Quantitative Finance
2018-09-19Paper
Dynamic balance sheet model with liquidity risk
International Journal of Theoretical and Applied Finance
2016-12-08Paper
Assessing interbank contagion using simulated networks
Computational Management Science
2014-03-10Paper
Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information
Applied Mathematical Finance
2008-09-05Paper
Optimization of consumption with partial observation–-Jensen inequality method
Applicationes Mathematicae
2004-11-29Paper


Research outcomes over time


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