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Pawel Fiedor
(Paweł Fiedor)

This is information that was supplied by Pawel Fiedor in registering through RePEc. If you are Paweł Fiedor, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Pawel
Middle Name:
Last Name:Fiedor
RePEc Short-ID:pfi237
Frankfurt am Main, Germany


c/o European Central Bank, Sonnemannstrasse 22, 60314 Frankfurt am Main
RePEc:edi:esrbede (more details at EDIRC)
Frankfurt am Main, Germany

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)
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  1. Paweł Fiedor & Sarah Lapschies & Lucia Országhová, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series 54, European Systemic Risk Board.
  2. Pawe{\l} Fiedor, 2014. "Partial Mutual Information Analysis of Financial Networks," Papers 1403.2050,
  3. Pawe{\l} Fiedor, 2014. "Maximum Entropy Production Principle for Stock Returns," Papers 1408.3728,
  4. Pawe{\l} Fiedor, 2014. "Causal Non-Linear Financial Networks," Papers 1407.5020,
  5. Pawe{\l} Fiedor & Artur Ho{\l}da, 2014. "Time Evolution of Non-linear Currency Networks," Papers 1409.8609,
  6. Pawe{\l} Fiedor & Odd Magnus Trondrud, 2014. "Predictability of Volatility Homogenised Financial Time Series," Papers 1406.7526,
  7. Pawe{\l} Fiedor, 2014. "Mutual Information Rate-Based Networks in Financial Markets," Papers 1401.2548,
  8. Pawe{\l} Fiedor, 2014. "Information-theoretic approach to lead-lag effect on financial markets," Papers 1402.3820,
  9. Pawe{\l} Fiedor, 2013. "Frequency Effects on Predictability of Stock Returns," Papers 1310.5540,, revised Nov 2013.
  10. Pawe{\l} Fiedor, 2013. "Structural Changes on Warsaw's Stock Exchange: the end of Financial Crisis," Papers 1311.4230,
  1. Pawe³ Fiedor & Artur Ho³da, 2016. "The Effects Of Bankruptcy On The Predictability Of Price Formation Processes On Warsaw’S Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(1), pages 32-42, June.
  2. Pawel Fiedor & Artur Holda, 2016. "Information-theoretic approach to quantifying currency risk," Journal of Risk Finance, Emerald Group Publishing, vol. 17(1), pages 93-109, January.
  3. Paweł Fiedor & Artur Hołda, 2015. "The Effects of Bankruptcy on the Structural Complexity of the Price Changes on WSE," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 41.
  4. Tao You & Paweł Fiedor & Artur Hołda, 2015. "Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 8(2), pages 1-19, June.
  5. Paweł Fiedor, 2015. "Multiscale Analysis of the Predictability of Stock Returns," Risks, MDPI, Open Access Journal, vol. 3(2), pages 1-15, June.
  6. Paweł Fiedor, 2014. "Information-theoretic approach to lead-lag effect on financial markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(8), pages 1-9, August.
  7. Fiedor, Paweł, 2014. "Sector strength and efficiency on developed and emerging financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 180-188.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (4) 2013-10-25 2013-11-22 2014-01-17 2014-08-28. Author is listed
  2. NEP-NET: Network Economics (2) 2014-01-17 2014-03-15
  3. NEP-ETS: Econometric Time Series (1) 2014-07-05
  4. NEP-FOR: Forecasting (1) 2014-07-05
  5. NEP-HME: Heterodox Microeconomics (1) 2014-03-15
  6. NEP-MST: Market Microstructure (1) 2013-10-25
  7. NEP-TRA: Transition Economics (1) 2013-11-22

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