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Pawel Fiedor
(Paweł Fiedor)

Personal Details

First Name:Pawel
Middle Name:
Last Name:Fiedor
Suffix:
RePEc Short-ID:pfi237
http://www.fiedor.eu/pawel

Affiliation

Central Bank of Ireland

Dublin, Ireland
http://www.centralbank.ie/

: (01) 671 6666
(01) 671 6561
P.O. Box No. 559, Dame Street, Dublin 2
RePEc:edi:cbigvie (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alfranseder, Emanuel & Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia & Sobolewski, Paweł, 2018. "Indicators for the monitoring of central counterparties in the EU," ESRB Occasional Paper Series 14, European Systemic Risk Board.
  2. Fiedor, Paweł, 2018. "Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets," ESRB Working Paper Series 72, European Systemic Risk Board.
  3. Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series 54, European Systemic Risk Board.
  4. Pawe{l} Fiedor, 2014. "Partial Mutual Information Analysis of Financial Networks," Papers 1403.2050, arXiv.org.
  5. Pawe{l} Fiedor, 2014. "Maximum Entropy Production Principle for Stock Returns," Papers 1408.3728, arXiv.org.
  6. Pawe{l} Fiedor, 2014. "Causal Non-Linear Financial Networks," Papers 1407.5020, arXiv.org.
  7. Pawe{l} Fiedor & Artur Ho{l}da, 2014. "Time Evolution of Non-linear Currency Networks," Papers 1409.8609, arXiv.org.
  8. Pawe{l} Fiedor & Odd Magnus Trondrud, 2014. "Predictability of Volatility Homogenised Financial Time Series," Papers 1406.7526, arXiv.org.
  9. Pawe{l} Fiedor, 2014. "Mutual Information Rate-Based Networks in Financial Markets," Papers 1401.2548, arXiv.org.
  10. Pawe{l} Fiedor, 2014. "Information-theoretic approach to lead-lag effect on financial markets," Papers 1402.3820, arXiv.org.
  11. Pawe{l} Fiedor, 2013. "Frequency Effects on Predictability of Stock Returns," Papers 1310.5540, arXiv.org, revised Nov 2013.
  12. Pawe{l} Fiedor, 2013. "Structural Changes on Warsaw's Stock Exchange: the end of Financial Crisis," Papers 1311.4230, arXiv.org.

Articles

  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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series 54, European Systemic Risk Board.

    Cited by:

    1. Iman van Lelyveld, 2017. "The use of derivatives trade repository data: possibilities and challenges," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46 Bank for International Settlements.
    2. Alfranseder, Emanuel & Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia & Sobolewski, Paweł, 2018. "Indicators for the monitoring of central counterparties in the EU," ESRB Occasional Paper Series 14, European Systemic Risk Board.

  2. Pawe{l} Fiedor, 2014. "Partial Mutual Information Analysis of Financial Networks," Papers 1403.2050, arXiv.org.

    Cited by:

    1. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised May 2018.

  3. Pawe{l} Fiedor, 2014. "Maximum Entropy Production Principle for Stock Returns," Papers 1408.3728, arXiv.org.

    Cited by:

    1. Paweł Fiedor, 2015. "Multiscale Analysis of the Predictability of Stock Returns," Risks, MDPI, Open Access Journal, vol. 3(2), pages 1-15, June.
    2. 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.
    3. 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.

  4. Pawe{l} Fiedor, 2014. "Causal Non-Linear Financial Networks," Papers 1407.5020, arXiv.org.

    Cited by:

    1. Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(03), pages 1371-1390, June.
    2. Jacopo Rocchi & Enoch Yan Lok Tsui & David Saad, 2016. "Emerging interdependence between stock values during financial crashes," Papers 1611.02549, arXiv.org.
    3. Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES ECARES 2015-51, ULB -- Universite Libre de Bruxelles.

  5. Pawe{l} Fiedor, 2014. "Mutual Information Rate-Based Networks in Financial Markets," Papers 1401.2548, arXiv.org.

    Cited by:

    1. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised May 2018.

  6. Pawe{l} Fiedor, 2014. "Information-theoretic approach to lead-lag effect on financial markets," Papers 1402.3820, arXiv.org.

    Cited by:

    1. Stanislaus Maier-Paape & Andreas Platen, 2015. "Lead-Lag Relationship using a Stop-and-Reverse-MinMax Process," Papers 1504.06235, arXiv.org.
    2. Stanislaus Maier-Paape & Andreas Platen, 2016. "Lead–Lag Relationship Using a Stop-and-Reverse-MinMax Process," Risks, MDPI, Open Access Journal, vol. 4(3), pages 1-20, July.
    3. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised May 2018.
    4. Paweł Fiedor, 2015. "Multiscale Analysis of the Predictability of Stock Returns," Risks, MDPI, Open Access Journal, vol. 3(2), pages 1-15, June.
    5. 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.
    6. 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.
    7. Jacopo Rocchi & Enoch Yan Lok Tsui & David Saad, 2016. "Emerging interdependence between stock values during financial crashes," Papers 1611.02549, arXiv.org.
    8. 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.

  7. Pawe{l} Fiedor, 2013. "Frequency Effects on Predictability of Stock Returns," Papers 1310.5540, arXiv.org, revised Nov 2013.

    Cited by:

    1. Pawe{l} Fiedor, 2014. "Information-theoretic approach to lead-lag effect on financial markets," Papers 1402.3820, arXiv.org.
    2. Paweł Fiedor, 2015. "Multiscale Analysis of the Predictability of Stock Returns," Risks, MDPI, Open Access Journal, vol. 3(2), pages 1-15, June.
    3. Pawe{l} Fiedor, 2014. "Maximum Entropy Production Principle for Stock Returns," Papers 1408.3728, arXiv.org.
    4. 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.
    5. Jacopo Rocchi & Enoch Yan Lok Tsui & David Saad, 2016. "Emerging interdependence between stock values during financial crashes," Papers 1611.02549, arXiv.org.
    6. 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.
    7. 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.

Articles

  1. 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.

    Cited by:

    1. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised May 2018.

  2. 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. See citations under working paper version above.
  3. 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.

    Cited by:

    1. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised May 2018.
    2. 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.
    3. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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-CTA: Contract Theory & Applications (1) 2018-04-09
  4. NEP-ETS: Econometric Time Series (1) 2014-07-05
  5. NEP-FOR: Forecasting (1) 2014-07-05
  6. NEP-HME: Heterodox Microeconomics (1) 2014-03-15
  7. NEP-MST: Market Microstructure (1) 2013-10-25
  8. NEP-TRA: Transition Economics (1) 2013-11-22

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