Paweł Fiedor : Citation Profile


Are you Paweł Fiedor?

Central Bank of Ireland

3

H index

0

i10 index

23

Citations

RESEARCH PRODUCTION:

7

Articles

17

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 3
   Journals where Paweł Fiedor has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 11 (32.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfi237
   Updated: 2020-05-23    RAS profile: 2019-09-02    
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Relations with other researchers


Works with:

Killeen, Neill (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paweł Fiedor.

Is cited by:

Pelizzon, Loriana (1)

Gnabo, Jean-Yves (1)

Geraci, Marco Valerio (1)

Cites to:

Mantegna, Rosario (13)

Hoffmann, Peter (6)

Langfield, Sam (6)

Aldasoro, Iñaki (5)

Moloney, Kitty (4)

Fache Rousová, Linda (3)

Timmer, Yannick (3)

Hau, Harald (3)

Lane, Philip (3)

Sutter, Matthias (3)

Abad, Jorge (3)

Main data


Where Paweł Fiedor has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org9
ESRB Working Paper Series / European Systemic Risk Board3
Financial Stability Notes / Central Bank of Ireland2

Recent works citing Paweł Fiedor (2019 and 2018)


YearTitle of citing document
2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2019Uncovering networks amongst stocks returns by studying nonlinear interactions in high frequency data of the Indian Stock Market using mutual information. (2019). Habib, Amber ; Sharma, Charu. In: Papers. RePEc:arx:papers:1903.03407.

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2020Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation. (2020). Millington, Tristan ; Niranjan, Mahesan. In: Papers. RePEc:arx:papers:2005.03963.

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2019Fixed-rate mortgages: building resilience or generating risk?. (2019). Myers, Samantha ; Kelly, Jane. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/19.

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2019Interdependencies in the euro area derivatives clearing network: a multi-layer network approach. (2019). Vacirca, Francesco ; Rosati, Simonetta. In: Working Paper Series. RePEc:ecb:ecbwps:20192342.

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2017Financial networks based on Granger causality: A case study. (2017). Papana, Angeliki ; Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:65-73.

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2019Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns, volumes and mutual information. (2019). Han, Dong ; Khoojine, Arash Sioofy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1091-1109.

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2019On predictability of time series. (2019). Zhou, Tao ; Yue, Zhongtao ; Yin, Likang ; Xu, Paiheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:345-351.

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2019The correlation structure in the international stock markets during global financial crisis. (2019). Mei, Dong-Cheng ; Gao, Hai-Ling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312002.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255.

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Works by Paweł Fiedor:


YearTitleTypeCited
2013Frequency Effects on Predictability of Stock Returns In: Papers.
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paper3
2013Structural Changes on Warsaws Stock Exchange: the end of Financial Crisis In: Papers.
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paper0
2014Mutual Information Rate-Based Networks in Financial Markets In: Papers.
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paper2
2014Information-theoretic approach to lead-lag effect on financial markets In: Papers.
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paper5
2014Information-theoretic approach to lead-lag effect on financial markets.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has another version. Agregated cites: 5
article
2014Partial Mutual Information Analysis of Financial Networks In: Papers.
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paper1
2014Predictability of Volatility Homogenised Financial Time Series In: Papers.
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paper0
2014Causal Non-Linear Financial Networks In: Papers.
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paper4
2014Maximum Entropy Production Principle for Stock Returns In: Papers.
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paper0
2014Time Evolution of Non-linear Currency Networks In: Papers.
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paper0
2019An Lonn Dubh: A Framework for Macroprudential Stress Testing of Investment Funds In: Financial Stability Notes.
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paper0
2019Securitisation special purpose entities use of derivatives: New evidence from Ireland In: Financial Stability Notes.
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paper0
2019Securitisation special purpose entities, bank sponsors and derivatives In: Research Technical Papers.
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paper0
2019Securisation special purpose entities, bank sponsors and derivatives.(2019) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2014Sector strength and efficiency on developed and emerging financial markets In: Physica A: Statistical Mechanics and its Applications.
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article1
2015The Effects of Bankruptcy on the Structural Complexity of the Price Changes on WSE In: Ekonomia journal.
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article0
2016Information-theoretic approach to quantifying currency risk In: Journal of Risk Finance.
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article0
2015Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information In: Journal of Risk and Financial Management.
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article3
2015Multiscale Analysis of the Predictability of Stock Returns In: Risks.
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article0
2016THE EFFECTS OF BANKRUPTCY ON THE PREDICTABILITY OF PRICE FORMATION PROCESSES ON WARSAW’S STOCK MARKET In: e-Finanse.
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article0
2018Indicators for the monitoring of central counterparties in the EU In: ESRB Occasional Paper Series.
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paper0
2017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market In: ESRB Working Paper Series.
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paper3
2017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market.(2017) In: Working and Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2018Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets In: ESRB Working Paper Series.
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paper1

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