Paweł Fiedor : Citation Profile


Are you Paweł Fiedor?

Central Bank of Ireland

4

H index

2

i10 index

69

Citations

RESEARCH PRODUCTION:

7

Articles

17

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 11
   Journals where Paweł Fiedor has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 11 (13.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfi237
   Updated: 2022-10-01    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:

Kliber, Agata (1)

Gnabo, Jean-Yves (1)

Ferrara, Gerardo (1)

Quintino, Derick (1)

Będowska-Sójka, Barbara (1)

Geraci, Marco Valerio (1)

Killeen, Neill (1)

Ferreira, Paulo (1)

Pelizzon, Loriana (1)

Le, Chau (1)

Batten, Jonathan (1)

Cites to:

Mantegna, Rosario (15)

Langfield, Sam (6)

Hoffmann, Peter (6)

Aldasoro, Iñaki (5)

Moloney, Kitty (4)

Sutter, Matthias (3)

Mandelbrot, Benoît (3)

Feri, Francesco (3)

Lane, Philip (3)

Timmer, Yannick (3)

Acharya, Viral (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 (2022 and 2021)


YearTitle of citing document
2021Portfolio optimization with idiosyncratic and systemic risks for financial networks. (2021). Han, Jihui ; Wang, Chao ; Chen, Lin ; Zhao, Longfeng ; Yang, Yajie. In: Papers. RePEc:arx:papers:2111.11286.

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2022Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. (2022). Reinert, Gesine ; Cucuringu, Mihai ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2201.08283.

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2022On financial market correlation structures and diversification benefits across and within equity sectors. (2022). James, Nick ; Gottwald, Georg ; Menzies, Max. In: Papers. RePEc:arx:papers:2202.10623.

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2022Energy markets – Who are the influencers?. (2022). Ferreira, Paulo ; Quintino, Derick ; Bouri, Elie ; Dionisio, Andreia ; Almeida, Dora. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221022106.

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2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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2021Securitisation special purpose entities, bank sponsors and derivatives. (2021). Killeen, Neill ; Fiedor, Pawe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100161x.

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2022OTC Microstructure in a period of stress: A Multi-layered network approach. (2022). Vasios, Michalis ; Joseph, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003514.

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2021Information content of liquidity and volatility measures. (2021). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627.

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2021A Weight-based Information Filtration Algorithm for Stock-correlation Networks. (2021). Wormald, Nick ; Hosseini, Seyed Soheil ; Tian, Tianhai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307883.

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2021Construction of minimum spanning trees from financial returns using rank correlation. (2021). Niranjan, Mahesan ; Millington, Tristan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309031.

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2021Information measure for long-range correlated time series: Quantifying horizon dependence in financial markets. (2021). Carbone, Anna ; Murialdo, Pietro ; Ponta, Linda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000492.

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2021A Snapshot of the Ownership Network of the Budapest Stock Exchange. (2021). Gosztonyi, Marton. In: Financial and Economic Review. RePEc:mnb:finrev:v:20:y:2021:i:3:p:31-58.

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2021Risk spillover networks in financial system based on information theory. (2021). Guo, Xue ; Wu, Lei ; Liu, Wei. In: PLOS ONE. RePEc:plo:pone00:0252601.

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2021Cross-border credit derivatives linkages. (2021). Bianchi, Benedetta. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021115.

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2021Forecasting asset returns with network?based metrics: A statistical and economic analysis. (2021). Baitinger, Eduard. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1342-1375.

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Works by Paweł Fiedor:


YearTitleTypeCited
2013Frequency Effects on Predictability of Stock Returns In: Papers.
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paper4
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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paper28
2014Information-theoretic approach to lead-lag effect on financial markets In: Papers.
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paper9
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: 9
article
2014Partial Mutual Information Analysis of Financial Networks In: Papers.
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paper2
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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paper1
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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article2
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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article1
2015Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information In: JRFM.
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article10
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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paper1
2017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market In: ESRB Working Paper Series.
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paper5
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: 5
paper
2018Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets In: ESRB Working Paper Series.
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paper2

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