4
H index
3
i10 index
83
Citations
Paweł Fiedor : Citation Profile
Central Bank of Ireland | RESEARCH PRODUCTION: 7 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2013 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Paweł Fiedor. | Is cited by:
| Cites to:
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Main data
Where Paweł Fiedor has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 9 |
| ESRB Working Paper Series / European Systemic Risk Board | 3 |
| Financial Stability Notes / Central Bank of Ireland | 2 |
Recent works citing Paweł Fiedor (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper |
| 2023 | Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | What Drives Sectoral Differences in Currency Derivate Usage in a Small Open Economy? Evidence from Supervisory Data. (2023). Malovana, Simona ; Gric, Zuzana ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2023/12. Full description at Econpapers || Download paper |
| 2023 | Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873. Full description at Econpapers || Download paper |
| 2023 | Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901. Full description at Econpapers || Download paper |
Works by Paweł Fiedor:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Frequency Effects on Predictability of Stock Returns In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Structural Changes on Warsaws Stock Exchange: the end of Financial Crisis In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Mutual Information Rate-Based Networks in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 2014 | Information-theoretic approach to lead-lag effect on financial markets In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Information-theoretic approach to lead-lag effect on financial markets.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2014 | Partial Mutual Information Analysis of Financial Networks In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Predictability of Volatility Homogenised Financial Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Causal Non-Linear Financial Networks In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Maximum Entropy Production Principle for Stock Returns In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Time Evolution of Non-linear Currency Networks In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | An Lonn Dubh: A Framework for Macroprudential Stress Testing of Investment Funds In: Financial Stability Notes. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Securitisation special purpose entities use of derivatives: New evidence from Ireland In: Financial Stability Notes. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Securitisation special purpose entities, bank sponsors and derivatives In: Research Technical Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Securisation special purpose entities, bank sponsors and derivatives.(2019) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Sector strength and efficiency on developed and emerging financial markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2015 | The Effects of Bankruptcy on the Structural Complexity of the Price Changes on WSE In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
| 2016 | Information-theoretic approach to quantifying currency risk In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 2 |
| 2015 | Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information In: JRFM. [Full Text][Citation analysis] | article | 13 |
| 2015 | Multiscale Analysis of the Predictability of Stock Returns In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2016 | THE EFFECTS OF BANKRUPTCY ON THE PREDICTABILITY OF PRICE FORMATION PROCESSES ON WARSAWââ¬â¢S STOCK MARKET In: e-Finanse. [Full Text][Citation analysis] | article | 0 |
| 2018 | Indicators for the monitoring of central counterparties in the EU In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market.(2017) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team