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Details about Paweł Fiedor

E-mail:
Homepage:http://www.fiedor.eu/pawel
Workplace:Central Bank of Ireland, (more information at EDIRC)

Access statistics for papers by Paweł Fiedor.

Last updated 2019-09-02. Update your information in the RePEc Author Service.

Short-id: pfi237


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Working Papers

2019

  1. An Lonn Dubh: A Framework for Macroprudential Stress Testing of Investment Funds
    Financial Stability Notes, Central Bank of Ireland Downloads
  2. Securisation special purpose entities, bank sponsors and derivatives
    ESRB Working Paper Series, European Systemic Risk Board Downloads
    Also in Research Technical Papers, Central Bank of Ireland (2019) Downloads
  3. Securitisation special purpose entities' use of derivatives: New evidence from Ireland
    Financial Stability Notes, Central Bank of Ireland Downloads

2018

  1. Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (3)
  2. Indicators for the monitoring of central counterparties in the EU
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads

2017

  1. Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads View citations (4)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2017) Downloads View citations (4)

2014

  1. Causal Non-Linear Financial Networks
    Papers, arXiv.org Downloads View citations (3)
  2. Information-theoretic approach to lead-lag effect on financial markets
    Papers, arXiv.org Downloads View citations (8)
    See also Journal Article in The European Physical Journal B: Condensed Matter and Complex Systems (2014)
  3. Maximum Entropy Production Principle for Stock Returns
    Papers, arXiv.org Downloads View citations (3)
  4. Mutual Information Rate-Based Networks in Financial Markets
    Papers, arXiv.org Downloads View citations (2)
  5. Partial Mutual Information Analysis of Financial Networks
    Papers, arXiv.org Downloads View citations (1)
  6. Predictability of Volatility Homogenised Financial Time Series
    Papers, arXiv.org Downloads
  7. Time Evolution of Non-linear Currency Networks
    Papers, arXiv.org Downloads

2013

  1. Frequency Effects on Predictability of Stock Returns
    Papers, arXiv.org Downloads View citations (8)
  2. Structural Changes on Warsaw's Stock Exchange: the end of Financial Crisis
    Papers, arXiv.org Downloads

Journal Articles

2016

  1. Information-theoretic approach to quantifying currency risk
    Journal of Risk Finance, 2016, 17, (1), 93-109 Downloads
  2. THE EFFECTS OF BANKRUPTCY ON THE PREDICTABILITY OF PRICE FORMATION PROCESSES ON WARSAW’S STOCK MARKET
    "e-Finanse", 2016, 12, (1), 32-42 Downloads

2015

  1. Multiscale Analysis of the Predictability of Stock Returns
    Risks, 2015, 3, (2), 1-15 Downloads
  2. Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information
    Journal of Risk and Financial Management, 2015, 8, (2), 1-19 Downloads View citations (3)
  3. The Effects of Bankruptcy on the Structural Complexity of the Price Changes on WSE
    Ekonomia journal, 2015, 41 Downloads

2014

  1. Information-theoretic approach to lead-lag effect on financial markets
    The European Physical Journal B: Condensed Matter and Complex Systems, 2014, 87, (8), 1-9 Downloads View citations (9)
    See also Working Paper (2014)
  2. Sector strength and efficiency on developed and emerging financial markets
    Physica A: Statistical Mechanics and its Applications, 2014, 413, (C), 180-188 Downloads View citations (3)
 
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