Details about Paweł Fiedor

Access statistics for papers by Paweł Fiedor.

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

Short-id: pfi237

Working Papers

2019

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

2018

4. Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets
   ESRB Working Paper Series, European Systemic Risk Board View citations (5)
5. Indicators for the monitoring of central counterparties in the EU
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (1)

2017

6. Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market
   ESRB Working Paper Series, European Systemic Risk Board View citations (9)
   Also in Working and Discussion Papers, Research Department, National Bank of Slovakia (2017) View citations (9)

2014

7. Causal Non-Linear Financial Networks
   Papers, arXiv.org View citations (3)
8. Information-theoretic approach to lead-lag effect on financial markets
   Papers, arXiv.org View citations (16)
   See also Journal Article Information-theoretic approach to lead-lag effect on financial markets, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2014) View citations (17) (2014)
9. Maximum Entropy Production Principle for Stock Returns
   Papers, arXiv.org View citations (4)
10. Mutual Information Rate-Based Networks in Financial Markets
    Papers, arXiv.org View citations (38)
11. Partial Mutual Information Analysis of Financial Networks
    Papers, arXiv.org View citations (1)
12. Predictability of Volatility Homogenised Financial Time Series
    Papers, arXiv.org
13. Time Evolution of Non-linear Currency Networks
    Papers, arXiv.org View citations (1)

2013

14. Frequency Effects on Predictability of Stock Returns
    Papers, arXiv.org View citations (9)
15. Structural Changes on Warsaw's Stock Exchange: the end of Financial Crisis
    Papers, arXiv.org

Journal Articles

2016

1. THE EFFECTS OF BANKRUPTCY ON THE PREDICTABILITY OF PRICE FORMATION PROCESSES ON WARSAW’S STOCK MARKET
   "e-Finanse", 2016, 12, (1), 32-42

2015

2. Multiscale Analysis of the Predictability of Stock Returns
   Risks, 2015, 3, (2), 1-15
3. Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information
   JRFM, 2015, 8, (2), 1-19 View citations (11)
4. The Effects of Bankruptcy on the Structural Complexity of the Price Changes on WSE
   Ekonomia journal, 2015, 41

2014

5. 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 View citations (17)
   See also Working Paper Information-theoretic approach to lead-lag effect on financial markets, Papers (2014) View citations (16) (2014)
6. Sector strength and efficiency on developed and emerging financial markets
   Physica A: Statistical Mechanics and its Applications, 2014, 413, (C), 180-188 View citations (4)