| Networks in financial markets based on the mutual information rate P Fiedor Physical Review E 89 (5), 052801, 2014 | 151 | 2014 |
| Network analysis of the Shanghai stock exchange based on partial mutual information T You, P Fiedor, A Hołda Journal of Risk and Financial Management 8 (2), 266-284, 2015 | 48 | 2015 |
| Information-theoretic approach to lead-lag effect on financial markets P Fiedor The European Physical Journal B 87, 1-9, 2014 | 35 | 2014 |
| Shock amplification in an interconnected financial system of banks and investment funds M Sydow, A Schilte, G Covi, M Deipenbrock, L Del Vecchio, P Fiedor, ... Journal of Financial Stability 71, 101234, 2024 | 29 | 2024 |
| Frequency effects on predictability of stock returns P Fiedor 2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014 | 27 | 2014 |
| Sector strength and efficiency on developed and emerging financial markets P Fiedor Physica A: Statistical Mechanics and its Applications 413, 180-188, 2014 | 14 | 2014 |
| Mutual information-based hierarchies on warsaw stock exchange P Fiedor Acta Physica Polonica A 127 (3A), 2015 | 13 | 2015 |
| Indicators for the monitoring of central counterparties in the EU E Alfranseder, P Fiedor, S Lapschies, L Orszaghova, P Sobolewski ESRB: Occasional Paper Series 201814, 2018 | 12 | 2018 |
| Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market P Fiedor, S Lapschies, L Országhová ESRB: Working Paper Series, 2017 | 11 | 2017 |
| Partial mutual information analysis of financial networks P Fiedor arXiv preprint arXiv:1403.2050, 2014 | 10 | 2014 |
| Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets P Fiedor ESRB Working Paper Series, 2018 | 9 | 2018 |
| Information-theoretic approach to quantifying currency risk P Fiedor, A Hołda The Journal of Risk Finance 17 (1), 93-109, 2016 | 9 | 2016 |
| The social dynamics of the Peter principle P Fiedor Journal of Engineering Science and Technology Review 8 (1), 56-60, 2015 | 9 | 2015 |
| Multiscale analysis of the predictability of stock returns P Fiedor Risks 3 (2), 219-233, 2015 | 8 | 2015 |
| Maximum entropy production principle for stock returns P Fiedor arXiv preprint arXiv:1408.3728, 2014 | 8 | 2014 |
| Mutual information rate-based networks in financial markets P Fiedor arXiv preprint arXiv:1401.2548, 2014 | 8 | 2014 |
| The centrally cleared interest rate derivatives market: how are clients changing the risk perspective? P Fiedor, S Lapschies, L Orszaghova Journal of Financial Market Infrastructures 7 (2), 1-28, 2018 | 4 | 2018 |
| Istota ekonofizyki P Fiedor, A Hołda Studia Ekonomiczne 1 (84), 108-127, 2015 | 4 | 2015 |
| Securitisation special purpose entities, bank sponsors and derivatives P Fiedor, N Killeen Journal of International Financial Markets, Institutions and Money 75, 101452, 2021 | 3 | 2021 |
| An lonn dubh: A framework for macroprudential stress testing of investment funds P Fiedor, P Katsoulis Financial Stability Notes, 2019 | 3 | 2019 |
