Access Statistics for Giulia Iori

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Network Analysis of the Italian Overnight Money Market 0 1 15 35 1 15 56 91
A fitness model for the Italian Interbank Money Market 0 3 15 31 4 28 90 150
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 2 6 19 299 3 13 59 1,027
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 1 5 252 2 6 27 615
A simple microstructure model of double auction markets 0 0 0 0 2 5 32 222
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures 2 6 11 11 3 13 20 20
An analysis of systemic risk in alternative securities settlement architectures 0 5 9 50 4 12 32 134
Contagion in a heterogeneous inter bank market model 0 0 0 1 0 6 27 121
Cross-Correlation Measures in the High-Frequency Domain 6 14 51 97 16 43 141 228
Currency Futures Volatility during the 1997 East Asian Crisis: An Application of Fourier Analysis 3 7 33 66 15 30 123 174
Demand Storage, Market Liquidity, and Price Volatility 0 0 1 119 3 13 39 364
Modeling Stock Pinning 6 16 56 77 18 44 130 175
PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS 0 2 14 146 2 7 29 323
Real-world options: smile and residual risk 3 10 42 159 8 34 140 384
SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS 0 1 2 75 0 3 7 216
Scaling and multiscaling in financial markets 1 7 27 392 4 11 54 944
Socioeconomic Networks with Long-Range Interactions 0 2 23 38 2 7 48 58
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 2 6 16 86 6 16 45 188
Trading strategies in the Italian Interbank Market 0 1 9 24 1 6 35 57
Weighted Network Analysis of High Frequency Cross-Correlation Measures 1 2 18 47 9 16 70 128
Total Working Papers 26 90 366 2,005 103 328 1,204 5,619


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 2 9 25 1 6 20 65
Cross-correlation Measures in the High-frequency Domain 2 3 9 9 5 10 24 24
Introduction 0 0 1 8 0 0 4 26
Systemic risk on the interbank market 1 8 22 32 3 11 44 64
Total Journal Articles 3 13 41 74 9 27 92 179


Statistics updated 2008-08-03