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 6 15 38 80 8 28 96 208
A fitness model for the Italian Interbank Money Market 0 0 0 0 2 3 3 3
A fitness model for the Italian Interbank Money Market 1 3 5 40 3 13 55 231
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 3 15 316 3 15 47 1,089
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 2 4 13 266 4 10 25 651
A quantitative model of trading and price formation in financial markets 3 4 4 4 5 8 8 8
A simple microstructure model of double auction markets 0 0 0 0 7 14 40 268
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures 1 2 16 29 4 8 37 64
An analysis of systemic risk in alternative securities settlement architectures 0 2 7 58 2 7 23 159
Contagion in a heterogeneous inter bank market model 0 0 0 1 2 7 32 157
Criticality in a model of banking crises 0 1 1 1 0 2 2 2
Cross-Correlation Measures in the High-Frequency Domain 5 11 47 158 12 37 172 441
Currency Futures Volatility during the 1997 East Asian Crisis: An Application of Fourier Analysis 4 6 30 103 7 17 92 295
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 3 12 45 426
Interbank Lending, Reserve Requirements and Systemic Risk 6 17 60 269 12 36 175 786
Modeling Stock Pinning 6 14 64 156 10 35 168 374
PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS 0 0 7 154 2 5 30 359
Patterns of consumption in socio-economic models with heterogeneous interacting agents 1 1 1 1 1 1 1 1
Real-world options: smile and residual risk 2 6 33 202 9 23 98 518
SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS 0 0 2 77 0 0 6 224
Scaling and Multi-scaling in Financial Markets 1 2 2 2 1 2 2 2
Scaling and multiscaling in financial markets 1 7 23 419 2 9 36 992
Socioeconomic Networks with Long-Range Interactions 1 3 8 51 3 10 46 118
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 1 1 1 1 4 6 6 6
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 2 2 12 102 3 6 30 230
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 1 2 14 32 8 9 36 73
The Microstructure of the Italian Overnight Money Market 0 0 0 0 0 0 7 118
Trading strategies in the Italian Interbank Market 2 6 15 41 3 13 40 107
Trading strategies in the Italian interbank market 0 1 1 1 3 5 5 5
Weighted Network Analysis of High Frequency Cross-Correlation Measures 3 9 22 72 4 18 80 221
Total Working Papers 49 122 441 2,755 127 359 1,443 8,136


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 0 1 29 0 1 9 79
A network analysis of the Italian overnight money market 0 4 9 14 1 6 29 72
Cross-correlation Measures in the High-frequency Domain 2 2 7 19 4 10 30 64
Introduction 0 0 0 9 0 1 3 30
Modeling stock pinning 2 2 3 3 5 6 13 13
Systemic risk on the interbank market 3 12 48 89 6 15 67 142
Total Journal Articles 7 20 68 163 16 39 151 400


Statistics updated 2009-11-04