Access Statistics for Giulia Iori

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A fitness model for the Italian Interbank Money Market 0 0 0 27 0 0 0 132
A fitness model for the Italian interbank money market 0 0 0 24 0 1 1 139
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 359 1 1 3 1,229
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 293 0 0 1 813
A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements 0 0 1 29 0 0 2 51
A network analysis of the Italian overnight money market 0 0 0 21 1 1 2 99
A quantitative model of trading and price formation in financial markets 0 0 2 70 0 1 6 201
A simple microstructure model of double auction markets 0 0 0 0 0 0 7 509
Advances in the Agent-Based Modeling of Economic and Social Behavior 1 1 5 50 1 3 7 48
Agent-Based Modelling for Financial Markets 0 0 0 151 1 1 2 288
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture 0 0 0 11 0 0 2 61
An analysis of systemic risk in alternative securities settlement architectures 0 0 0 77 0 0 0 249
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 0 0 1 29
Centralized vs Decentralized Markets: The Role of Connectivity 0 0 9 9 0 1 11 11
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 0 0 2 63
Centralized vs decentralized markets: The role of connectivity 0 0 6 6 2 4 7 7
Contagion in a heterogeneous inter bank market model 0 0 0 1 0 0 1 209
Criticality in a model of banking crises 0 0 0 11 0 1 1 61
Cross-correlation measures in the high-frequency domain 0 0 0 12 2 3 3 73
Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis 0 0 0 3 0 1 1 52
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 0 1 3 576
Herding effects in order driven markets: The rise and fall of gurus 0 0 0 33 1 2 2 125
Information theoretic description of the e-Mid interbank market: implications for systemic risk 0 0 0 20 1 2 3 54
Interbank Lending, Reserve Requirements and Systemic Risk 0 0 1 391 0 0 1 1,108
Interbank Lending, reserve requirements and systemic risk 0 0 0 0 0 2 3 579
Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises 0 0 3 44 1 1 5 41
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 0 0 0 235
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 1 1 1 10 1 1 1 24
Modeling stock pinning 0 0 0 29 0 1 2 103
Network Centrality and Funding Rates in the e-MID Interbank Market 0 0 0 6 1 1 2 45
Networked relationships in the e-MID Interbank market: A trading model with memory 1 1 1 36 1 2 2 161
Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity 0 0 0 37 0 0 0 132
PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS 0 0 0 184 0 0 0 497
Patterns of consumption in socio-economic models with heterogeneous interacting agents 0 0 0 9 0 0 2 41
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 0 0 2 71
Real-world options: smile and residual risk 0 0 0 248 0 0 2 728
SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS 0 0 0 82 0 0 0 249
Scaling and Multi-scaling in Financial Markets 0 0 0 19 0 0 0 110
Scaling and multiscaling in financial markets 0 0 0 490 0 0 7 1,318
Socioeconomic networks with long-range interactions 0 0 0 74 0 0 0 207
The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation 0 0 0 30 1 2 3 97
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 21 0 0 0 84
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 158 3 5 14 433
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 1 38 0 2 6 164
The Microstructure of the Italian Overnight Money Market 0 0 0 0 0 0 1 198
Trading strategies in the Italian interbank market 0 0 0 28 0 0 0 114
Trading strategies in the Italian interbank market 0 0 0 18 1 1 1 84
Weighted network analysis of high frequency cross-correlation measures 0 0 0 4 0 1 2 34
Total Working Papers 3 3 30 3,460 19 42 124 11,936


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME 0 0 0 2 0 0 0 12
A close look at market microstructure 0 0 0 22 0 0 0 45
A comparison of high-frequency cross-correlation measures 0 0 1 13 0 0 2 38
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 85 0 0 1 264
A network analysis of the Italian overnight money market 0 0 7 191 1 3 18 789
A simulation analysis of the microstructure of double auction markets 1 4 27 268 3 10 44 518
AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS 0 0 0 3 1 1 2 15
Advances in the agent-based modeling of economic and social behavior 0 0 3 11 0 1 10 48
An analysis of price impact function in order-driven markets 0 0 0 8 1 1 2 35
Bank characteristics and the interbank money market: a distributional approach 0 0 0 19 0 0 0 75
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 1 1 3 61
Criticality in a model of banking crises 0 0 0 2 0 1 2 16
Cross-correlation Measures in the High-frequency Domain 0 0 1 51 0 1 2 177
Financial regulations and bank credit to the real economy 0 0 1 26 0 0 3 143
HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER 0 0 0 0 0 0 0 11
Herding effects in order driven markets: The rise and fall of gurus 0 1 1 55 0 3 10 215
Introduction 0 0 0 15 0 0 0 51
Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019) 0 0 0 2 0 0 1 4
Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises 0 0 2 3 0 1 10 14
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 2 8 0 0 2 56
Modeling stock pinning 0 0 1 36 0 1 4 147
Network centrality and funding rates in the e-MID interbank market 0 0 0 16 0 0 1 87
Networked relationships in the e-MID interbank market: A trading model with memory 0 1 1 28 0 1 1 139
New measures for a new normal in finance and risk management 0 0 0 1 0 0 2 4
Performance-based research funding: Evidence from the largest natural experiment worldwide 0 0 1 3 0 1 8 18
Quantifying preferential trading in the e-MID interbank market 1 1 1 18 1 1 12 69
Statistical mechanics of heteropolymer folding 0 0 0 0 0 0 0 15
Systemic risk on the interbank market 0 1 2 222 0 2 9 535
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications 0 1 3 17 1 3 8 49
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model 0 1 7 51 0 3 11 162
The impact of heterogeneous trading rules on the limit order book and order flows 1 1 4 20 1 1 7 87
The impact of reduced pre-trade transparency regimes on market quality 0 0 1 14 2 2 6 56
The role of bank relationships in the interbank market 0 0 2 21 0 0 5 143
The role of communication and imitation in limit order markets 0 0 1 21 0 0 1 75
Trading strategies in the Italian interbank market 0 0 0 7 0 0 2 43
Total Journal Articles 3 11 69 1,274 12 38 189 4,216


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures 0 0 0 0 1 2 3 5
Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions 0 0 0 0 0 1 1 2
Total Chapters 0 0 0 0 1 3 4 7


Statistics updated 2025-02-05