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 0 0 138
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 359 0 0 0 1,226
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 293 0 0 0 812
A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements 0 0 0 28 0 0 0 49
A network analysis of the Italian overnight money market 0 0 0 21 0 0 1 97
A quantitative model of trading and price formation in financial markets 0 0 1 69 0 0 5 198
A simple microstructure model of double auction markets 0 0 0 0 0 3 4 505
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 1 4 47 0 1 6 43
Agent-Based Modelling for Financial Markets 0 0 2 151 0 1 3 287
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture 0 0 0 11 0 1 1 60
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 0 28
Centralized vs Decentralized Markets: The Role of Connectivity 0 1 9 9 1 4 10 10
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 2 22 2 2 7 63
Centralized vs decentralized markets: The role of connectivity 0 1 6 6 0 1 3 3
Contagion in a heterogeneous inter bank market model 0 0 0 1 0 0 0 208
Criticality in a model of banking crises 0 0 0 11 0 0 1 60
Cross-correlation measures in the high-frequency domain 0 0 0 12 0 0 0 70
Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis 0 0 0 3 0 0 0 51
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 0 2 3 575
Herding effects in order driven markets: The rise and fall of gurus 0 0 0 33 0 0 3 123
Information theoretic description of the e-Mid interbank market: implications for systemic risk 0 0 0 20 0 0 1 51
Interbank Lending, Reserve Requirements and Systemic Risk 0 0 1 390 0 0 2 1,107
Interbank Lending, reserve requirements and systemic risk 0 0 0 0 0 0 1 576
Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises 1 1 3 43 1 1 5 38
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 0 0 0 9 0 0 3 23
Modeling stock pinning 0 0 0 29 0 0 1 102
Network Centrality and Funding Rates in the e-MID Interbank Market 0 0 0 6 0 1 2 44
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 0 35 0 0 8 159
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 1 497
Patterns of consumption in socio-economic models with heterogeneous interacting agents 0 0 1 9 0 0 1 39
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 0 0 1 69
Real-world options: smile and residual risk 0 0 0 248 0 2 4 728
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 1 2 8 1,313
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 0 1 1 95
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 2 37 0 0 6 158
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 158 2 4 11 424
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 21 0 0 1 84
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 1 114
Trading strategies in the Italian interbank market 0 0 0 18 0 0 0 83
Weighted network analysis of high frequency cross-correlation measures 0 0 0 4 0 0 0 32
Total Working Papers 1 4 31 3,450 7 26 106 11,854


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 1 12
A close look at market microstructure 0 0 0 22 0 0 0 45
A comparison of high-frequency cross-correlation measures 0 1 2 13 0 1 2 37
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 1 85 0 0 2 263
A network analysis of the Italian overnight money market 2 4 12 189 3 8 24 780
A simulation analysis of the microstructure of double auction markets 1 5 28 249 2 6 43 483
AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS 0 0 0 3 0 1 2 14
Advances in the agent-based modeling of economic and social behavior 0 1 1 9 0 2 9 41
An analysis of price impact function in order-driven markets 0 0 0 8 0 1 4 34
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 0 0 0 58
Criticality in a model of banking crises 0 0 0 2 0 1 1 15
Cross-correlation Measures in the High-frequency Domain 0 0 2 51 0 0 3 176
Financial regulations and bank credit to the real economy 0 1 2 26 0 2 6 142
HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER 0 0 0 0 0 0 1 11
Herding effects in order driven markets: The rise and fall of gurus 0 0 4 54 1 5 16 210
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 0 3
Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises 1 1 1 2 1 2 2 6
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 6 0 0 0 54
Modeling stock pinning 0 0 0 35 1 1 2 144
Network centrality and funding rates in the e-MID interbank market 0 0 1 16 0 0 7 86
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 1 27 0 0 7 138
New measures for a new normal in finance and risk management 0 0 1 1 0 0 2 2
Performance-based research funding: Evidence from the largest natural experiment worldwide 1 1 3 3 1 1 12 12
Quantifying preferential trading in the e-MID interbank market 0 0 3 17 0 1 5 58
Statistical mechanics of heteropolymer folding 0 0 0 0 0 0 0 15
Systemic risk on the interbank market 0 0 3 221 0 2 7 529
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications 0 2 7 16 0 2 12 43
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model 0 2 5 47 0 3 9 155
The impact of heterogeneous trading rules on the limit order book and order flows 0 1 2 17 0 1 8 82
The impact of reduced pre-trade transparency regimes on market quality 0 1 2 14 0 1 2 51
The role of bank relationships in the interbank market 0 1 1 20 0 4 6 142
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 1 2 2 43
Total Journal Articles 5 21 83 1,234 10 47 198 4,085


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 0 1 1 3
Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions 0 0 0 0 0 0 1 1
Total Chapters 0 0 0 0 0 1 2 4


Statistics updated 2024-06-06