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 2 24 2 5 15 117
A fitness model for the Italian interbank money market 0 0 2 24 2 4 17 134
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 293 1 3 9 764
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 357 1 2 9 1,218
A network analysis of the Italian oversight money market 0 0 2 20 2 2 8 90
A quantitative model of trading and price formation in financial markets 0 2 2 66 1 3 6 187
A simple microstructure model of double auction markets 0 0 0 0 0 3 11 481
Agent-Based Modelling for Financial Markets 0 2 7 141 1 5 21 257
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture 0 0 0 9 1 4 10 49
An analysis of systemic risk in alternative securities settlement architectures 0 0 0 77 0 0 5 248
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 0 1 8 25
Contagion in a heterogeneous inter bank market model 0 0 0 1 0 0 3 203
Criticality in a model of banking crises 0 0 0 11 0 0 4 56
Cross-correlation measures in the high-frequency domain 0 0 1 11 1 3 6 63
Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis 0 0 0 3 0 1 9 46
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 0 0 4 566
Herding effects in order driven markets: The rise and fall of gurus 0 0 0 33 1 2 10 114
Information theoretic description of the e-Mid interbank market: implications for systemic risk 0 0 0 20 0 2 7 49
Interbank Lending, Reserve Requirements and Systemic Risk 0 0 2 382 1 4 12 1,091
Interbank Lending, reserve requirements and systemic risk 0 0 0 0 1 3 8 570
Market microstructure, bank's behaviour and interbank spreads 0 0 4 117 2 4 17 229
Modeling stock pinning 0 0 1 24 0 2 13 81
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 0 33 1 3 10 83
Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity 0 0 1 31 1 2 10 113
PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS 0 1 1 183 0 1 5 493
Patterns of consumption in socio-economic models with heterogeneous interacting agents 0 0 0 7 0 1 2 35
Real-world options: smile and residual risk 0 0 0 248 1 1 3 720
SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS 0 0 0 81 1 2 3 244
Scaling and Multi-scaling in Financial Markets 0 0 0 19 0 2 8 69
Scaling and multiscaling in financial markets 0 0 1 488 1 3 13 1,279
Socioeconomic networks with long-range interactions 0 0 0 74 0 1 1 205
The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation 0 0 0 30 0 2 6 93
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 1 152 0 0 22 399
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 2 32 0 2 7 143
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 20 0 3 8 75
The Microstructure of the Italian Overnight Money Market 0 0 0 0 1 3 6 186
Trading strategies in the Italian interbank market 0 0 0 28 1 3 4 111
Trading strategies in the Italian interbank market 0 0 0 16 1 2 4 74
Weighted network analysis of high frequency cross-correlation measures 0 0 0 4 0 1 3 31
Total Working Papers 0 5 29 3,195 25 85 327 10,991


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A close look at market microstructure 0 0 0 20 0 0 0 42
A comparison of high-frequency cross-correlation measures 0 0 2 10 0 0 2 25
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 1 1 5 78 4 7 20 245
A network analysis of the Italian overnight money market 0 1 10 152 2 12 34 689
A simulation analysis of the microstructure of double auction markets 5 8 24 135 9 16 48 290
An analysis of price impact function in order-driven markets 0 0 0 7 0 1 2 28
Bank characteristics and the interbank money market: a distributional approach 0 0 3 16 2 2 16 69
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 1 2 15 1 3 14 55
Criticality in a model of banking crises 0 0 0 1 0 0 0 13
Cross-correlation Measures in the High-frequency Domain 0 0 1 49 0 0 9 171
Financial regulations and bank credit to the real economy 0 0 1 13 1 2 13 111
Herding effects in order driven markets: The rise and fall of gurus 1 2 5 44 1 2 16 166
Introduction 0 0 0 15 0 0 1 50
Modeling stock pinning 0 0 0 34 0 0 2 136
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 3 22 1 2 13 94
Quantifying preferential trading in the e-MID interbank market 0 0 1 10 0 1 6 39
Statistical mechanics of heteropolymer folding 0 0 0 0 0 0 1 15
Systemic risk on the interbank market 0 0 4 210 2 7 28 490
The impact of heterogeneous trading rules on the limit order book and order flows 0 0 1 10 2 5 9 45
The impact of reduced pre-trade transparency regimes on market quality 0 0 1 8 0 1 9 40
The role of bank relationships in the interbank market 0 1 3 14 3 10 32 100
The role of communication and imitation in limit order markets 0 0 0 17 0 0 10 66
Trading strategies in the Italian interbank market 0 0 0 6 1 1 1 36
Total Journal Articles 7 14 66 886 29 72 286 3,015


Statistics updated 2021-01-03