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 3 3 12 145
A fitness model for the Italian interbank money market 0 0 0 24 2 3 13 153
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 359 0 0 7 1,238
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 293 0 0 13 827
A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements 0 0 0 29 1 2 8 59
A network analysis of the Italian overnight money market 0 0 0 21 0 0 18 117
A quantitative model of trading and price formation in financial markets 0 0 0 70 1 3 18 222
A simple microstructure model of double auction markets 0 0 0 0 0 1 15 524
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 1 52 1 2 45 98
Agent-Based Modelling for Financial Markets 0 0 1 152 0 1 17 307
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture 0 0 0 11 0 0 9 74
An analysis of systemic risk in alternative securities settlement architectures 0 0 1 78 0 1 15 267
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 0 1 9 39
Centralized vs Decentralized Markets: The Role of Connectivity 1 2 4 14 2 4 28 43
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 0 1 21 84
Centralized vs decentralized markets: The role of connectivity 0 0 1 7 1 2 27 34
Contagion in a heterogeneous inter bank market model 0 0 0 1 0 1 6 215
Criticality in a model of banking crises 0 0 0 11 0 0 4 66
Cross-correlation measures in the high-frequency domain 0 0 0 12 0 0 12 85
Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis 0 0 0 3 0 1 12 65
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 0 0 8 584
Herding effects in order driven markets: The rise and fall of gurus 0 0 0 33 1 1 12 138
Information theoretic description of the e-Mid interbank market: implications for systemic risk 0 0 0 20 1 1 13 68
Interbank Lending, Reserve Requirements and Systemic Risk 0 0 0 391 1 1 9 1,117
Interbank Lending, reserve requirements and systemic risk 0 0 0 0 2 2 14 593
Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises 0 1 2 46 0 2 12 57
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 0 1 19 255
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 0 10 1 1 13 38
Modeling stock pinning 0 2 2 31 1 5 28 134
Network Centrality and Funding Rates in the e-MID Interbank Market 0 0 1 7 0 1 17 64
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 0 36 1 1 9 170
Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity 0 1 1 38 2 3 22 155
PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS 0 0 0 184 0 0 6 503
Patterns of consumption in socio-economic models with heterogeneous interacting agents 0 0 0 9 0 0 4 46
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 0 0 7 82
Real-world options: smile and residual risk 0 0 0 248 1 2 7 736
SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS 0 0 0 82 0 0 5 255
Scaling and Multi-scaling in Financial Markets 0 0 0 19 0 1 4 115
Scaling and multiscaling in financial markets 0 0 0 490 0 0 5 1,325
Socioeconomic networks with long-range interactions 0 0 0 74 0 0 9 216
The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation 0 0 0 30 1 1 8 106
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 21 3 4 21 106
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 38 1 1 16 182
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 158 1 4 41 474
The Microstructure of the Italian Overnight Money Market 0 0 0 0 2 2 11 210
Trading strategies in the Italian interbank market 0 0 0 18 1 1 10 94
Trading strategies in the Italian interbank market 1 1 1 29 2 3 15 129
Weighted network analysis of high frequency cross-correlation measures 0 0 0 4 0 0 8 43
Total Working Papers 2 7 15 3,477 33 64 662 12,657

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 3 0 1 11 24
A close look at market microstructure 0 0 0 22 0 0 4 49
A comparison of high-frequency cross-correlation measures 0 0 0 13 1 2 10 50
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 1 88 0 2 22 289
A network analysis of the Italian overnight money market 0 0 3 197 1 2 16 809
A simulation analysis of the microstructure of double auction markets 1 4 20 300 1 8 56 592
AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS 0 2 4 7 18 20 28 44
Advances in the agent-based modeling of economic and social behavior 0 0 0 12 2 4 22 76
An analysis of price impact function in order-driven markets 0 0 0 8 0 0 5 41
Bank characteristics and the interbank money market: a distributional approach 0 0 0 19 16 17 26 103
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 0 0 9 70
Criticality in a model of banking crises 0 0 0 2 0 0 5 22
Cross-correlation Measures in the High-frequency Domain 0 0 0 52 19 19 26 205
Financial regulations and bank credit to the real economy 0 0 0 26 23 23 34 179
HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER 0 0 0 0 0 0 6 17
Herding effects in order driven markets: The rise and fall of gurus 0 0 0 55 0 3 17 235
Introduction 0 0 0 15 1 1 11 62
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 1 19 25
Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises 0 0 1 5 0 1 24 41
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 8 0 0 18 78
Modeling stock pinning 0 0 1 38 0 3 23 172
Network centrality and funding rates in the e-MID interbank market 0 0 2 18 3 4 33 125
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 0 29 17 18 31 171
New measures for a new normal in finance and risk management 0 0 0 1 1 1 3 8
Performance-based research funding: Evidence from the largest natural experiment worldwide 0 0 3 8 1 2 26 50
Quantifying preferential trading in the e-MID interbank market 0 0 0 19 0 0 15 87
Statistical mechanics of heteropolymer folding 0 0 0 0 0 0 1 17
Systemic risk on the interbank market 0 0 1 224 0 1 13 549
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications 0 0 1 19 0 1 15 69
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model 0 1 2 54 13 16 28 191
The impact of heterogeneous trading rules on the limit order book and order flows 0 0 4 26 0 0 15 112
The impact of reduced pre-trade transparency regimes on market quality 0 0 0 14 15 15 30 87
The role of bank relationships in the interbank market 0 0 0 22 0 1 16 164
The role of communication and imitation in limit order markets 0 0 0 21 0 0 9 84
Trading strategies in the Italian interbank market 0 0 0 8 0 1 9 54
Total Journal Articles 1 7 43 1,350 132 167 636 4,951

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 0 5 10
Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions 0 0 0 0 18 18 19 22
Total Chapters 0 0 0 0 18 18 24 32

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Statistics updated 2026-09-10