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 2 140
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 0 359 0 0 4 1,230
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 0 0 2 99
A quantitative model of trading and price formation in financial markets 0 0 0 70 0 0 4 203
A simple microstructure model of double auction markets 0 0 0 0 0 0 4 509
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 3 50 2 2 7 50
Agent-Based Modelling for Financial Markets 0 0 0 151 1 2 3 290
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture 0 0 0 11 0 0 4 64
An analysis of systemic risk in alternative securities settlement architectures 0 0 0 77 0 0 2 251
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 1 10 0 1 3 13
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 0 0 0 63
Centralized vs decentralized markets: The role of connectivity 0 0 0 6 0 0 4 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 0 2 62
Cross-correlation measures in the high-frequency domain 0 0 0 12 0 0 3 73
Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis 0 0 0 3 0 0 2 53
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 0 0 1 576
Herding effects in order driven markets: The rise and fall of gurus 0 0 0 33 0 0 3 126
Information theoretic description of the e-Mid interbank market: implications for systemic risk 0 0 0 20 0 0 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 0 3 579
Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises 0 0 1 44 2 2 6 44
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 0 0 1 236
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 1 10 0 0 1 24
Modeling stock pinning 0 0 0 29 0 0 2 104
Network Centrality and Funding Rates in the e-MID Interbank Market 0 0 0 6 0 0 2 46
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 1 36 0 0 2 161
Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity 0 0 0 37 0 0 1 133
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 3 42
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 0 1 4 73
Real-world options: smile and residual risk 0 0 0 248 1 1 1 729
SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS 0 0 0 82 0 0 1 250
Scaling and Multi-scaling in Financial Markets 0 0 0 19 0 0 1 111
Scaling and multiscaling in financial markets 0 0 0 490 1 1 4 1,319
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 3 98
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 21 0 0 1 85
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 0 158 0 0 8 433
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 0 1 38 0 0 8 166
The Microstructure of the Italian Overnight Money Market 0 0 0 0 1 1 1 199
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 0 0 1 84
Weighted network analysis of high frequency cross-correlation measures 0 0 0 4 0 0 2 34
Total Working Papers 0 0 10 3,461 8 12 115 11,973


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 1 1 3 0 1 1 13
A close look at market microstructure 0 0 0 22 0 0 0 45
A comparison of high-frequency cross-correlation measures 0 0 0 13 0 0 0 38
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions 0 0 1 86 0 0 3 266
A network analysis of the Italian overnight money market 0 1 3 193 0 2 11 792
A simulation analysis of the microstructure of double auction markets 4 9 27 278 5 10 46 532
AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS 0 0 0 3 0 0 2 16
Advances in the agent-based modeling of economic and social behavior 0 1 2 12 1 2 7 50
An analysis of price impact function in order-driven markets 0 0 0 8 0 0 1 35
Bank characteristics and the interbank money market: a distributional approach 0 0 0 19 0 0 1 76
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 0 0 3 61
Criticality in a model of banking crises 0 0 0 2 0 0 1 16
Cross-correlation Measures in the High-frequency Domain 0 0 1 52 0 1 3 179
Financial regulations and bank credit to the real economy 0 0 0 26 1 1 3 145
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 0 1 55 0 0 8 218
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 1 3 6
Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises 0 0 2 4 2 2 9 17
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 2 8 0 1 4 58
Modeling stock pinning 0 1 2 37 1 2 5 149
Network centrality and funding rates in the e-MID interbank market 0 0 0 16 1 1 5 91
Networked relationships in the e-MID interbank market: A trading model with memory 0 1 2 29 0 1 2 140
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 1 1 1 4 3 4 9 22
Quantifying preferential trading in the e-MID interbank market 0 0 2 19 0 1 13 71
Statistical mechanics of heteropolymer folding 0 0 0 0 0 0 1 16
Systemic risk on the interbank market 0 0 2 223 0 0 7 536
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications 1 1 2 18 1 2 10 53
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model 0 1 5 52 0 1 8 163
The impact of heterogeneous trading rules on the limit order book and order flows 1 2 5 22 2 6 12 95
The impact of reduced pre-trade transparency regimes on market quality 0 0 0 14 0 1 5 57
The role of bank relationships in the interbank market 1 1 1 22 2 3 4 147
The role of communication and imitation in limit order markets 0 0 0 21 0 0 0 75
Trading strategies in the Italian interbank market 0 1 1 8 0 1 1 44
Total Journal Articles 8 21 63 1,302 19 44 190 4,288


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 2 5
Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions 0 0 0 0 0 0 2 3
Total Chapters 0 0 0 0 0 0 4 8


Statistics updated 2025-07-04