Giulia Iori
Names
Identifer
Contact
Affiliations
-
City University
/ Department of Economics
Research profile
author of:
- The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (RePEc:arx:papers:0711.3581)
by Carl Chiarella & Giulia Iori & Josep Perello - Networked relationships in the e-MID Interbank market: A trading model with memory (RePEc:arx:papers:1403.3638)
by Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello - Scaling and Multi-scaling in Financial Markets (RePEc:arx:papers:cond-mat/0007385)
by Giulia Iori - Criticality in a model of banking crises (RePEc:arx:papers:cond-mat/0104080)
by Giulia Iori & Saqib Jafarey - A quantitative model of trading and price formation in financial markets (RePEc:arx:papers:cond-mat/0112422)
by Marcus G. Daniels & J. Doyne Farmer & Laszlo Gillemot & Giulia Iori & Eric Smith - Patterns of consumption in socio-economic models with heterogeneous interacting agents (RePEc:arx:papers:cond-mat/9909131)
by Giulia Iori & Vassilis Koulovassilopoulos - A fitness model for the Italian Interbank Money Market (RePEc:arx:papers:physics/0610108)
by G. De Masi & G. Iori & G. Caldarelli - Trading strategies in the Italian interbank market (RePEc:arx:papers:physics/0611023)
by Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli - Centralized vs Decentralized Markets: The Role of Connectivity (RePEc:bge:wpaper:1420)
by Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi - Bank characteristics and the interbank money market: a distributional approach (RePEc:bpj:sndecm:v:19:y:2015:i:3:p:249-283:n:6)
by Iori Giulia & Kapar Burcu & Olmo Jose - Cross-correlation measures in the high-frequency domain (RePEc:cty:dpaper:05/04)
by Precup, O. V. & Iori, G. - A network analysis of the Italian oversight money market (RePEc:cty:dpaper:05/05)
by Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G. - Trading strategies in the Italian interbank market (RePEc:cty:dpaper:06/03)
by Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G. - Modeling stock pinning (RePEc:cty:dpaper:06/04)
by Jeannin, M. & Iori, G. & Samuel, D. - A fitness model for the Italian interbank money market (RePEc:cty:dpaper:06/08)
by de Masi, G. & Iori, G. & Caldarelli, G. - Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis (RePEc:cty:dpaper:06/09)
by Mattiussi, V. & Iori, G. - Weighted network analysis of high frequency cross-correlation measures (RePEc:cty:dpaper:06/10)
by Iori, G. & Precup, O. V. - Socioeconomic networks with long-range interactions (RePEc:cty:dpaper:07/12)
by Carvalho, R. & Iori, G. - An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture (RePEc:cty:dpaper:08/03)
by Iori, G. & Deissenberg, C. - The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (RePEc:cty:dpaper:08/04)
by Chiarella, C. & Iori, G. & Perello, J. - Herding effects in order driven markets: The rise and fall of gurus (RePEc:cty:dpaper:10/05)
by Iori, G. & Tedeschi, G. - The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation (RePEc:cty:dpaper:12/03)
by Iori, G. & Kapar, B. & Olmo, J. - Information theoretic description of the e-Mid interbank market: implications for systemic risk (RePEc:cty:dpaper:12/04)
by Hatzopoulos, V. & Iori, G. - Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity (RePEc:cty:dpaper:12/05)
by Kovaleva, P. & Iori, G. - Market microstructure, bank's behaviour and interbank spreads (RePEc:cty:dpaper:12/06)
by Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M. - Agent-Based Modelling for Financial Markets (RePEc:cty:dpaper:12/08)
by Iori, G. & Porter, J. - Quantifying preferential trading in the e-MID interbank market (RePEc:cty:dpaper:13/14)
by Hatzopoulos, V. & Iori, G. & Mantegna, R. & Micciche, S. & Tumminello, M. - Network Centrality and Funding Rates in the e-MID Interbank Market (RePEc:cty:dpaper:16/08)
by Temizsoy, A. & Iori, G. & Montes-Rojas, G. - A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements (RePEc:cty:dpaper:19/05)
by Iori, G. & Gurgone, A. - An analysis of systemic risk in alternative securities settlement architectures (RePEc:ecb:ecbwps:2004404)
by Iori, Giulia - A network analysis of the Italian overnight money market (RePEc:eee:dyncon:v:32:y:2008:i:1:p:259-278)
by Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido - The impact of heterogeneous trading rules on the limit order book and order flows (RePEc:eee:dyncon:v:33:y:2009:i:3:p:525-537)
by Chiarella, Carl & Iori, Giulia - Financial regulations and bank credit to the real economy (RePEc:eee:dyncon:v:50:y:2015:i:c:p:117-143)
by Gabbi, Giampaolo & Iori, Giulia & Jafarey, Saqib & Porter, James - Networked relationships in the e-MID interbank market: A trading model with memory (RePEc:eee:dyncon:v:50:y:2015:i:c:p:98-116)
by Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele - The impact of reduced pre-trade transparency regimes on market quality (RePEc:eee:dyncon:v:57:y:2015:i:c:p:145-162)
by Kovaleva, Polina & Iori, Giulia - The role of bank relationships in the interbank market (RePEc:eee:dyncon:v:59:y:2015:i:c:p:118-141)
by Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel - The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (RePEc:eee:dyncon:v:91:y:2018:i:c:p:257-288)
by Gurgone, Andrea & Iori, Giulia & Jafarey, Saqib - The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications (RePEc:eee:ejores:v:293:y:2021:i:1:p:336-360)
by Recchioni, Maria Cristina & Iori, Giulia & Tedeschi, Gabriele & Ouellette, Michelle S. - Network centrality and funding rates in the e-MID interbank market (RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365)
by Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel - A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions (RePEc:eee:jeborg:v:49:y:2002:i:2:p:269-285)
by Iori, Giulia - Introduction (RePEc:eee:jeborg:v:61:y:2006:i:4:p:521-524)
by Deissenberg, Christophe & Iori, Giulia - Systemic risk on the interbank market (RePEc:eee:jeborg:v:61:y:2006:i:4:p:525-542)
by Iori, Giulia & Jafarey, Saqib & Padilla, Francisco G. - Herding effects in order driven markets: The rise and fall of gurus (RePEc:eee:jeborg:v:81:y:2012:i:1:p:82-96)
by Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro - Statistical mechanics of heteropolymer folding (RePEc:eee:phsmap:v:185:y:1992:i:1:p:98-103)
by Iori, Giulia & Marinari, Enzo & Parisi, Giorgio & Vittoria Struglia, M. - Criticality in a model of banking crises (RePEc:eee:phsmap:v:299:y:2001:i:1:p:205-212)
by Iori, Giulia & Jafarey, Saqib - An analysis of price impact function in order-driven markets (RePEc:eee:phsmap:v:324:y:2003:i:1:p:146-151)
by Iori, G. & Daniels, M.G. & Farmer, J.D. & Gillemot, L. & Krishnamurthy, S. & Smith, E. - A comparison of high-frequency cross-correlation measures (RePEc:eee:phsmap:v:344:y:2004:i:1:p:252-256)
by Precup, Ovidiu V. & Iori, Giulia - Trading strategies in the Italian interbank market (RePEc:eee:phsmap:v:376:y:2007:i:c:p:467-479)
by Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido - Performance-based research funding: Evidence from the largest natural experiment worldwide (RePEc:eee:respol:v:52:y:2023:i:6:s0048733323000641)
by Banal-Estañol, Albert & Jofre-Bonet, Mireia & Iori, Giulia & Maynou, Laia & Tumminello, Michele & Vassallo, Pietro - Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis (RePEc:ehl:lserod:100467)
by Kapar, Burcu & Iori, Giulia & Gabbi, Giampaolo & Germano, Guido - Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market (RePEc:ehl:lserod:67565)
by Iori, Giulia & Politi, Mauro & Germano, Guido & Gabbi, Giampaolo - Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions (RePEc:eme:isetez:s1571-0386(2004)0000014011)
by Giulia Iori & Vassilis Koulovassilopoulos - Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market (RePEc:mul:jdp901:doi:10.12831/82212:y:2015:i:2:p:179-202)
by Giulia Iori & Mauro Politi & Guido Germano & Giampaolo Gabbi - Advances in the Agent-Based Modeling of Economic and Social Behavior (RePEc:pra:mprapa:107317)
by Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas - Centralized vs decentralized markets in the laboratory: The role of connectivity (RePEc:pra:mprapa:99129)
by Alfarano, Simone & Banal-Estanol, Albert & Camacho-Cuena, Eva & Iori, Giulia & Kapar, Burcu - Interbank Lending, Reserve Requirements and Systemic Risk (RePEc:sce:cplx03:17)
by Giulia Iori & Saqib Jafarey & Francisco Padilla - Patterns Of Consumption In Discrete Choice Models With Asymmetric Interactions (RePEc:sce:scecf0:84)
by Vassilis Koulovassilopoulos & G. Iori - Scaling And Multi-Scaling Analysis In A Market Model With Endogenous Threshold Dynamics (RePEc:sce:scecf0:z175)
by Giulia Iori - Interbank Lending, reserve requirements and systemic risk (RePEc:sce:scecf1:63)
by giulia iori and Saqib Jafarey - Contagion in a heterogeneous inter bank market model (RePEc:sce:scecf2:336)
by Francisco G. Padilla & Giulia Iori. - A simple microstructure model of double auction markets (RePEc:sce:scecf2:44)
by Giulia Iori & Carl Chiarella - The Microstructure of the Italian Overnight Money Market (RePEc:sce:scecf5:44)
by G. Iori & O. Precup - Real-world options: smile and residual risk (RePEc:sfi:sfiwpa:500039)
by Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette - The role of communication and imitation in limit order markets (RePEc:spr:eurphb:v:71:y:2009:i:4:p:489-497)
by G. Tedeschi & G. Iori & M. Gallegati - Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis (RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00248-3)
by Burcu Kapar & Giulia Iori & Giampaolo Gabbi & Guido Germano - Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019) (RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-022-00354-9)
by Fabio Caccioli & Tiziana Di Matteo & Giulia Iori & Saqib Jafarey & Giacomo Livan & Simone Righi - Advances in the agent-based modeling of economic and social behavior (RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3)
by Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux - An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures (RePEc:spr:sprchp:978-3-540-77958-2_15)
by Giulia Iori & Christophe Deissenberg - Cross-correlation Measures in the High-frequency Domain (RePEc:taf:eurjfi:v:13:y:2007:i:4:p:319-331)
by Ovidiu V. Precup & Giulia Iori - New measures for a new normal in finance and risk management (RePEc:taf:eurjfi:v:28:y:2022:i:13-15:p:1257-1262)
by Giampaolo Gabbi & Giulia Iori - Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises (RePEc:taf:eurjfi:v:28:y:2022:i:13-15:p:1399-1445)
by Andrea Gurgone & Giulia Iori - Quantifying preferential trading in the e-MID interbank market (RePEc:taf:quantf:v:15:y:2015:i:4:p:693-710)
by Vasilis Hatzopoulos & Giulia Iori & Rosario N. Mantegna & Salvatore Miccich� & Michele Tumminello - A simulation analysis of the microstructure of double auction markets (RePEc:taf:quantf:v:2:y:2002:i:5:p:346-353)
by Carl Chiarella & Giulia Iori - A close look at market microstructure (RePEc:taf:quantf:v:3:y:2003:i:2:p:23-25)
by Giulia Iori - Modeling stock pinning (RePEc:taf:quantf:v:8:y:2008:i:8:p:823-831)
by Marc Jeannin & Giulia Iori & David Samuel - Centralized vs decentralized markets: The role of connectivity (RePEc:upf:upfgen:1877)
by Simone Alfarano & Albert Banal-Estañol & Eva Camacho & Giulia Iori & Burcu Kapar & Rohit Rahi - The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (RePEc:uts:rpaper:152)
by Carl Chiarella & Giulia Iori - Demand Storage, Market Liquidity, and Price Volatility (RePEc:wop:safiwp:02-01-001)
by Marcus G. Daniels & J. Doyne Farmer & Giulia Iori & Eric Smith - Scaling and multiscaling in financial markets (RePEc:wpa:wuwpfi:0004006)
by Giulia Iori - A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions (RePEc:wpa:wuwpfi:0004007)
by Giulia Iori - A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions (RePEc:wpa:wuwpfi:9905005)
by Giulia Iori - Heteropolymer Folding On A Ape-100 Supercomputer (RePEc:wsi:ijmpcx:v:04:y:1993:i:06:n:s0129183193001051)
by Giulia Iori & Enzo Marinari & Giorgio Parisi - Avalanche Dynamics And Trading Friction Effects On Stock Market Returns (RePEc:wsi:ijmpcx:v:10:y:1999:i:06:n:s0129183199000930)
by Giulia Iori - A Threshold Model For Stock Return Volatility And Trading Volume (RePEc:wsi:ijtafx:v:03:y:2000:i:03:n:s0219024900000413)
by Giulia Iori - Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises (RePEc:zbw:bamber:164)
by Gurgone, Andrea & Iori, Giulia