Giulia Iori : Citation Profile

Are you Giulia Iori?

City University

15

H index

19

i10 index

1311

Citations

RESEARCH PRODUCTION:

34

Articles

27

Papers

2

Chapters

RESEARCH ACTIVITY:

   30 years (1992 - 2022). See details.
   Cites by year: 43
   Journals where Giulia Iori has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 26 (1.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pio8
   Updated: 2023-05-27    RAS profile: 2023-05-10    
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Relations with other researchers

Works with:

Alfarano, Simone (3)

Steinbacher, Mitja (2)

Gurgone, Andrea (2)

Germano, Guido (2)

Raddant, Matthias (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giulia Iori.

Is cited by:

Tedeschi, Gabriele (51)

Gallegati, Mauro (46)

battiston, stefano (26)

Tabak, Benjamin (25)

Fricke, Daniel (24)

He, Xuezhong (Tony) (21)

Westerhoff, Frank (20)

Roventini, Andrea (18)

Fagiolo, Giorgio (17)

Kobayashi, Teruyoshi (17)

Farmer, J. (16)

Cites to:

Gallegati, Mauro (18)

Tedeschi, Gabriele (18)

Farmer, J. (17)

Heider, Florian (16)

Hoerova, Marie (16)

Roventini, Andrea (12)

Angelini, Paolo (12)

Gabbi, Giampaolo (12)

Stiglitz, Joseph (11)

Fagiolo, Giorgio (11)

Napoletano, Mauro (10)

Main data

Where Giulia Iori has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control7
Physica A: Statistical Mechanics and its Applications5
Quantitative Finance4
Journal of Economic Behavior & Organization4
The European Journal of Finance3
International Journal of Modern Physics C (IJMPC)2
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
Finance / University Library of Munich, Germany3
MPRA Paper / University Library of Munich, Germany2
Computing in Economics and Finance 2002 / Society for Computational Economics2
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Giulia Iori (2022 and 2021)

YearTitle of citing document
2022.

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2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

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2021Using the Epps effect to detect discrete data generating processes. (2020). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick. In: Papers. RePEc:arx:papers:2005.10568.

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2021The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization. (2021). Accominotti, Olivier ; Ugolini, Stefano ; Lucena-Piquero, Delio. In: Papers. RePEc:arx:papers:2103.01558.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Risk-dependent centrality in the Brazilian stock market. (2021). Rodrigues, Francisco Aparecido ; de Moraes, Kaue Lopes ; Alexandre, Michel. In: Papers. RePEc:arx:papers:2103.09059.

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2021Limit Theorems for Default Contagion and Systemic Risk. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2104.00248.

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2022Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2021Traders in a Strange Land: Agent-based discrete-event market simulation of the Figgie card game. (2021). Ozerov, Anthony ; Disilvio, Steven. In: Papers. RePEc:arx:papers:2110.00879.

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2021Network analysis regarding international trade network. (2021). Tang, QI ; Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02633.

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2022Instability of financial markets by optimizing investment strategies investigated by an agent-based model. (2022). Takashima, Kosei ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2202.00831.

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2022Do new investment strategies take existing strategies returns -- An investigation into agent-based models. (2022). Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2202.01423.

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2022Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2023Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2022Circulation of a digital community currency. (2022). Takes, Frank W ; Criscione, Teodoro. In: Papers. RePEc:arx:papers:2207.08941.

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2022Learning to simulate realistic limit order book markets from data as a World Agent. (2022). Balch, Tucker ; Vyetrenko, Svitlana ; Moulin, Aymeric ; Coletta, Andrea. In: Papers. RePEc:arx:papers:2210.09897.

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2022The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Papers. RePEc:arx:papers:2210.12393.

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2023Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective. (2023). Gutkin, Boris ; Lussange, Johann. In: Papers. RePEc:arx:papers:2302.04184.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2022.

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2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

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2021Revisiting the link between systemic risk and competition based on network theory and interbank exposures. (2021). Lara, Jos Luis ; Btiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-26.

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2021Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier. In: Borradores de Economia. RePEc:bdr:borrec:1151.

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2022Redundancy of Centrality Measures in Financial Market Infrastructures. (2022). Martínez, Constanza ; Miguelez-Marquez, Javier ; Mario-Martinez, Ricardo ; Martinez-Ventura, Constanza. In: Borradores de Economia. RePEc:bdr:borrec:1206.

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2021The origination and distribution of money market instruments: sterling bills of exchange during the first globalization. (2021). Lucenapiquero, Delio ; Accominotti, Olivier ; Ugolini, Stefano. In: Economic History Review. RePEc:bla:ehsrev:v:74:y:2021:i:4:p:892-921.

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2021Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Brauning, Falk ; Abbassi, Puriya ; Schulze, Niels. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586.

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2021Option pricing models without probability: a rough paths approach. (2021). Brigo, Damiano ; Bellani, Claudio ; Armstrong, John ; Cass, Thomas. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1494-1521.

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2022Predicting the unpredictable: New experimental evidence on forecasting random walks. (2022). Riyanto, Yohanes ; Corgnet, Brice ; Bao, Te ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: ISER Discussion Paper. RePEc:dpr:wpaper:1181.

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2021Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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2022Machine learning and speed in high-frequency trading. (2022). He, Xuezhong (Tony) ; Jianwei, LI ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439.

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2022Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019.

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2022The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251.

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2023Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743.

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2021Local gambling preferences and bank risk–taking: Evidence from China. (2021). Wu, Qian ; Qian, Xianhang. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002649.

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2021The origins of influence. (2021). Goldbaum, David. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:380-396.

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2022Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI. (2022). Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000791.

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2022Evolution of a dealer trading network and its effects on art auction prices. (2022). De Silva, Dakshina ; Kosmopoulou, Georgia ; Gertsberg, Marina. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000319.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2022Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369.

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2023Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109.

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2022Transparency in fragmented markets: Experimental evidence. (2022). Wen, Yuanji ; Wee, Marvin ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000258.

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2021From stress testing to systemic stress testing: The importance of macroprudential regulation. (2021). Fujiwara, Yoshi ; Becker, Alexander P ; Aoyama, Hideaki ; Vodenska, Irena ; Lungu, Eliza ; Iyetomi, Hiroshi. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301029.

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2021Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108.

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2021Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

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2021How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?. (2021). Hochreiter, Ronald ; Luis , ; Martinez-Jaramillo, Serafin ; Tellez-Leon, Isela-Elizabeth. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100053x.

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2022It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626.

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2022Post-crisis regulations, market making, and liquidity in over-the-counter markets. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003058.

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2021Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry. (2021). Munjal, Surender ; Aulakh, Preet S ; Basu, Shubhabrata. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:328-340.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

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2021The double-edged role of social learning: Flash crash and lower total volatility. (2021). Wang, Xue ; Xiong, Xiong ; Zhang, Wei ; Xu, Hai-Chuan ; Zhou, Wei-Xing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:405-420.

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2022Causes of fragile stock market stability. (2022). Westerhoff, F ; Sushko, I ; Schmitt, N ; Radi, D ; Gardini, L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205.

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2022The influence of mobile trading on return dispersion and herding behavior. (2022). Wu, Chongfeng ; Diao, Xundi ; Li, Zhuolei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000622.

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2021Systemic risk in the interbank market with overlapping portfolios and cross-ownership of the subordinated debts. (2021). Fan, Hong ; Jiang, Shanshan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307135.

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2021Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2021Interconnectedness, systemic risk, and the influencing factors: Some evidence from China’s financial institutions. (2021). Zhang, Tianyi ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000376.

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2021Interbank relationship lending: A network perspective. (2021). Miguelez, Javier ; Leon, Carlos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001941.

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2021The Epps effect under alternative sampling schemes. (2021). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006026.

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2022Defense strategies against cascading failures in networks: “Too-big-to-fail” and “too-small-to-fail”. (2022). Kim, Beom Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007615.

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2022The network structure of the China bond market: Characteristics and explanations from trading factors. (2022). Gao, Qiunan ; Sun, Rong ; Yao, Dongmin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002710.

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2022Estimating a model of herding behavior on social networks. (2022). , Maxime. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684.

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2022Mechanism of investor behavior propagation in stock market. (2022). Diao, Hongyuan ; Liu, Xinghao ; Nian, Fuzhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:608:y:2022:i:p1:s0378437122008299.

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2021Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). Miguelez, Javier ; Leon, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000751.

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2022Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach. (2022). Glover, Kristoffer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:150:y:2022:i:c:p:919-937.

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2021Compound poisson models for weighted networks with applications in finance. (2020). , Luitgard ; Gandy, Axel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104185.

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2021The origination and distribution of money market instruments: sterling bills of exchange during the first globalization. (2021). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107104.

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2021Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113734.

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2021What make investors herd while investing in the Indian stock market? A hybrid approach. (2021). Garg, Aashish ; Gupta, Sanjay ; Lehal, Ritu ; Sachdeva, Muskan. In: Review of Behavioral Finance. RePEc:eme:rbfpps:rbf-04-2021-0070.

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2021Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636.

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2023Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743.

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2021The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization. (2021). Accominotti, Olivier ; Ugolini, Stefano ; Lucena-Piquero, Delio. In: Post-Print. RePEc:hal:journl:hal-03155017.

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2022The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Working Papers. RePEc:hal:wpaper:hal-03827332.

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2022Conception d’un modèle microscopique adapté aux marchés financiers émergents. (2022). Lekhal, Mostafa ; el Oubani, Ahmed. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:398.

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2021Finding the Network Structure of Rwandan Interbank Market. (2021). Uwimana, Annie ; RUSUHUZWA, Thomas Kigabo ; Mugenzi, Patrick. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:435-445.

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2021Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Lazarevich, Ivan ; Lussange, Johann ; Gutkin, Boris. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w.

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2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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2022An AI approach for managing financial systemic risk via bank bailouts by taxpayers. (2022). Latora, Vito ; Rodosthenous, Neofytos ; Petrone, Daniele. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-34102-1.

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2021Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6.

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2022On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour. (2022). Chudziak, Szymon. In: Working Papers. RePEc:sgh:kaewps:2022073.

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2022Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w.

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2021An empirical behavioral order-driven model with price limit rules. (2021). Zhang, Wei ; Xu, Hai-Chuan ; Xiong, Xiong ; Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00288-4.

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2022Impact of maker-taker fees on stock exchange competition from an agent-based simulation. (2022). Yagi, Isao ; Sudo, Yasuhiro ; Mizuta, Takanobu ; Hoshino, Mahiro. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:5:y:2022:i:2:d:10.1007_s42001-022-00169-5.

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2021Assessing macro-prudential policies: the case of FX lending. (2021). Sigmund, Michael. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09524-6.

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2021Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00286-2.

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20213% rules the market: herding behavior of a group of investors, asset market volatility, and return to the group in an agent-based model. (2021). Lee, Keun. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:2:d:10.1007_s11403-020-00299-x.

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2021From agent-based modeling to actor-based reactive systems in the analysis of financial networks. (2021). Crafa, Silvia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00323-8.

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2021Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition. (2021). Troster, Victor ; Macedo, Demian. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:4:d:10.1007_s11403-021-00326-5.

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2022Systemic liquidity contagion in the European interbank market. (2022). Paolotti, Daniela ; di Matteo, Tiziana ; Brandi, Giuseppe ; Macchiati, Valentina ; Cimini, Giulio ; Caldarelli, Guido. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00338-1.

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2021Growth and dynamics of Econophysics: a bibliometric and network analysis. (2021). Khurana, Parul ; Sharma, Kiran. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:5:d:10.1007_s11192-021-03884-4.

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2022Self-sustained price bubbles driven by digital currency innovations and adaptive market behavior. (2022). Timofeyev, Ilya ; Perepelitsa, Misha. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:3:d:10.1007_s43546-021-00188-w.

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2023Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z.

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2021Heterogeneity and clustering of defaults. (2021). Turner, M S ; Terovitis, S ; Galanis, G ; Karlis, A K. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:9:p:1533-1549.

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2021An empirical investigation of network relationships in the market. (2021). Kislitsyn, Evgeny V ; Zarutskaya, Vera S ; Orekhova, Svetlana V. In: Upravlenets. RePEc:url:upravl:v:12:y:2021:i:1:p:32-46.

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2021An Agent?Based model for Limit Order Book: Estimation and simulation. (2021). Arjmand, Omid Naghshineh ; Zare, Mohammad ; Mohammadpour, Adel ; Salavati, Erfan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1112-1121.

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2021Market selection in global value chains. (2021). Vannuccini, Simone ; Savin, Ivan ; Mundt, Philipp ; Inoue, Hiroyasu ; Cantner, Uwe. In: BERG Working Paper Series. RePEc:zbw:bamber:170.

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2021A network approach to consumption. (2021). Mayerhoffer, Daniel M ; Schulz, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:173.

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2022Optimal accuracy of unbiased Tullock contests with two heterogeneous players. (2022). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:175.

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More than 100 citations found, this list is not complete...

Works by Giulia Iori:

YearTitleTypeCited
2007The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows In: Papers.
[Full Text][Citation analysis]		paper150
2009The impact of heterogeneous trading rules on the limit order book and order flows.(2009) In: Journal of Economic Dynamics and Control.
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2005The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2005) In: Research Paper Series.
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This paper has another version. Agregated cites: 150		paper
2014Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers.
[Full Text][Citation analysis]		paper50
2015Networked relationships in the e-MID interbank market: A trading model with memory.(2015) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 50		article
2000Scaling and Multi-scaling in Financial Markets In: Papers.
[Full Text][Citation analysis]		paper2
2000Scaling and multiscaling in financial markets.(2000) In: Finance.
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This paper has another version. Agregated cites: 2		paper
2001Criticality in a model of banking crises In: Papers.
[Full Text][Citation analysis]		paper11
2001Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 11		article
2002A quantitative model of trading and price formation in financial markets In: Papers.
[Full Text][Citation analysis]		paper0
1999Patterns of consumption in socio-economic models with heterogeneous interacting agents In: Papers.
[Full Text][Citation analysis]		paper0
2006A fitness model for the Italian Interbank Money Market In: Papers.
[Full Text][Citation analysis]		paper85
2006Trading strategies in the Italian interbank market In: Papers.
[Full Text][Citation analysis]		paper29
2007Trading strategies in the Italian interbank market.(2007) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2015Bank characteristics and the interbank money market: a distributional approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2004An analysis of systemic risk in alternative securities settlement architectures In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2008A network analysis of the Italian overnight money market In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article280
2015Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article26
2015The impact of reduced pre-trade transparency regimes on market quality In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2015The role of bank relationships in the interbank market In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article31
2018The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article15
2021The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2017Network centrality and funding rates in the e-MID interbank market In: Journal of Financial Stability.
[Full Text][Citation analysis]		article12
2002A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article100
2000A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions.(2000) In: Finance.
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This paper has another version. Agregated cites: 100		paper
1999A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions..(1999) In: Finance.
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This paper has another version. Agregated cites: 100		paper
2006Introduction In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2006Systemic risk on the interbank market In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article179
2012Herding effects in order driven markets: The rise and fall of gurus In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article57
1992Statistical mechanics of heteropolymer folding In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2003An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2004A comparison of high-frequency cross-correlation measures In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2020Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis.(2020) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2015Banks strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2015Banks Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market.(2015) In: Journal of Financial Management, Markets and Institutions.
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This paper has another version. Agregated cites: 0		article
2004Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions In: International Symposia in Economic Theory and Econometrics.
[Full Text][Citation analysis]		chapter0
2000PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS.(2000) In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Advances in the Agent-Based Modeling of Economic and Social Behavior In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2021Advances in the agent-based modeling of economic and social behavior.(2021) In: SN Business & Economics.
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This paper has another version. Agregated cites: 2		article
2020Centralized vs decentralized markets in the laboratory: The role of connectivity In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2003Interbank Lending, Reserve Requirements and Systemic Risk In: Modeling, Computing, and Mastering Complexity 2003.
[Full Text][Citation analysis]		paper10
2001Interbank Lending, reserve requirements and systemic risk.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 10		paper
2000SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]		paper0
2002Contagion in a heterogeneous inter bank market model. In: Computing in Economics and Finance 2002.
[Citation analysis]		paper0
2002A simple microstructure model of double auction markets In: Computing in Economics and Finance 2002.
[Citation analysis]		paper7
2005The Microstructure of the Italian Overnight Money Market In: Computing in Economics and Finance 2005.
[Citation analysis]		paper2
1995Real-world options: smile and residual risk In: Science & Finance (CFM) working paper archive.
[Citation analysis]		paper2
2009The role of communication and imitation in limit order markets In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article24
2022Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article0
2008An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures In: Springer Books.
[Citation analysis]		chapter0
2007Cross-correlation Measures in the High-frequency Domain In: The European Journal of Finance.
[Full Text][Citation analysis]		article9
2022New measures for a new normal in finance and risk management In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2022Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises In: The European Journal of Finance.
[Full Text][Citation analysis]		article5
2020Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises.(2020) In: BERG Working Paper Series.
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2015Quantifying preferential trading in the e-MID interbank market In: Quantitative Finance.
[Full Text][Citation analysis]		article24
2002A simulation analysis of the microstructure of double auction markets In: Quantitative Finance.
[Full Text][Citation analysis]		article124
2003A close look at market microstructure In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2008Modeling stock pinning In: Quantitative Finance.
[Full Text][Citation analysis]		article7
2002Demand Storage, Market Liquidity, and Price Volatility In: Working Papers.
[Citation analysis]		paper0
1993HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article0
1999AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article24
2000A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article5

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