Giulia Iori : Citation Profile


Are you Giulia Iori?

City University

13

H index

16

i10 index

1154

Citations

RESEARCH PRODUCTION:

30

Articles

45

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1992 - 2021). See details.
   Cites by year: 39
   Journals where Giulia Iori has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 32 (2.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pio8
   Updated: 2022-01-23    RAS profile: 2021-04-14    
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Relations with other researchers


Works with:

Gurgone, Andrea (3)

Germano, Guido (2)

Montes-Rojas, Gabriel (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 (52)

Gallegati, Mauro (45)

battiston, stefano (26)

Tabak, Benjamin (24)

Fricke, Daniel (22)

Westerhoff, Frank (18)

Kobayashi, Teruyoshi (17)

He, Xuezhong (17)

Farmer, J. (15)

Roventini, Andrea (14)

Recchioni, Maria (14)

Cites to:

Chiarella, Carl (16)

Tedeschi, Gabriele (15)

Gallegati, Mauro (14)

Gabbi, Giampaolo (14)

Farmer, J. (11)

Acharya, Viral (10)

Potters, Marc (9)

Monticini, Andrea (9)

Baglioni, Angelo (8)

Challet, Damien (8)

Delli Gatti, Domenico (8)

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
Journal of Economic Behavior & Organization4
Quantitative Finance4
International Journal of Modern Physics C (IJMPC)2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, City University London19
Papers / arXiv.org8
Finance / University Library of Munich, Germany3
Computing in Economics and Finance 2000 / Society for Computational Economics2
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Giulia Iori (2021 and 2020)


YearTitle of citing document
2020Growth Dynamics of Value and Cost Trade-off in Competitive Temporal Networks. (2019). Jafari, Hamid ; Sedighi, Mohammadbashir ; Ardalankia, Jamshid ; Masoomi, Razieh ; Hasani, Sheida. In: Papers. RePEc:arx:papers:1908.11433.

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2020Dynamic Coupling and Market Instability. (2020). Zaparanuks, Dmitrijs ; Court, Elias ; Clack, Christopher D. In: Papers. RePEc:arx:papers:2005.13621.

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2020Fourier instantaneous estimators and the Epps effect. (2020). Chang, Patrick. In: Papers. RePEc:arx:papers:2007.03453.

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2020Analysis of the Global Banking Network by Random Matrix Theory. (2020). Jafari, Reza G ; Haven, Emmanuel ; Hosseiny, Ali ; Hedayatifar, Leila ; Raei, Reza ; Ardalankia, Jamshid ; Namaki, Ali. In: Papers. RePEc:arx:papers:2007.14447.

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2020Analysis of the impact of maker-taker fees on the stock market using agent-based simulation. (2020). Hoshino, Mahiro ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2010.08992.

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2020Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation. (2020). Maruyama, Shunya ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2010.13036.

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2020Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. (2020). Masuda, Yuji ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2010.13038.

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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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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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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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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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2020Interbank relationship lending in Colombia. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1118.

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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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2020Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market. (2020). Bartolucci, Francesco ; Bianchi, Federica ; Mira, Antonietta ; Peluso, Stefano. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:711-739.

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2020Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre L ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:9220.

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2020Bank contagion in general equilibrium. (2020). Minesso Ferrari, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20202432.

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2020How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983.

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2020Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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2020Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks. (2020). Grilli, Ruggero ; Gallegati, Mauro ; Tedeschi, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918303476.

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2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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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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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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2020Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047.

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2020Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2020Modeling the emission trading scheme from an agent-based perspective: System dynamics emerging from firms’ coordination among abatement options. (2020). Eichhammer, Wolfgang ; Zhu, Lei ; Fan, Ying ; Yu, Song-Min. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1113-1128.

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2020Will energy transitions impact financial systems?. (2020). Xu, Yingying. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544220300177.

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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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2020The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS. (2020). Ripollés, Jordi ; Ripolles, Jordi ; Tedeschi, Gabriele ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318307682.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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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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2020Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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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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2020An analytical solution for network models with heterogeneous and interacting agents. (2020). Stiglitz, Joseph ; Gallegati, Mauro ; Di Guilmi, Corrado ; Landini, S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:189-220.

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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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2020.

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2020A mathematical formulation of order cancellation for the agent-based modelling of financial markets. (2020). Yoshimura, Yushi ; Chen, YU ; Okuda, Hiroshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119314372.

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2020Risk contagion caused by interactions between credit and guarantee networks. (2020). Chen, Xiaohui ; Li, Liang ; Sui, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316292.

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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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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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2020Optimal stopping of a Brownian bridge with an unknown pinning point. (2020). Ekstrom, Erik ; Vaicenavicius, Juozas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:806-823.

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2020Linking FDI Network Topology with the Covid-19 Pandemic. (2020). Ricchiuti, Giorgio ; de Masi, Giulia ; Antonietti, Roberto. In: Papers in Evolutionary Economic Geography (PEEG). RePEc:egu:wpaper:2054.

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2020Exposure to interbank investment and financing risk by Islamic banks: a dynamic panel analysis of Malaysia. (2020). Achour, Meguellati ; Sulaiman, Ahmad Azam ; Mohamad, Mohammad Taqiuddin. In: International Journal of Islamic and Middle Eastern Finance and Management. RePEc:eme:imefpp:imefm-11-2017-0289.

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2020Bargaining Power and Outside Options in the Interbank Lending Market. (2020). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk. In: Working Papers. RePEc:fip:fedbwp:88965.

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2020Latent Segmentation of Stock Trading Strategies Using Multi-Modal Imitation Learning. (2020). Kitano, Michiharu ; Degraw, David ; Maeda, Iwao ; Kato, Atsuo ; Sakaji, Hiroki ; Izumi, Kiyoshi ; Matsushima, Hiroyasu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:250-:d:433565.

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2020Deep Reinforcement Learning in Agent Based Financial Market Simulation. (2020). Kato, Atsuo ; Izumi, Kiyoshi ; Sakaji, Hiroki ; Matsushima, Hiroyasu ; Kitano, Michiharu ; Degraw, David ; Maeda, Iwao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:71-:d:344491.

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

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2020.

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2020Social Sensing of the Imbalance of Urban and Regional Development in China Through the Population Migration Network around Spring Festival. (2020). Xin, Rui ; Jendryke, Michael ; Wang, Yujing ; Lin, Diao ; Zhu, Ruoxin ; Meng, Liqiu ; Guo, Jianzhong ; Yang, Jian. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3457-:d:349582.

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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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2020Investor Sentiment in an Artificial Limit Order Market. (2020). Wei, Lijian ; Jianwei, LI ; Shi, Lei. In: Complexity. RePEc:hin:complx:8581793.

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2020Impact of Electronic Liquidity Providers Within a High-Frequency Agent-Based Modeling Framework. (2020). Mandes, Alexandru. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09891-1.

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

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2020Contingent Linear Financial Networks. (2020). Rigobon, Roberto ; Dahleh, Munther A ; Jiang, Bomin. In: NBER Working Papers. RePEc:nbr:nberwo:26814.

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2020The Capital Buffer Calibration for Other Systemically Important Institutions – Is the Country Heterogeneity in the EU caused by Regulatory Capture?. (2020). Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:232.

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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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2020The interbank market, Keynes’s degree of confidence and the link between banks’ liquidity and solvency. (2020). Loizos, Konstantinos. In: Working Papers. RePEc:pke:wpaper:pkwp2017.

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2020The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets. (2020). Takayasu, Misako ; Christensen, Kim ; Sueshige, Takumi ; Ciacci, Alberto. In: PLOS ONE. RePEc:plo:pone00:0234709.

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2020Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market. (2020). Delellis, Pietro ; Giannini, Lorenzo ; della Rossa, Fabio. In: PLOS ONE. RePEc:plo:pone00:0239132.

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2020Single vs. multiple disclosures in an experimental asset market with information acquisition. (2020). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone ; Camacho-Cuena, Eva ; Ruiz-Buforn, Alba. In: MPRA Paper. RePEc:pra:mprapa:101035.

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2020Probing the mechanism: lending rate setting in a data-driven agent-based model. (2020). Papadopoulos, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102749.

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2020Bank Monitoring and Liquidity in the Business Cycle. (2020). Minetti, Raoul ; Kokas, Sotirios ; di Pietro, Marco ; Cal, Qingqing. In: Working Papers. RePEc:ris:msuecw:2020_003.

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2020On the distribution of links in financial networks: structural heterogeneity and functional form. (2020). Lux, Thomas. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1569-6.

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2020Cost-benefit analysis of trading strategies in the stock index futures market. (2020). Liu, Jun ; Yan, Xiaocong ; Cui, Yian ; Xiong, Xiong ; He, Shaoyi. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00191-4.

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

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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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2020A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets. (2020). Kurosaki, Tetsuo ; Sakurai, Yuji . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00260-7.

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2020From FDI network topology to macroeconomic instability. (2020). Ricchiuti, Giorgio ; Masi, Giulia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00275-0.

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2020Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities. (2020). Mariani, Francesca ; Fatone, Lorella. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00277-y.

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2020Taming financial systemic risk: models, instruments and early warning indicators. (2020). Tedeschi, Gabriele ; Recchioni, Maria Cristina ; Caccioli, Fabio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00278-x.

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2020Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time. (2020). Righi, Simone ; Biondi, Yuri. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-017-0201-8.

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2020Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0228-5.

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2020Macroprudential regulation for a dynamic Chinese banking system with a scale-free network. (2020). Fan, Hong ; Gao, Qianqian. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00246-5.

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2020Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00249-2.

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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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2020Interbank borrowing and lending between financially constrained banks. (2020). Dietrich, Diemo ; Hauck, Achim. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01220-9.

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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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2021Advances in the agent-based modeling of economic and social behavior. (2021). Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba ; Raddant, Matthias ; Steinbacher, Mitja. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2020Systemic risk in the Angolan interbank payment system – a network approach. (2020). Gubareva, Mariya ; Borges, Maria ; Ulica, Lauriano. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:45:p:4900-4912.

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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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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.
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2008The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2008) In: Working Papers.
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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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2014Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers.
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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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2000Scaling and Multi-scaling in Financial Markets In: Papers.
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2000Scaling and multiscaling in financial markets.(2000) In: Finance.
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2001Criticality in a model of banking crises In: Papers.
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2001Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications.
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2002A quantitative model of trading and price formation in financial markets In: Papers.
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1999Patterns of consumption in socio-economic models with heterogeneous interacting agents In: Papers.
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2006A fitness model for the Italian Interbank Money Market In: Papers.
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paper77
2006A fitness model for the Italian interbank money market.(2006) In: Working Papers.
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2006Trading strategies in the Italian interbank market In: Papers.
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2006Trading strategies in the Italian interbank market.(2006) In: Working Papers.
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2007Trading strategies in the Italian interbank market.(2007) In: Physica A: Statistical Mechanics and its Applications.
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2015Bank characteristics and the interbank money market: a distributional approach In: Studies in Nonlinear Dynamics & Econometrics.
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2005Cross-correlation measures in the high-frequency domain In: Working Papers.
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2007Cross-correlation Measures in the High-frequency Domain.(2007) In: The European Journal of Finance.
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2005A network analysis of the Italian oversight money market In: Working Papers.
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2008A network analysis of the Italian overnight money market.(2008) In: Journal of Economic Dynamics and Control.
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2006Modeling stock pinning In: Working Papers.
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2008Modeling stock pinning.(2008) In: Quantitative Finance.
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2006Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis In: Working Papers.
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2006Weighted network analysis of high frequency cross-correlation measures In: Working Papers.
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2007Socioeconomic networks with long-range interactions In: Working Papers.
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2008An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture In: Working Papers.
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2008An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures.(2008) In: Springer Books.
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2010Herding effects in order driven markets: The rise and fall of gurus In: Working Papers.
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2012Herding effects in order driven markets: The rise and fall of gurus.(2012) In: Journal of Economic Behavior & Organization.
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2012The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation In: Working Papers.
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2012Information theoretic description of the e-Mid interbank market: implications for systemic risk In: Working Papers.
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paper3
2012Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity In: Working Papers.
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2012Market microstructure, banks behaviour and interbank spreads In: Working Papers.
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2012Agent-Based Modelling for Financial Markets In: Working Papers.
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2013Quantifying preferential trading in the e-MID interbank market In: Working Papers.
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2015Quantifying preferential trading in the e-MID interbank market.(2015) In: Quantitative Finance.
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2016Network Centrality and Funding Rates in the e-MID Interbank Market In: Working Papers.
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2017Network centrality and funding rates in the e-MID interbank market.(2017) In: Journal of Financial Stability.
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2019A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements In: Working Papers.
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2004An analysis of systemic risk in alternative securities settlement architectures In: Working Paper Series.
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paper4
2015Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control.
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2015The impact of reduced pre-trade transparency regimes on market quality In: Journal of Economic Dynamics and Control.
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2015The role of bank relationships in the interbank market In: Journal of Economic Dynamics and Control.
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2018The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model In: Journal of Economic Dynamics and Control.
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article11
2021The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications In: European Journal of Operational Research.
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article0
2002A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions In: Journal of Economic Behavior & Organization.
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article95
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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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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2006Introduction In: Journal of Economic Behavior & Organization.
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2006Systemic risk on the interbank market In: Journal of Economic Behavior & Organization.
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1992Statistical mechanics of heteropolymer folding In: Physica A: Statistical Mechanics and its Applications.
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2003An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications.
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2004A comparison of high-frequency cross-correlation measures In: Physica A: Statistical Mechanics and its Applications.
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2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis In: LSE Research Online Documents on Economics.
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2020Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis.(2020) In: Journal of Economic Interaction and Coordination.
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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.
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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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article
2020Centralized vs decentralized markets in the laboratory: The role of connectivity In: MPRA Paper.
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paper1
2003Interbank Lending, Reserve Requirements and Systemic Risk In: Modeling, Computing, and Mastering Complexity 2003.
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2001Interbank Lending, reserve requirements and systemic risk.(2001) In: Computing in Economics and Finance 2001.
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2000PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS In: Computing in Economics and Finance 2000.
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2000SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS In: Computing in Economics and Finance 2000.
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2002Contagion in a heterogeneous inter bank market model. In: Computing in Economics and Finance 2002.
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2002A simple microstructure model of double auction markets In: Computing in Economics and Finance 2002.
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paper4
2005The Microstructure of the Italian Overnight Money Market In: Computing in Economics and Finance 2005.
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paper2
1995Real-world options: smile and residual risk In: Science & Finance (CFM) working paper archive.
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paper2
2009The role of communication and imitation in limit order markets In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article24
2002A simulation analysis of the microstructure of double auction markets In: Quantitative Finance.
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2003A close look at market microstructure In: Quantitative Finance.
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2002Demand Storage, Market Liquidity, and Price Volatility In: Working Papers.
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1993HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER In: International Journal of Modern Physics C (IJMPC).
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1999AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS In: International Journal of Modern Physics C (IJMPC).
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article6
2000A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME In: International Journal of Theoretical and Applied Finance (IJTAF).
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2020Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises In: BERG Working Paper Series.
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