Giulia Iori : Citation Profile

City University

16

H index

21

i10 index

1489

Citations

RESEARCH PRODUCTION:

35

Articles

48

Papers

2

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 46
   Journals where Giulia Iori has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 37 (2.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pio8
   Updated: 2025-03-22    RAS profile: 2024-02-06    
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Relations with other researchers

Works with:

Alfarano, Simone (5)

Germano, Guido (2)

Steinbacher, Mitja (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 (60)

Gallegati, Mauro (46)

battiston, stefano (26)

Tabak, Benjamin (25)

Fricke, Daniel (24)

He, Xuezhong (Tony) (22)

Westerhoff, Frank (21)

Roventini, Andrea (20)

Farmer, J. (17)

Kobayashi, Teruyoshi (17)

Delli Gatti, Domenico (17)

Cites to:

Farmer, J. (21)

Gallegati, Mauro (19)

Tedeschi, Gabriele (18)

Hoerova, Marie (17)

Heider, Florian (17)

Roventini, Andrea (13)

Gabbi, Giampaolo (13)

Thurner, Stefan (12)

Stiglitz, Joseph (11)

Angelini, Paolo (11)

Fagiolo, Giorgio (11)

Main data

Production by document typechapterarticlepaper1992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 16Most cited documents1234567891011121314151617180200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Journal of Economic Interaction and Coordination2
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 2002 / Society for Computational Economics2
Computing in Economics and Finance 2000 / Society for Computational Economics2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Giulia Iori (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Using 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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2024An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235.

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2024Anomalous diffusion and price impact in the fluid-limit of an order book. (2023). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329.

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2024(Mis)information diffusion and the financial market. (2024). Peraire, Daniel Torren ; di Francesco, Tommaso. In: Papers. RePEc:arx:papers:2412.16269.

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2025Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas. In: Papers. RePEc:arx:papers:2501.09404.

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2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

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2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Bougheas, Spiros ; Nelson, Douglas R ; Kirman, Alan P ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

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2024Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001672.

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2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

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2024Simulation schemes for the Heston model with Poisson conditioning. (2024). Kwok, Yue Kuen ; Choi, Jaehyuk. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:363-376.

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2024Variance swaps with mean reversion and multi-factor variance. (2024). Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:191-212.

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2024An efficient and provable sequential quadratic programming method for American and swing option pricing. (2024). Ma, Jingtang ; Huang, Weizhang ; Shen, Jinye. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35.

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2024Modeling multi-market coupling effects considering the consumption above quota trading market in renewable portfolio standards: An agent-based perspective. (2024). Zheng, Xiaolin ; Yu, Songmin ; Wu, Jiaqian. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005346.

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2024Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings. (2024). Lu, Shan ; Zhao, Jichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001364.

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2024Trading strategies and Financial Performances: A simulation approach. (2024). Mazzarino, Laura ; Biondo, Alessio Emanuele ; Pluchino, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003582.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation. (2024). Guan, Xin ; Mizuta, Takanobu ; Yagi, Isao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008924.

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2024Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2024Wealth distribution on a dynamic complex network. (2024). Gonalves, Sebastian ; Kohlrausch, Gustavo L. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005764.

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2024Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks. (2024). Fernndez-Gmez, Manuel ; Salas-Comps, Beln M ; Alaminos, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006496.

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2024Beyond declarations: Metrics, rankings and responsible assessment. (2024). Gska, Pawe ; Dudau, Adina ; Tsoukas, Serafeim ; Morgan-Thomas, Anna. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:10:s0048733324001422.

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2024Do R&D tax credits impact pharmaceutical innovation? Evidence from a synthetic control approach. (2024). Jofre-Bonet, Mireia ; Oliver, Edward ; Kourouklis, Dimitrios. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:8:s0048733324001021.

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2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2024A systematic review of agent-based modelling in the circular economy: Insights towards a general model. (2024). Landoni, Matteo ; Rizzati, Massimiliano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:617-631.

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2025.

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2024Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10.

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2024The rough Hawkes Heston stochastic volatility model. (2024). Pulido, Sergio ; Bondi, Alessandro ; Scotti, Simone. In: Post-Print. RePEc:hal:journl:hal-03827332.

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2024Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Gutkin, Boris ; Palminteri, Stefano ; Vrizzi, Stefano ; Lussange, Johann. In: Post-Print. RePEc:hal:journl:hal-04790290.

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2024Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility. (2024). Wang, KE ; Guo, Xunxiang. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10374-7.

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2024Inequality in economic shock exposures across the global firm-level supply network. (2024). Diem, Christian ; Reisch, Tobias ; Chakraborty, Abhijit ; Thurner, Stefan ; Astudillo-Estevez, Pablo. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46126-w.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Bougheas, Spiros ; Nelson, Douglas ; Kirman, Alan ; Harvey, David I. In: Discussion Papers. RePEc:not:notcfc:2024/02.

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2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt_v1.

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2025Impact of information disparity between individual investors on profits of meme stocks using an artificial market simulation approach. (2025). Hashimoto, Ryuji ; Matsumoto, Miyuki ; Izumi, Kiyoshi ; Murayama, Yuri ; Suzuki, Masahiro. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:8:y:2025:i:1:d:10.1007_s42001-024-00355-7.

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Works by Giulia Iori:

Year  ↓Title  ↓Type  ↓Cited  ↓
2007The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows In: Papers.
[Full Text][Citation analysis]		paper164
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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This paper has nother version. Agregated cites: 164		article
2005The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		paper
2014Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers.
[Full Text][Citation analysis]		paper57
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 nother version. Agregated cites: 57		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 nother version. Agregated cites: 2		paper
2001Criticality in a model of banking crises In: Papers.
[Full Text][Citation analysis]		paper14
2001Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 14		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]		paper92
2006A fitness model for the Italian interbank money market.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 92		paper
2006Trading strategies in the Italian interbank market In: Papers.
[Full Text][Citation analysis]		paper30
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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This paper has nother version. Agregated cites: 30		article
2024Centralized vs Decentralized Markets: The Role of Connectivity In: Working Papers.
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2024Centralized vs decentralized markets: The role of connectivity.(2024) In: Economics Working Papers.
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2015Bank characteristics and the interbank money market: a distributional approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article8
2005Cross-correlation measures in the high-frequency domain In: Working Papers.
[Full Text][Citation analysis]		paper11
2007Cross-correlation Measures in the High-frequency Domain.(2007) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 11		article
2005A network analysis of the Italian overnight money market In: Working Papers.
[Full Text][Citation analysis]		paper296
2008A network analysis of the Italian overnight money market.(2008) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 296		article
2006Modeling stock pinning In: Working Papers.
[Full Text][Citation analysis]		paper8
2008Modeling stock pinning.(2008) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 8		article
2006Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2006Weighted network analysis of high frequency cross-correlation measures In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Socioeconomic networks with long-range interactions In: Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Citation analysis]
This paper has nother version. Agregated cites: 0		chapter
2010Herding effects in order driven markets: The rise and fall of gurus In: Working Papers.
[Full Text][Citation analysis]		paper61
2012Herding effects in order driven markets: The rise and fall of gurus.(2012) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 61		article
2012The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation In: Working Papers.
[Full Text][Citation analysis]		paper8
2012Information theoretic description of the e-Mid interbank market: implications for systemic risk In: Working Papers.
[Full Text][Citation analysis]		paper4
2012Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity In: Working Papers.
[Full Text][Citation analysis]		paper3
2012Market microstructure, banks behaviour and interbank spreads In: Working Papers.
[Full Text][Citation analysis]		paper9
2012Agent-Based Modelling for Financial Markets In: Working Papers.
[Full Text][Citation analysis]		paper9
2013Quantifying preferential trading in the e-MID interbank market In: Working Papers.
[Full Text][Citation analysis]		paper30
2015Quantifying preferential trading in the e-MID interbank market.(2015) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 30		article
2016Network Centrality and Funding Rates in the e-MID Interbank Market In: Working Papers.
[Full Text][Citation analysis]		paper18
2017Network centrality and funding rates in the e-MID interbank market.(2017) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 18		article
2019A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements In: Working Papers.
[Full Text][Citation analysis]		paper1
2004An analysis of systemic risk in alternative securities settlement architectures In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2015Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article28
2015The impact of reduced pre-trade transparency regimes on market quality In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2015The role of bank relationships in the interbank market In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article35
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]		article23
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]		article7
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]		article117
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.
[Full Text][Citation analysis]		article190
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]		article3
2023Performance-based research funding: Evidence from the largest natural experiment worldwide In: Research Policy.
[Full Text][Citation analysis]		article3
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.
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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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2004Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions In: International Symposia in Economic Theory and Econometrics.
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2000PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS.(2000) In: Computing in Economics and Finance 2000.
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2021Advances in the Agent-Based Modeling of Economic and Social Behavior In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2021Advances in the agent-based modeling of economic and social behavior.(2021) In: SN Business & Economics.
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This paper has nother version. Agregated cites: 10		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.
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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.
[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]		article26
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.
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2022New measures for a new normal in finance and risk management In: The European Journal of Finance.
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2022Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises In: The European Journal of Finance.
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2020Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises.(2020) In: BERG Working Paper Series.
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