16
H index
21
i10 index
1513
Citations
City St George's | 16 H index 21 i10 index 1513 Citations RESEARCH PRODUCTION: 35 Articles 48 Papers 2 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Giulia Iori. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Detecting discrete processes with the Epps effect. (2024). Gebbie, Tim ; Chang, Patrick ; Pienaar, Etienne. In: Papers. RePEc:arx:papers:2005.10568. Full description at Econpapers || Download paper |
2024 | An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2024). Cao, YI ; Polukarov, Maria ; Li, Haochen ; Ventre, Carmine. In: Papers. RePEc:arx:papers:2308.14235. Full description at Econpapers || Download paper |
2024 | Anomalous diffusion and price impact in the fluid-limit of an order book. (2024). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079. Full description at Econpapers || Download paper |
2024 | Price predictability at ultra-high frequency: Entropy-based randomness test. (2024). Marmi, Stefano ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2312.16637. Full description at Econpapers || Download paper |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper |
2024 | Modelling shock propagation and resilience in financial temporal networks. (2024). Rizzini, Giorgio ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2407.09340. Full description at Econpapers || Download paper |
2024 | Correlation emergence in two coupled simulated limit order books. (2024). Gebbie, Tim ; Bauer, Dominic ; Diana, Derick. In: Papers. RePEc:arx:papers:2408.03181. Full description at Econpapers || Download paper |
2024 | Controllable Financial Market Generation with Diffusion Guided Meta Agent. (2024). Huang, Yu-Hao ; Liu, Yang ; Bian, Jiang ; Xu, Chang. In: Papers. RePEc:arx:papers:2408.12991. Full description at Econpapers || Download paper |
2025 | MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model. (2025). Liu, Yang ; Fang, Shikai ; Wang, Lewen ; Bian, Jiang ; Xu, Chang. In: Papers. RePEc:arx:papers:2409.07486. Full description at Econpapers || Download paper |
2024 | A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model. (2024). Mizuta, Takanobu ; Minami, Kentaro ; Hirano, Masanori ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:2409.12516. Full description at Econpapers || Download paper |
2024 | Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329. Full description at Econpapers || Download paper |
2024 | (Mis)information diffusion and the financial market. (2024). Peraire, Daniel Torren ; di Francesco, Tommaso. In: Papers. RePEc:arx:papers:2412.16269. Full description at Econpapers || Download paper |
2025 | Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas. In: Papers. RePEc:arx:papers:2501.09404. Full description at Econpapers || Download paper |
2025 | Financial Wind Tunnel: A Retrieval-Augmented Market Simulator. (2025). Guo, Jian ; Yang, Cehao ; Xu, Chengjin ; Qi, Yiyan ; Lin, Xueyuan ; Cao, Bokai. In: Papers. RePEc:arx:papers:2503.17909. Full description at Econpapers || Download paper |
2025 | From Deep Learning to LLMs: A survey of AI in Quantitative Investment. (2025). Guo, Jian ; Cao, Bokai ; Wang, Saizhuo ; Lin, Xinyi ; Zhang, Haohan ; Wu, Xiaojun ; Ni, Lionel M. In: Papers. RePEc:arx:papers:2503.21422. Full description at Econpapers || Download paper |
2025 | Agent-based Liquidity Risk Modelling for Financial Markets. (2025). Stillman, Namid ; Baggott, Rory ; Vytelingum, Perukrishnen ; Zhang, Jianfei ; Chen, Tao ; Zhu, Dingqiu ; Lyon, Justin. In: Papers. RePEc:arx:papers:2505.15296. Full description at Econpapers || Download paper |
2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper |
2024 | Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01. Full description at Econpapers || Download paper |
2024 | Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991. Full description at Econpapers || Download paper |
2024 | Interbank 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. Full description at Econpapers || Download paper |
2024 | Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction. (2024). Wang, Zhijie ; Xia, Meng ; Liu, Wanan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012165. Full description at Econpapers || Download paper |
2024 | Counterparty 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. Full description at Econpapers || Download paper |
2024 | Gamma positioning and market quality. (2024). Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000721. Full description at Econpapers || Download paper |
2024 | Competition 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. Full description at Econpapers || Download paper |
2024 | Systemic 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. Full description at Econpapers || Download paper |
2024 | Risk 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. Full description at Econpapers || Download paper |
2024 | Simulation 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. Full description at Econpapers || Download paper |
2024 | Variance 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. Full description at Econpapers || Download paper |
2024 | An efficient and provable sequential quadratic programming method for American and swing option pricing. (2024). Huang, Weizhang ; Shen, Jinye ; Ma, Jingtang. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35. Full description at Econpapers || Download paper |
2024 | Modeling 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. Full description at Econpapers || Download paper |
2024 | Investor 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. Full description at Econpapers || Download paper |
2024 | Trading 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. Full description at Econpapers || Download paper |
2024 | Interbank 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. Full description at Econpapers || Download paper |
2024 | Investigation 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. Full description at Econpapers || Download paper |
2024 | Do interbank markets price systemic risk?. (2024). Sigmund, Michael ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
2025 | Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372. Full description at Econpapers || Download paper |
2024 | Tail 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. Full description at Econpapers || Download paper |
2024 | Wealth 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. Full description at Econpapers || Download paper |
2024 | Can 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. Full description at Econpapers || Download paper |
2024 | Beyond 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. Full description at Econpapers || Download paper |
2024 | Do 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. Full description at Econpapers || Download paper |
2024 | A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Lyu, Yang ; Zhang, Xiaoqi ; Zhou, Wenyuan ; Fu, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283. Full description at Econpapers || Download paper |
2025 | Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems. (2025). Foglia, Matteo ; Addi, Abdelhamid ; Miglietta, Federica ; Wang, Gang-Jin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004938. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2025 | Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180. Full description at Econpapers || Download paper |
2024 | Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China. (2024). Pan, Hongjie ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4280-:d:1397545. Full description at Econpapers || Download paper |
2024 | Robust-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. Full description at Econpapers || Download paper |
2024 | The rough Hawkes Heston stochastic volatility model. (2024). Pulido, Sergio ; Bondi, Alessandro ; Scotti, Simone. In: Post-Print. RePEc:hal:journl:hal-03827332. Full description at Econpapers || Download paper |
2024 | Mesoscale 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. Full description at Econpapers || Download paper |
2024 | Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility. (2024). Guo, Xunxiang ; Wang, KE. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10374-7. Full description at Econpapers || Download paper |
2025 | Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x. Full description at Econpapers || Download paper |
2024 | Ethics and Banking: Do Banks Divest Their Kind?. (2024). Harjoto, Maretno Agus ; Guisande, Diego P ; Osullivan, Conall. In: Journal of Business Ethics. RePEc:kap:jbuset:v:192:y:2024:i:1:d:10.1007_s10551-023-05476-z. Full description at Econpapers || Download paper |
2024 | Inequality in economic shock exposures across the global firm-level supply network. (2024). Reisch, Tobias ; Diem, Christian ; Thurner, Stefan ; Astudillo-Estevez, Pablo ; Chakraborty, Abhijit. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46126-w. Full description at Econpapers || Download paper |
2025 | Evolutionary and agent-based computational finance: The new paradigms for asset pricing. (2025). Pastushkov, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:66:p:196-222. Full description at Econpapers || Download paper |
2024 | Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Discussion Papers. RePEc:not:notcfc:2024/02. Full description at Econpapers || Download paper |
2024 | Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt. Full description at Econpapers || Download paper |
2024 | Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt_v1. Full description at Econpapers || Download paper |
2024 | Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Lussange, Johann ; Palminteri, Stefano ; Vrizzi, Stefano ; Gutkin, Boris. In: PLOS ONE. RePEc:plo:pone00:0301141. Full description at Econpapers || Download paper |
2025 | Better Late than Never: Promoting Cultural Consumption Among the Elderly. (2025). Zanola, Roberto ; Moscarola, Flavia Coda ; Biondo, Alessio Emanuele. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00270-w. Full description at Econpapers || Download paper |
2024 | Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation. (2024). Yagi, Isao ; Mizuta, Takanobu ; Guan, Xin. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:3:d:10.1007_s42001-024-00324-0. Full description at Econpapers || Download paper |
2025 | Impact of information disparity between individual investors on profits of meme stocks using an artificial market simulation approach. (2025). Izumi, Kiyoshi ; Murayama, Yuri ; Suzuki, Masahiro ; Hashimoto, Ryuji ; Matsumoto, Miyuki. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:8:y:2025:i:1:d:10.1007_s42001-024-00355-7. Full description at Econpapers || Download paper |
2024 | Introduction to the special issue on two editions of the workshop on economic science with heterogeneous interacting agents, $$24.5{\text {th}}$$ 24.5 th Milan, 2021 (wehia 2021) $$25{\text {th}}$$ 25 th Catania, 2022 (wehia 2022). (2024). Delli Gatti, Domenico ; Biondo, Alessio Emanuele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-024-00427-x. Full description at Econpapers || Download paper |
2025 | Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w. Full description at Econpapers || Download paper |
2024 | The unprincipled principal: how Romania’s inconsistent research reform impacted scientific output. (2024). Cernat, Vasile. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:9:d:10.1007_s11192-024-05118-9. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows In: Papers. [Full Text][Citation analysis] | paper | 168 |
2008 | The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 168 | paper | |
2009 | The impact of heterogeneous trading rules on the limit order book and order flows.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 168 | article | |
2005 | The 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: 168 | paper | |
2014 | Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers. [Full Text][Citation analysis] | paper | 57 |
2015 | Networked relationships in the e-MID interbank market: A trading model with memory.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
2000 | Scaling and Multi-scaling in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | Scaling and multiscaling in financial markets.(2000) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2001 | Criticality in a model of banking crises In: Papers. [Full Text][Citation analysis] | paper | 14 |
2001 | Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2002 | A quantitative model of trading and price formation in financial markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Patterns of consumption in socio-economic models with heterogeneous interacting agents In: Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | A fitness model for the Italian Interbank Money Market In: Papers. [Full Text][Citation analysis] | paper | 92 |
2006 | A fitness model for the Italian interbank money market.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
2006 | Trading strategies in the Italian interbank market In: Papers. [Full Text][Citation analysis] | paper | 30 |
2006 | Trading strategies in the Italian interbank market.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2007 | Trading strategies in the Italian interbank market.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2024 | Centralized vs Decentralized Markets: The Role of Connectivity In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Centralized vs decentralized markets: The role of connectivity.(2024) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Bank characteristics and the interbank money market: a distributional approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
2005 | Cross-correlation measures in the high-frequency domain In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2007 | Cross-correlation Measures in the High-frequency Domain.(2007) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2005 | A network analysis of the Italian overnight money market In: Working Papers. [Full Text][Citation analysis] | paper | 300 |
2008 | A network analysis of the Italian overnight money market.(2008) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 300 | article | |
2006 | Modeling stock pinning In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2008 | Modeling stock pinning.(2008) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2006 | Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Weighted network analysis of high frequency cross-correlation measures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Socioeconomic networks with long-range interactions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | An 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 | |
2010 | Herding effects in order driven markets: The rise and fall of gurus In: Working Papers. [Full Text][Citation analysis] | paper | 62 |
2012 | Herding effects in order driven markets: The rise and fall of gurus.(2012) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
2012 | The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | Information theoretic description of the e-Mid interbank market: implications for systemic risk In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Market microstructure, banks behaviour and interbank spreads In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | Agent-Based Modelling for Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Quantifying preferential trading in the e-MID interbank market In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2015 | Quantifying preferential trading in the e-MID interbank market.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2016 | Network Centrality and Funding Rates in the e-MID Interbank Market In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2017 | Network centrality and funding rates in the e-MID interbank market.(2017) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2019 | A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | An analysis of systemic risk in alternative securities settlement architectures In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2015 | Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 28 |
2015 | The impact of reduced pre-trade transparency regimes on market quality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
2015 | The role of bank relationships in the interbank market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 35 |
2018 | The 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] | article | 25 |
2021 | The 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] | article | 7 |
2002 | A 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] | article | 119 |
2000 | A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions.(2000) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
1999 | A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions..(1999) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2006 | Introduction In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2006 | Systemic risk on the interbank market In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 193 |
1992 | Statistical mechanics of heteropolymer folding In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2003 | An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2004 | A comparison of high-frequency cross-correlation measures In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2023 | Performance-based research funding: Evidence from the largest natural experiment worldwide In: Research Policy. [Full Text][Citation analysis] | article | 3 |
2020 | Market microstructure, banks behaviour and interbank spreads: evidence after the crisis In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 4 |
2020 | Market 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 nother version. Agregated cites: 4 | article | |
2015 | Banks 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] | paper | 0 |
2015 | Banks 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2004 | Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2000 | PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Advances in the Agent-Based Modeling of Economic and Social Behavior In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
2021 | Advances in the agent-based modeling of economic and social behavior.(2021) In: SN Business & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2020 | Centralized vs decentralized markets in the laboratory: The role of connectivity In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2003 | Interbank Lending, Reserve Requirements and Systemic Risk In: Modeling, Computing, and Mastering Complexity 2003. [Full Text][Citation analysis] | paper | 10 |
2001 | Interbank Lending, reserve requirements and systemic risk.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2000 | SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] | paper | 0 |
2002 | Contagion in a heterogeneous inter bank market model. In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2002 | A simple microstructure model of double auction markets In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 7 |
2005 | The Microstructure of the Italian Overnight Money Market In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 2 |
1995 | Real-world options: smile and residual risk In: Science & Finance (CFM) working paper archive. [Citation analysis] | paper | 2 |
2009 | The role of communication and imitation in limit order markets In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 26 |
2022 | Introduction 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] | article | 0 |
2022 | New measures for a new normal in finance and risk management In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
2020 | Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises.(2020) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2002 | A simulation analysis of the microstructure of double auction markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 143 |
2003 | A close look at market microstructure In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2002 | Demand Storage, Market Liquidity, and Price Volatility In: Working Papers. [Citation analysis] | paper | 0 |
1993 | HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 0 |
1999 | AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 24 |
2000 | A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 5 |
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