16
H index
21
i10 index
1503
Citations
City University | 16 H index 21 i10 index 1503 Citations RESEARCH PRODUCTION: 35 Articles 46 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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2022 | . Full description at Econpapers || Download paper |
2022 | Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129. Full description at Econpapers || Download paper |
2022 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper |
2022 | Instability of financial markets by optimizing investment strategies investigated by an agent-based model. (2022). Takashima, Kosei ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2202.00831. Full description at Econpapers || Download paper |
2022 | Do new investment strategies take existing strategies returns -- An investigation into agent-based models. (2022). Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2202.01423. Full description at Econpapers || Download paper |
2022 | Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854. Full description at Econpapers || Download paper |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488. Full description at Econpapers || Download paper |
2023 | Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134. Full description at Econpapers || Download paper |
2022 | An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772. Full description at Econpapers || Download paper |
2023 | Circulation of a digital community currency. (2022). Takes, Frank W ; Criscione, Teodoro. In: Papers. RePEc:arx:papers:2207.08941. Full description at Econpapers || Download paper |
2022 | Learning to simulate realistic limit order book markets from data as a World Agent. (2022). Balch, Tucker ; Vyetrenko, Svitlana ; Moulin, Aymeric ; Coletta, Andrea. In: Papers. RePEc:arx:papers:2210.09897. Full description at Econpapers || Download paper |
2022 | The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Papers. RePEc:arx:papers:2210.12393. Full description at Econpapers || Download paper |
2023 | Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective. (2023). Gutkin, Boris ; Lussange, Johann. In: Papers. RePEc:arx:papers:2302.04184. Full description at Econpapers || Download paper |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper |
2023 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model. (2023). Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2309.10220. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Redundancy of Centrality Measures in Financial Market Infrastructures. (2022). MartÃnez, Constanza ; Miguelez-Marquez, Javier ; Mario-Martinez, Ricardo ; Martinez-Ventura, Constanza. In: Borradores de Economia. RePEc:bdr:borrec:1206. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | Predicting the unpredictable: New experimental evidence on forecasting random walks. (2022). Riyanto, Yohanes ; Corgnet, Brice ; Bao, Te ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: ISER Discussion Paper. RePEc:dpr:wpaper:1181. Full description at Econpapers || Download paper |
2022 | Machine learning and speed in high-frequency trading. (2022). He, Xuezhong (Tony) ; Jianwei, LI ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439. Full description at Econpapers || Download paper |
2022 | Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019. Full description at Econpapers || Download paper |
2022 | The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251. Full description at Econpapers || Download paper |
2023 | Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743. Full description at Econpapers || Download paper |
2023 | Reconstructing production networks using machine learning. (2023). Lafond, François ; Farmer, Doyne J ; Astudillo-Estevez, Pablo ; Mungo, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000131. Full description at Econpapers || Download paper |
2022 | Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI. (2022). Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000791. Full description at Econpapers || Download paper |
2022 | Evolution of a dealer trading network and its effects on art auction prices. (2022). De Silva, Dakshina ; Kosmopoulou, Georgia ; Gertsberg, Marina. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000319. Full description at Econpapers || Download paper |
2022 | Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369. Full description at Econpapers || Download paper |
2023 | Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109. Full description at Econpapers || Download paper |
2022 | Transparency in fragmented markets: Experimental evidence. (2022). Wen, Yuanji ; Wee, Marvin ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000258. Full description at Econpapers || Download paper |
2022 | It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626. Full description at Econpapers || Download paper |
2022 | Post-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. Full description at Econpapers || Download paper |
2022 | Causes of fragile stock market stability. (2022). Westerhoff, F ; Sushko, I ; Schmitt, N ; Radi, D ; Gardini, L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498. Full description at Econpapers || Download paper |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205. Full description at Econpapers || Download paper |
2022 | The influence of mobile trading on return dispersion and herding behavior. (2022). Wu, Chongfeng ; Diao, Xundi ; Li, Zhuolei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000622. Full description at Econpapers || Download paper |
2022 | Defense 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. Full description at Econpapers || Download paper |
2022 | The network structure of the China bond market: Characteristics and explanations from trading factors. (2022). Gao, Qiunan ; Sun, Rong ; Yao, Dongmin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002710. Full description at Econpapers || Download paper |
2022 | Estimating a model of herding behavior on social networks. (2022). , Maxime. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684. Full description at Econpapers || Download paper |
2022 | Mechanism of investor behavior propagation in stock market. (2022). Diao, Hongyuan ; Liu, Xinghao ; Nian, Fuzhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:608:y:2022:i:p1:s0378437122008299. Full description at Econpapers || Download paper |
2023 | Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202. Full description at Econpapers || Download paper |
2023 | Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper |
2022 | Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach. (2022). Glover, Kristoffer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:150:y:2022:i:c:p:919-937. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | The Composition and Operation Mechanism of Digital Entrepreneurial Ecosystem: A Study of Hangzhou Yunqi Town as an Example. (2022). Li, Jiaxuan ; Chu, Jiewang. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16607-:d:1000536. Full description at Econpapers || Download paper |
2023 | Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743. Full description at Econpapers || Download paper |
2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper |
2022 | The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Working Papers. RePEc:hal:wpaper:hal-03827332. Full description at Econpapers || Download paper |
2022 | Conception d’un modèle microscopique adapté aux marchés financiers émergents. (2022). Lekhal, Mostafa ; el Oubani, Ahmed. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:398. Full description at Econpapers || Download paper |
2023 | Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks. (2023). Toto, Andrea ; Teglio, Andrea ; Ozel, Bulent ; Eboli, Mario. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00416-9. Full description at Econpapers || Download paper |
2022 | Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4. Full description at Econpapers || Download paper |
2023 | Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model. (2023). Gutkin, Boris ; Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Vrizzi, Stefano ; Lussange, Johann. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10249-3. Full description at Econpapers || Download paper |
2022 | An AI approach for managing financial systemic risk via bank bailouts by taxpayers. (2022). Latora, Vito ; Rodosthenous, Neofytos ; Petrone, Daniele. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-34102-1. Full description at Econpapers || Download paper |
2022 | On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour. (2022). Chudziak, Szymon. In: Working Papers. RePEc:sgh:kaewps:2022073. Full description at Econpapers || Download paper |
2023 | Developing an agent-based model to minimize spreading of malicious information in dynamic social networks. (2023). Agarwal, Nitin ; Hussain, Muhammad Nihal ; Alassad, Mustafa. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:29:y:2023:i:3:d:10.1007_s10588-023-09375-6. Full description at Econpapers || Download paper |
2022 | Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w. Full description at Econpapers || Download paper |
2023 | Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9. Full description at Econpapers || Download paper |
2022 | Impact of maker-taker fees on stock exchange competition from an agent-based simulation. (2022). Yagi, Isao ; Sudo, Yasuhiro ; Mizuta, Takanobu ; Hoshino, Mahiro. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:5:y:2022:i:2:d:10.1007_s42001-022-00169-5. Full description at Econpapers || Download paper |
2022 | Systemic liquidity contagion in the European interbank market. (2022). Paolotti, Daniela ; di Matteo, Tiziana ; Brandi, Giuseppe ; Macchiati, Valentina ; Cimini, Giulio ; Caldarelli, Guido. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00338-1. Full description at Econpapers || Download paper |
2023 | “Less is more” or “more is better”? The effect of asymmetric information distribution on market efficiency and wealth inequality. (2023). Morone, Andrea ; Nuzzo, Simone ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00365-6. Full description at Econpapers || Download paper |
2023 | Agents interaction and price dynamics: evidence from the laboratory. (2023). Morone, Andrea ; Tedeschi, Gabriele ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00366-5. Full description at Econpapers || Download paper |
2023 | Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents. (2023). Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo ; Vodret, Michele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00379-8. Full description at Econpapers || Download paper |
2022 | The day after tomorrow: financial repercussions of COVID-19 on systemic risk. (2022). Vidal-Tomás, David ; Tedeschi, Gabriele ; Caferra, Rocco ; Vidal-Tomas, David. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-021-00059-y. Full description at Econpapers || Download paper |
2022 | Self-sustained price bubbles driven by digital currency innovations and adaptive market behavior. (2022). Timofeyev, Ilya ; Perepelitsa, Misha. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:3:d:10.1007_s43546-021-00188-w. Full description at Econpapers || Download paper |
2023 | Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z. Full description at Econpapers || Download paper |
2022 | Noise trading and market stability. (2022). Ladley, Daniel ; Gao, Xing. In: The European Journal of Finance. RePEc:taf:eurjfi:v:28:y:2022:i:13-15:p:1283-1301. Full description at Econpapers || Download paper |
2023 | Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059. Full description at Econpapers || Download paper |
2022 | Optimal accuracy of unbiased Tullock contests with two heterogeneous players. (2022). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:175. Full description at Econpapers || Download paper |
2022 | Unaware consumers and disclosure of deficiencies. (2022). Bruckner, Dominik ; Schmitt, Sefanie Y. In: BERG Working Paper Series. RePEc:zbw:bamber:178. Full description at Econpapers || Download paper |
2022 | Drivers of productivity change in global value chains: Reallocation vs. innovation. (2022). Savin, Ivan ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:179. Full description at Econpapers || Download paper |
2023 | Banks of a feather: The informational advantage of being alike. (2023). von Westernhagen, Natalja ; Schultz, Alison ; Dinger, Valeriya ; Bednarek, Peter. In: Discussion Papers. RePEc:zbw:bubdps:092023. Full description at Econpapers || Download paper |
2022 | Loan pricing in internal capital markets and the impact of the two-tier system: Finance groups in Germany. (2022). Klein, Melanie ; Khayal, Nuri ; Busch, Ulrike. In: Discussion Papers. RePEc:zbw:bubdps:302022. 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 | 154 |
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 another version. Agregated cites: 154 | 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 another version. Agregated cites: 154 | 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 another version. Agregated cites: 154 | paper | |
2014 | Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers. [Full Text][Citation analysis] | paper | 53 |
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 another version. Agregated cites: 53 | 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 another version. Agregated cites: 2 | paper | |
2001 | Criticality in a model of banking crises In: Papers. [Full Text][Citation analysis] | paper | 12 |
2001 | Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | 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 | 87 |
2006 | Trading strategies in the Italian interbank market In: Papers. [Full Text][Citation analysis] | paper | 29 |
2007 | Trading strategies in the Italian interbank market.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
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 | 3 |
2005 | A network analysis of the Italian oversight money market In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | Trading strategies in the Italian interbank market In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Modeling stock pinning In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | A fitness model for the Italian interbank money market In: Working Papers. [Full Text][Citation analysis] | paper | 88 |
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 |
2010 | Herding effects in order driven markets: The rise and fall of gurus In: Working Papers. [Full Text][Citation analysis] | paper | 60 |
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 another version. Agregated cites: 60 | 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 | 10 |
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 | 4 |
2016 | Network Centrality and Funding Rates in the e-MID Interbank Market In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
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 another version. Agregated cites: 14 | 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 | 0 |
2004 | An analysis of systemic risk in alternative securities settlement architectures In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2008 | A network analysis of the Italian overnight money market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 285 |
2015 | Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 26 |
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 | 34 |
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 | 17 |
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 | 2 |
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 | 116 |
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 another version. Agregated cites: 116 | 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 another version. Agregated cites: 116 | 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 | 182 |
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 | 4 |
2023 | Performance-based research funding: Evidence from the largest natural experiment worldwide In: Research Policy. [Full Text][Citation analysis] | article | 0 |
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 another 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 another 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 another 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 | 6 |
2021 | Advances in the agent-based modeling of economic and social behavior.(2021) In: SN Business & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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 another 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 |
2008 | An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures In: Springer Books. [Citation analysis] | chapter | 0 |
2007 | Cross-correlation Measures in the High-frequency Domain In: The European Journal of Finance. [Full Text][Citation analysis] | article | 9 |
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 | 5 |
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 another version. Agregated cites: 5 | paper | |
2015 | Quantifying preferential trading in the e-MID interbank market In: Quantitative Finance. [Full Text][Citation analysis] | article | 25 |
2002 | A simulation analysis of the microstructure of double auction markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 127 |
2003 | A close look at market microstructure In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Modeling stock pinning In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
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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