Giulia Iori : Citation Profile

Are you Giulia Iori?

City University

16

H index

20

i10 index

1458

Citations

RESEARCH PRODUCTION:

35

Articles

48

Papers

2

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 45
   Journals where Giulia Iori has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 37 (2.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pio8
   Updated: 2024-12-03    RAS profile: 2024-02-06    
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Relations with other researchers

Works with:

Alfarano, Simone (5)

Steinbacher, Mitja (2)

Germano, Guido (2)

Raddant, Matthias (2)

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

Is cited by:

Tedeschi, Gabriele (60)

Gallegati, Mauro (46)

battiston, stefano (26)

Tabak, Benjamin (25)

Fricke, Daniel (24)

He, Xuezhong (Tony) (22)

Westerhoff, Frank (21)

Roventini, Andrea (20)

Kobayashi, Teruyoshi (17)

Fagiolo, Giorgio (17)

Montes-Rojas, Gabriel (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)

Angelini, Paolo (11)

Stiglitz, Joseph (11)

Fagiolo, Giorgio (11)

Main data

Where Giulia Iori has published?

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

Working Papers Series with more than one paper published# docs
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 (2024 and 2023)

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

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2023Circulation of a digital community currency. (2022). Takes, Frank W ; Criscione, Teodoro. In: Papers. RePEc:arx:papers:2207.08941.

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

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

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2023Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860.

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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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2023Comparing 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.

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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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2023A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247.

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2023Dealer Strategies in Agent-Based Models. (2023). Ostrovsky, Wladimir. In: Papers. RePEc:arx:papers:2312.05943.

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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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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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2023Interbank 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.

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2023Balancing 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.

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

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2023Reconstructing 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.

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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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2023Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle. (2023). Carro, Adrian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001598.

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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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2023Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158.

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

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2023Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396.

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2023The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

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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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2023Interbank market structure, bank conduct, and performance: Evidence from the UK. (2023). James, Gregory A ; Lartey, Theophilus ; Boateng, Agyenim ; Danso, Albert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:1-25.

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2023The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique. In: Journal of Economics and Business. RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280.

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2023Redundancy of Centrality Measures in Financial Market Infrastructures. (2023). Martínez, Constanza ; Mario-Martinez, Ricardo ; Martinez-Ventura, Constanza ; Miguelez-Marquez, Javier. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:4:s2666143823000194.

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2023Efficiency-stability trade-off in financial systems: A multi-objective optimization approach. (2023). Silva, Thiago ; Alexandre, Michel ; Michalak, Krzysztof ; Rodrigues, Francisco A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:629:y:2023:i:c:s0378437123007689.

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2023Contagion and supervision of liquidity crisis in interbank markets: Based on the SIS network model. (2023). Chen, Naixi ; Fan, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:629:y:2023:i:c:s0378437123007719.

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2023Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191.

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2023Dimensional reduction of solvency contagion dynamics on financial networks. (2023). Montagna, Guido ; Ricciardi, Gianmarco ; Cimini, Giulio ; Caldarelli, Guido. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008427.

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2023Extreme 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.

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2023A network analysis on country and financial center attractiveness: Evidence from Asian economies, 2001–2018. (2023). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:418-432.

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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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2023Return–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.

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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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2023.

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

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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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2023Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805.

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2023Connectivity, 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.

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2023Stock 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.

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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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2023Developing 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.

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2023Uncovering 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.

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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.

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2023Agents 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.

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2023Microfounding 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.

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

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2023Climate-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.

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2023 Methodology for regional industrial complex management: Architecture of an agent-based model. (2023). Sirotin, Dmitry V ; Korovin, Grigory B ; Shorikov, Andrey F. In: Upravlenets. RePEc:url:upravl:v:14:y:2023:i:6:p:63-76.

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2023Banks 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.

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Works by Giulia Iori:

YearTitleTypeCited
2007The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows In: Papers.
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2008The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2008) In: Working Papers.
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2009The impact of heterogeneous trading rules on the limit order book and order flows.(2009) In: Journal of Economic Dynamics and Control.
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2005The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2005) In: Research Paper Series.
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This paper has nother version. Agregated cites: 159		paper
2014Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers.
[Full Text][Citation analysis]		paper56
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: 56		article
2000Scaling and Multi-scaling in Financial Markets In: Papers.
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2000Scaling and multiscaling in financial markets.(2000) In: Finance.
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This paper has nother version. Agregated cites: 2		paper
2001Criticality in a model of banking crises In: Papers.
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2001Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 14		article
2002A quantitative model of trading and price formation in financial markets In: Papers.
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1999Patterns of consumption in socio-economic models with heterogeneous interacting agents In: Papers.
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2006A fitness model for the Italian Interbank Money Market In: Papers.
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2006A fitness model for the Italian interbank money market.(2006) In: Working Papers.
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2006Trading strategies in the Italian interbank market In: Papers.
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2006Trading strategies in the Italian interbank market.(2006) In: Working Papers.
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2007Trading strategies in the Italian interbank market.(2007) In: Physica A: Statistical Mechanics and its Applications.
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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.
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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]		paper294
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: 294		article
2006Modeling stock pinning In: Working Papers.
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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.
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2006Weighted network analysis of high frequency cross-correlation measures In: Working Papers.
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2007Socioeconomic networks with long-range interactions In: Working Papers.
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2008An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture In: Working Papers.
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2008An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures.(2008) In: Springer Books.
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2010Herding effects in order driven markets: The rise and fall of gurus In: Working Papers.
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2012Herding effects in order driven markets: The rise and fall of gurus.(2012) In: Journal of Economic Behavior & Organization.
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2012The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation In: Working Papers.
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2012Information theoretic description of the e-Mid interbank market: implications for systemic risk In: Working Papers.
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2012Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity In: Working Papers.
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2012Market microstructure, banks behaviour and interbank spreads In: Working Papers.
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2012Agent-Based Modelling for Financial Markets In: Working Papers.
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2013Quantifying preferential trading in the e-MID interbank market In: Working Papers.
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2015Quantifying preferential trading in the e-MID interbank market.(2015) In: Quantitative Finance.
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2016Network Centrality and Funding Rates in the e-MID Interbank Market In: Working Papers.
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2017Network centrality and funding rates in the e-MID interbank market.(2017) In: Journal of Financial Stability.
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2019A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements In: Working Papers.
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2004An analysis of systemic risk in alternative securities settlement architectures In: Working Paper Series.
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2015Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article27
2015The impact of reduced pre-trade transparency regimes on market quality In: Journal of Economic Dynamics and Control.
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2015The role of bank relationships in the interbank market In: Journal of Economic Dynamics and Control.
[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.
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2021The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications In: European Journal of Operational Research.
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