Giulia Iori

Available identifiers

Publication	Date of Publication	Type
Bank characteristics and the interbank money market: a distributional approach	2023-03-07	Paper
A multi-agent methodology to assess the effectiveness of systemic risk-adjusted capital requirements	2021-12-07	Paper
The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications	2021-06-07	Paper
A simulation analysis of the microstructure of double auction markets*	2019-01-14	Paper
Quantifying preferential trading in the e-MID interbank market	2018-09-19	Paper
The role of bank relationships in the interbank market	2018-08-13	Paper
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model	2018-08-13	Paper
The impact of reduced pre-trade transparency regimes on market quality	2018-08-13	Paper
A network analysis of the Italian overnight money market	2010-01-19	Paper
The impact of heterogeneous trading rules on the limit order book and order flows	2009-08-07	Paper
Modeling stock pinning	2009-02-23	Paper
https://portal.mardi4nfdi.de/entity/Q3524424	2008-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q4810072	2004-08-31	Paper
Criticality in a model of banking crises	2001-10-23	Paper
A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME	2001-07-05	Paper
AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS	2001-01-04	Paper

This page was built for person: Giulia Iori