Giulia Iori

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Bank characteristics and the interbank money market: a distributional approach Studies in Nonlinear Dynamics & Econometrics	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 European Journal of Operational Research	2021-06-07	Paper
A simulation analysis of the microstructure of double auction markets Quantitative Finance	2019-01-14	Paper
Quantifying preferential trading in the e-MID interbank market Quantitative Finance	2018-09-19	Paper
The role of bank relationships in the interbank market Journal of Economic Dynamics and Control	2018-08-13	Paper
The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model Journal of Economic Dynamics and Control	2018-08-13	Paper
The impact of reduced pre-trade transparency regimes on market quality Journal of Economic Dynamics and Control	2018-08-13	Paper
A network analysis of the Italian overnight money market Journal of Economic Dynamics and Control	2010-01-19	Paper
The impact of heterogeneous trading rules on the limit order book and order flows Journal of Economic Dynamics and Control	2009-08-07	Paper
The impact of heterogeneous trading rules on the limit order book and order flows Journal of Economic Dynamics and Control	2009-08-07	Paper
Modeling stock pinning Quantitative Finance	2009-02-23	Paper
An analysis of settlement risk contagion in alternative securities settlement architectures	2008-09-09	Paper
scientific article; zbMATH DE number 2095956 (Why is no real title available?) (available as arXiv preprint)	2004-08-31	Paper
Criticality in a model of banking crises Physica A	2001-10-23	Paper
A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME International Journal of Theoretical and Applied Finance	2001-07-05	Paper
AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS International Journal of Modern Physics C	2001-01-04	Paper

Research outcomes over time

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