The following pages link to Giulia Iori (Q212788):
Displayed 16 items.
- A network analysis of the Italian overnight money market (Q844580) (← links)
- The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (Q1657375) (← links)
- The role of bank relationships in the interbank market (Q1657486) (← links)
- The impact of reduced pre-trade transparency regimes on market quality (Q1657530) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- A multi-agent methodology to assess the effectiveness of systemic risk-adjusted capital requirements (Q2057908) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Bank characteristics and the interbank money market: a distributional approach (Q2687869) (← links)
- (Q3524424) (← links)
- Modeling stock pinning (Q3605241) (← links)
- AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (Q4502825) (← links)
- A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME (Q4521272) (← links)
- A simulation analysis of the microstructure of double auction markets* (Q4646795) (← links)
- Quantifying preferential trading in the e-MID interbank market (Q4683030) (← links)
- (Q4810072) (← links)
- Criticality in a model of banking crises (Q5947881) (← links)