Personal Details
First Name: Giulia
Middle Name:
Last Name: Iori
Suffix:
RePEc Short-ID: pio8
Email:
Homepage:
http://www.giuliaiori.com
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- Giulia Iori & Christophe Deissenberg, 2008.
"An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures,"
City University Economics Discussion Papers
08/03, Department of Economics, City University, London.
[Downloadable!]
- Rui Carvalho & Giulia Iori, 2007.
"Socioeconomic Networks with Long-Range Interactions,"
City University Economics Discussion Papers
07/12, Department of Economics, City University, London.
[Downloadable!]
- Vanessa Mattiussi & Giulia Iori, 2006.
"Currency Futures Volatility during the 1997 East Asian Crisis: An Application of Fourier Analysis,"
City University Economics Discussion Papers
06/09, Department of Economics, City University, London.
[Downloadable!]
- Giulia Iori & Ovidiu V. Precup, 2006.
"Weighted Network Analysis of High Frequency Cross-Correlation Measures,"
City University Economics Discussion Papers
06/10, Department of Economics, City University, London.
[Downloadable!]
- Giulia Iori & Roberto RenĂ² & Giulia de Masi & Guido Caldarelli, 2006.
"Trading strategies in the Italian Interbank Market,"
City University Economics Discussion Papers
06/03, Department of Economics, City University, London.
[Downloadable!]
Other versions: - Marc Jeannin & Giulia Iori & David Samuel, 2006.
"Modeling Stock Pinning,"
City University Economics Discussion Papers
06/04, Department of Economics, City University, London.
[Downloadable!]
Published as: - Giulia de Masi & Giulia Iori & Guido Caldarelli, 2006.
"A fitness model for the Italian Interbank Money Market,"
City University Economics Discussion Papers
06/08, Department of Economics, City University, London.
[Downloadable!]
Other versions: - Ovidiu Precup & Giulia Iori, 2005.
"Cross-Correlation Measures in the High-Frequency Domain,"
City University Economics Discussion Papers
05/04, Department of Economics, City University, London.
[Downloadable!]
Published as: - G. Iori & O. Precup, 2005.
"The Microstructure of the Italian Overnight Money Market,"
Computing in Economics and Finance 2005
44, Society for Computational Economics.
- Carl Chiarella & Giulia Iori, 2005.
"The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows,"
Research Paper Series
152, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Other versions: - Giulia Iori & Giulia de Masi & Ovidiu Precup & Giampaolo Gabbi & Guido Caldarelli, 2005.
"A Network Analysis of the Italian Overnight Money Market,"
City University Economics Discussion Papers
05/05, Department of Economics, City University, London.
[Downloadable!]
Published as:
- Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008.
"A network analysis of the Italian overnight money market,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(1), pages 259-278, January.
[Downloadable!] (restricted)
- Giulia Iori, 2004.
"An analysis of systemic risk in alternative securities settlement architectures,"
Working Paper Series
404, European Central Bank.
[Downloadable!]
- Giulia Iori & Saqib Jafarey & Francisco Padilla, 2003.
"Interbank Lending, Reserve Requirements and Systemic Risk,"
Modeling, Computing, and Mastering Complexity 2003
17, Society for Computational Economics.
[Downloadable!]
- Giulia Iori & Carl Chiarella, 2002.
"A simple microstructure model of double auction markets,"
Computing in Economics and Finance 2002
44, Society for Computational Economics.
- Francisco G. Padilla & Giulia Iori., 2002.
"Contagion in a heterogeneous inter bank market model,"
Computing in Economics and Finance 2002
336, Society for Computational Economics.
- Marcus G. Daniels & J. Doyne Farmer & Giulia Iori & Eric Smith, 2002.
"Demand Storage, Market Liquidity, and Price Volatility,"
Working Papers
02-01-001, Santa Fe Institute.
- Giulia Iori & Saqib Jafarey, 2001.
"Criticality in a model of banking crises,"
Quantitative Finance Papers
cond-mat/0104080, arXiv.org.
[Downloadable!]
- Marcus G. Daniels & J. Doyne Farmer & Laszlo Gillemot & Giulia Iori & Eric Smith, 2001.
"A quantitative model of trading and price formation in financial markets,"
Quantitative Finance Papers
cond-mat/0112422, arXiv.org, revised Dec 2002.
[Downloadable!]
- Vassilis Koulovassilopoulos & G. Iori, 2000.
"Patterns Of Consumption In Discrete Choice Models With Asymmetric Interactions,"
Computing in Economics and Finance 2000
84, Society for Computational Economics.
[Downloadable!]
- Giulia Iori, 2000.
"Scaling and multiscaling in financial markets,"
Finance
0004006, EconWPA.
[Downloadable!]
Other versions: - Giulia Iori, 2000.
"Scaling And Multi-Scaling Analysis In A Market Model With Endogenous Threshold Dynamics,"
Computing in Economics and Finance 2000
Z175, Society for Computational Economics.
[Downloadable!]
- Giulia Iori, 2000.
"A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions,"
Finance
0004007, EconWPA.
[Downloadable!]
Other versions:
Published as: - Giulia Iori & Vassilis Koulovassilopoulos, 1999.
"Patterns of consumption in socio-economic models with heterogeneous interacting agents,"
Quantitative Finance Papers
cond-mat/9909131, arXiv.org.
[Downloadable!]
- Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette, 1995.
"Real-world options: smile and residual risk,"
Science & Finance (CFM) working paper archive
500039, Science & Finance, Capital Fund Management.
[Downloadable!]
Articles
- Marc Jeannin & Giulia Iori & David Samuel, 2008.
"Modeling stock pinning,"
Quantitative Finance,
Taylor and Francis Journals, vol. 8(8), pages 823-831.
[Downloadable!] (restricted)
Other versions: - Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008.
"A network analysis of the Italian overnight money market,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(1), pages 259-278, January.
[Downloadable!] (restricted)
Other versions: - Ovidiu V. Precup & Giulia Iori, 2007.
"Cross-correlation Measures in the High-frequency Domain,"
European Journal of Finance,
Taylor and Francis Journals, vol. 13(4), pages 319-331.
[Downloadable!] (restricted)
Other versions: - Deissenberg, Christophe & Iori, Giulia, 2006.
"Introduction,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 61(4), pages 521-524, December.
[Downloadable!] (restricted)
- Iori, Giulia & Jafarey, Saqib & Padilla, Francisco G., 2006.
"Systemic risk on the interbank market,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 61(4), pages 525-542, December.
[Downloadable!] (restricted)
- Iori, Giulia, 2002.
"A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 49(2), pages 269-285, October.
[Downloadable!] (restricted)
Other versions:
NEP Fields
17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BAN: Banking (3) 2007-01-28 2007-01-28 2007-01-28
- NEP-CFN: Corporate Finance (2) 2005-02-13 2005-10-04
- NEP-CMP: Computational Economics (1) 2005-04-16
- NEP-CSE: Economics of Strategic Management (1) 2007-01-28
- NEP-ECM: Econometrics (2) 2007-01-28 2007-01-28
- NEP-EEC: European Economics (1) 2007-01-28
- NEP-ETS: Econometric Time Series (2) 2007-01-28 2007-01-28
- NEP-EVO: Evolutionary Economics (2) 1999-07-12 2001-02-14
- NEP-FIN: Finance (3) 1999-06-23 2005-02-13 2005-10-04
- NEP-FMK: Financial Markets (5) 2001-02-14 2001-02-14 2002-03-14 2005-10-04 2007-01-28 Author is listed
- NEP-IFN: International Finance (1) 2007-01-28
- NEP-MIC: Microeconomics (2) 1999-06-23 2002-03-14
- NEP-MST: Market Microstructure (6) 2007-01-28 2007-01-28 2007-01-28 2007-01-28 2007-01-28 2008-03-08 Author is listed
- NEP-NET: Network Economics (3) 2007-01-28 2007-01-28 2007-06-11
- NEP-RMG: Risk Management (1) 2005-02-13
- NEP-SEA: South East Asia (1) 2007-01-28
- NEP-SOC: Social Norms & Social Capital (1) 2007-06-11
- NEP-UPT: Utility Models & Prospect Theory (2) 2007-06-11 2008-03-08
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This page was last updated on 2009-11-1.
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