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Information about:
Giulia Iori

Personal Details | Affiliation | Works
This is information that was supplied by Giulia Iori in registering through RePEc. If you are Giulia Iori , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. 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!]

  3. 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!]

  4. 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!]

  5. Giulia Iori & Roberto Renò & 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!]

  6. Marc Jeannin & Giulia Iori & David Samuel, 2006. "Modeling Stock Pinning," City University Economics Discussion Papers 06/04, Department of Economics, City University, London. [Downloadable!]

  7. 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!]

  8. 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:

  9. 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:

  10. 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:

  11. Giulia Iori, 2004. "An analysis of systemic risk in alternative securities settlement architectures," Working Paper Series 404, European Central Bank. [Downloadable!]

  12. Giulia Iori & Carl Chiarella, 2002. "A simple microstructure model of double auction markets," Computing in Economics and Finance 2002 44, Society for Computational Economics.

  13. 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.

  14. 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.

  15. 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!]

  16. Giulia Iori, 2000. "Scaling and multiscaling in financial markets," Finance 0004006, EconWPA. [Downloadable!]

  17. 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!]

  18. 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:

  19. 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

  1. 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:

  2. Deissenberg, Christophe & Iori, Giulia, 2006. "Introduction," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 521-524, December. [Downloadable!] (restricted)

  3. 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)

  4. 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

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2007-01-28 2007-01-28 2007-01-28
  2. NEP-CFN: Corporate Finance (2) 2005-02-13 2005-10-04
  3. NEP-CMP: Computational Economics (1) 2005-04-16
  4. NEP-CSE: Economics of Strategic Management (1) 2007-01-28
  5. NEP-ECM: Econometrics (2) 2007-01-28 2007-01-28
  6. NEP-EEC: European Economics (1) 2007-01-28
  7. NEP-ETS: Econometric Time Series (2) 2007-01-28 2007-01-28
  8. NEP-EVO: Evolutionary Economics (2) 1999-07-12 2001-02-14
  9. NEP-FIN: Finance (3) 1999-06-23 2005-02-13 2005-10-04
  10. NEP-FMK: Financial Markets (5) 2001-02-14 2001-02-14 2002-03-14 2005-10-04 2007-01-28 Author is listed
  11. NEP-IFN: International Finance (1) 2007-01-28
  12. NEP-MIC: Microeconomics (2) 1999-06-23 2002-03-14
  13. NEP-MST: Market Microstructure (5) 2007-01-28 2007-01-28 2007-01-28 2007-01-28 2007-01-28 Author is listed
  14. NEP-NET: Network Economics (3) 2007-01-28 2007-01-28 2007-06-11
  15. NEP-RMG: Risk Management (1) 2005-02-13
  16. NEP-SEA: South East Asia (1) 2007-01-28
  17. NEP-SOC: Social Norms & Social Capital (1) 2007-06-11
  18. NEP-UPT: Utility Models & Prospect Theory (1) 2007-06-11
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This page was last updated on 2008-7-5.

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