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An Analysis of Systemic Risk i...
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1
A threshold model for stock return volatility and trading volume
Iori, Giulia
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 467-472
Persistent link: https://www.econbiz.de/10001523008
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2
A microsimulation of traders activity in the stock market : the role of heterogeneity, agents' interactions and trade frictions
Iori, Giulia
- In:
Journal of economic behavior & organization : JEBO
49
(
2002
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10001702997
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3
Patterns of consumption in a discrete choice model with asymmetric interactions
Iori, Giulia
;
Koulovassilopoulos, Vassilis
- In:
Economic complexity : non-linear dynamics, multi-agents …
,
(pp. 215-236)
.
2004
Persistent link: https://www.econbiz.de/10001984874
Saved in:
4
Systemic risk on the interbank market
Iori, Giulia
;
Jafarey, Saqib
;
Padilla, Francisco G.
- In:
Journal of economic behavior & organization : JEBO
61
(
2006
)
4
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003405639
Saved in:
5
A network analysis of the Italian overnight money market
Iori, Giulia
;
De Masi, Giulia
;
Precup, Ovidiu Vasile
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 259-278
Persistent link: https://www.econbiz.de/10003622755
Saved in:
6
Cross-correlation measures in the high-frequency domain
Precup, Ovidiu V.
;
Iori, Giulia
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 319-331
Persistent link: https://www.econbiz.de/10003550388
Saved in:
7
Currency futures volatility during the 1997 East Asian crisis : an application of Fourier analysis
Mattiussi, Vanessa
;
Iori, Giulia
- In:
Debt, risk and liquidity in futures markets
,
(pp. 103-122)
.
2008
Persistent link: https://www.econbiz.de/10003590139
Saved in:
8
An analysis of settlement risk contagion in alternative securities settlement architectures
Iori, Giulia
;
Deissenberg, Christophe
- In:
Computational methods in financial engineering : essays …
,
(pp. 299-315)
.
2008
Persistent link: https://www.econbiz.de/10003669715
Saved in:
9
Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions
IORI, GIULIA
;
KOULOVASSILOPOULOS, VASSILIS
- In:
Economic complexity
,
(pp. 215-236)
.
2004
Persistent link: https://www.econbiz.de/10015387425
Saved in:
10
The impact of heterogeneous trading rules on the limit order book and order flows
Chiarella, Carl
;
Iori, Giulia
;
Perelló, Josep
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 525-537
Persistent link: https://www.econbiz.de/10003817925
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