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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

The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model

Gurgone, Andrea; Iori, Giulia; Jafarey, Saqib - In: Journal of economic dynamics & control 91 (2018), pp. 257-288

Persistent link: https://www.econbiz.de/10011974203

Banks' strategies and cost of money : effects of the financial crisis on the European electronic overnight interbank market

Iori, Giulia; Politi, Mauro; Germano, Guido; Gabbi, … - In: Journal of financial management, markets and institutions 3 (2015) 2, pp. 179-202

Persistent link: https://www.econbiz.de/10011951447

Market microstructure, banks' behaviour and interbank spreads : evidence after the crisis

Kapar, Burcu; Iori, Giulia; Gabbi, Giampaolo; Germano, Guido - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 283-331

Persistent link: https://www.econbiz.de/10012226919

Macroprudential capital buffers in heterogeneous banking networks : insights from an ABM with liquidity crises

Gurgone, Andrea; Iori, Giulia - 2020

To date, macroprudential policy inspired by the Basel III package is applied irrespective of the network characteristics of the banking system. We study how the implementation of macroprudential policy in the form of additional capital requirements conditional to systemic-risk measures of banks...

Persistent link: https://www.econbiz.de/10012309202

Macroprudential capital buffers in heterogeneous banking networks : insights from an ABM with liquidity crises

Gurgone, Andrea; Iori, Giulia - In: The European journal of finance 28 (2022) 13/15, pp. 1399-1445

Persistent link: https://www.econbiz.de/10013532227