Giulia IORI

Position
Full Professor
Telephone
041 234 9231
E-mail
giulia.iori@unive.it
Scientific sector (SSD)
Metodi matematici dell'economia e delle scienze attuariali e finanziarie [STAT-04/A]
Website
www.unive.it/people/giulia.iori (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe
Research Institute
Research Institute for Green and Blue Growth
Research Institute
Research Institute for Complexity

Publications

Year Type Publication
Year Type Publication
2025 Working paper Simone Alfarano, Albert Banal-Estañol, Eva Camacho ,Giulia Iori, Burcu Kapar , Rohit Rahi Centralized vs Decentralized Markets: The Role of Connectivity , vol. 13/WP/2025 (ISSN 1827-3580)
- URL correlato - ARCA card: 10278/5110988
2025 Working paper Nobuyuki Hanaki, Giulia Iori, Pietro Vassallo Learning and information diffusion in OTC markets: experiments and a computational model , vol. 12/WP/2025 (ISSN 1827-3580)
- ARCA card: 10278/5110990
2023 Journal Article Banal-Estanol A.; Jofre-Bonet M.; Iori G.; Maynou L.; Tumminello M.; Vassallo P. Performance-based research funding: Evidence from the largest natural experiment worldwide in RESEARCH POLICY, vol. 52, pp. 104780 (ISSN 0048-7333)
DOI - ARCA card: 10278/5039543
2022 Journal Article Gurgone A.; Iori G. Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises in EUROPEAN JOURNAL OF FINANCE, vol. 28, pp. 1399-1445 (ISSN 1351-847X)
DOI - ARCA card: 10278/5039560
2021 Journal Article Mitja Steinbacher; Matthias Raddant; Fariba Karimi; Eva Camacho Cuena; Simone Alfarano; Giulia Iori; Thomas Lux Advances in the agent-based modeling of economic and social behavior in SN BUSINESS & ECONOMICS, vol. 1, pp. 99 (ISSN 2662-9399)
DOI - ARCA card: 10278/5039542
2021 Journal Article Recchioni M.C.; Iori G.; Tedeschi G.; Ouellette M.S. The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol. 293, pp. 336-360 (ISSN 0377-2217)
DOI - ARCA card: 10278/5039563
2020 Journal Article Kapar B.; Iori G.; Gabbi G.; Germano G. Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis in JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, vol. 15, pp. 283-331 (ISSN 1860-711X)
DOI - ARCA card: 10278/5039610
2018 Journal Article Gurgone A.; Iori G.; Jafarey S. The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 91, pp. 257-288 (ISSN 0165-1889)
DOI - ARCA card: 10278/5039608
2017 Journal Article Temizsoy A.; Iori G.; Montes-Rojas G. Network centrality and funding rates in the e-MID interbank market in JOURNAL OF FINANCIAL STABILITY, vol. 33, pp. 346-365 (ISSN 1572-3089)
DOI - ARCA card: 10278/5039566
2015 Journal Article Iori G.; Kapar B.; Olmo J. Bank characteristics and the interbank money market: A distributional approach in STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, vol. 19, pp. 249-283 (ISSN 1081-1826)
DOI - ARCA card: 10278/5039607
2015 Journal Article Gabbi, G.; Iori, G.; Jafarey, S.; Porter, J. Financial regulations and bank credit to the real economy in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 50, pp. 117-143 (ISSN 0165-1889)
DOI - ARCA card: 10278/5039601
2015 Journal Article Iori G.; Mantegna R.N.; Marotta L.; Micciche S.; Porter J.; Tumminello M. Networked relationships in the e-MID interbank market: A trading model with memory in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 50, pp. 98-116 (ISSN 0165-1889)
DOI - ARCA card: 10278/5039582
2015 Journal Article Hatzopoulos V.; Iori G.; Mantegna R.N.; Micciche S.; Tumminello M. Quantifying preferential trading in the e-MID interbank market in QUANTITATIVE FINANCE, vol. 15, pp. 693-710 (ISSN 1469-7688)
DOI - ARCA card: 10278/5039565
2015 Journal Article Kovaleva P.; Iori G. The impact of reduced pre-trade transparency regimes on market quality in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 57, pp. 145-162 (ISSN 0165-1889)
DOI - ARCA card: 10278/5039567
2015 Journal Article Temizsoy A.; Iori G.; Montes-Rojas G. The role of bank relationships in the interbank market in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 59, pp. 118-141 (ISSN 0165-1889)
DOI - ARCA card: 10278/5039541
2012 Journal Article Tedeschi G.; Iori G.; Gallegati M. Herding effects in order driven markets: The rise and fall of gurus in JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, vol. 81, pp. 82-96 (ISSN 0167-2681)
DOI - ARCA card: 10278/5039580
2009 Journal Article Chiarella C.; Iori G.; Perello J. The impact of heterogeneous trading rules on the limit order book and order flows in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 33, pp. 525-537 (ISSN 0165-1889)
DOI - ARCA card: 10278/5039561
2008 Journal Article Iori G.; De Masi G.; Precup O.V.; Gabbi G.; Caldarelli G. A network analysis of the Italian overnight money market in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 32, pp. 259-278 (ISSN 0165-1889)
DOI - ARCA card: 10278/3728641
2008 Journal Article Jeannin M.; Iori G.; Samuel D. Modeling stock pinning in QUANTITATIVE FINANCE, vol. 8, pp. 823-831 (ISSN 1469-7688)
DOI - ARCA card: 10278/5039562
2008 Journal Article Carvalho R.; Iori G. Socioeconomic networks with long-range interactions in PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS, vol. 78, pp. 016110 (ISSN 1539-3755)
DOI - ARCA card: 10278/5039604
2007 Journal Article Precup O.V.; Iori G. Cross-correlation measures in the high-frequency domain in EUROPEAN JOURNAL OF FINANCE, vol. 13, pp. 319-331 (ISSN 1351-847X)
DOI - ARCA card: 10278/5039602
2007 Journal Article Iori G.; Reno R.; De Masi G.; Caldarelli G. Trading strategies in the Italian interbank market in PHYSICA. A, vol. 376, pp. 467-479 (ISSN 0378-4371)
DOI - ARCA card: 10278/3728652
2007 Journal Article Iori G.; Precup O.V. Weighted network analysis of high-frequency cross-correlation measures in PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS, vol. 75, pp. 036110 (ISSN 1539-3755)
DOI - ARCA card: 10278/5039605
2007 Book Article Mattiussi V.; Iori G. Currency futures volatility during the 1997 East Asian crisis: An application of Fourier analysis , Debt Risk and Liquidity in Futures Markets, Routledge Taylor & Francis Group, pp. 103-122 (ISBN 9780429241550)
DOI - ARCA card: 10278/5039617
2006 Journal Article De Masi G.; Iori G.; Caldarelli G. Fitness model for the Italian interbank money market in PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS, vol. 74 (ISSN 1539-3755)
DOI - ARCA card: 10278/3728659
2006 Journal Article Iori G.; Jafarey S.; Padilla F.G. Systemic risk on the interbank market in JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, vol. 61, pp. 525-542 (ISSN 0167-2681)
DOI - ARCA card: 10278/5039581
2003 Journal Article Daniels M.G.; Farmer J.D.; Gillemot L.; Iori G.; Smith E. Quantitative model of price diffusion and market friction based on trading as a mechanistic random process in PHYSICAL REVIEW LETTERS, vol. 90, pp. 1081021-1081024 (ISSN 0031-9007)
DOI - ARCA card: 10278/5039606
2002 Journal Article Iori G. A microsimulation of traders activity in the stock market: The role of heterogeneity, agents' interactions and trade frictions in JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, vol. 49, pp. 269-285 (ISSN 0167-2681)
DOI - ARCA card: 10278/5039564
2002 Journal Article Chiarella C.; Iori G. A simulation analysis of the microstructure of double auction markets in QUANTITATIVE FINANCE, vol. 2, pp. 346-353 (ISSN 1469-7688)
DOI - ARCA card: 10278/5039568
2002 Journal Article Lopez-Salvans M.Q.; Casademunt J.; Iori G.; Sagues F. Dynamics of finger arrays in a diffusion-limited growth model with a drift in PHYSICA D-NONLINEAR PHENOMENA, vol. 164, pp. 127-151 (ISSN 0167-2789)
DOI - ARCA card: 10278/5039615
2000 Journal Article Voltz C.; Schroter M.; Iori G.; Betat A.; Lange A.; Engel A.; Rehberg I. Finger-like patterns in sedimenting water-sand suspensions in PHYSICS REPORTS, vol. 337, pp. 117-138 (ISSN 0370-1573)
DOI - ARCA card: 10278/5039614
1997 Journal Article Marini Bettolo Marconi U.; Crisanti A.; Iori G. Soluble phase field model in PHYSICAL REVIEW E, vol. 56, pp. 77-87 (ISSN 1063-651X)
DOI - ARCA card: 10278/5039613
1994 Journal Article Iori G.; Marinari E.; Parisi G. Non-exponential relaxation time scales in disordered systems: An application to protein dynamics in EUROPHYSICS LETTERS, vol. 25, pp. 491-496 (ISSN 0295-5075)
DOI - ARCA card: 10278/5039611
1992 Journal Article Iori G.; Marinari E.; Parisi G.; Vittoria Struglia M. Statistical mechanics of heteropolymer folding in PHYSICA. A, vol. 185, pp. 98-103 (ISSN 0378-4371)
DOI - ARCA card: 10278/5039616

List of selected publications