Giulia IORI

Qualifica
Professoressa Ordinaria
Telefono
041 234 9231
E-mail
giulia.iori@unive.it
SSD
Metodi matematici dell'economia e delle scienze attuariali e finanziarie [STAT-04/A]
Sito web
www.unive.it/persone/giulia.iori (scheda personale)
Struttura
Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe
Research Institute
Research Institute for Green and Blue Growth
Research Institute
Research Institute for Complexity

Pubblicazioni

Anno Tipologia Pubblicazione
Anno Tipologia Pubblicazione
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 - Scheda ARCA: 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)
- Scheda ARCA: 10278/5110990
2023 Articolo su rivista 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 - Scheda ARCA: 10278/5039543
2022 Articolo su rivista 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 - Scheda ARCA: 10278/5039560
2021 Articolo su rivista 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 - Scheda ARCA: 10278/5039542
2021 Articolo su rivista 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 - Scheda ARCA: 10278/5039563
2020 Articolo su rivista 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 - Scheda ARCA: 10278/5039610
2018 Articolo su rivista 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 - Scheda ARCA: 10278/5039608
2017 Articolo su rivista 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 - Scheda ARCA: 10278/5039566
2015 Articolo su rivista 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 - Scheda ARCA: 10278/5039607
2015 Articolo su rivista 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 - Scheda ARCA: 10278/5039601
2015 Articolo su rivista 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 - Scheda ARCA: 10278/5039582
2015 Articolo su rivista 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 - Scheda ARCA: 10278/5039565
2015 Articolo su rivista 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 - Scheda ARCA: 10278/5039567
2015 Articolo su rivista 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 - Scheda ARCA: 10278/5039541
2012 Articolo su rivista 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 - Scheda ARCA: 10278/5039580
2009 Articolo su rivista 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 - Scheda ARCA: 10278/5039561
2008 Articolo su rivista 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 - Scheda ARCA: 10278/3728641
2008 Articolo su rivista Jeannin M.; Iori G.; Samuel D. Modeling stock pinning in QUANTITATIVE FINANCE, vol. 8, pp. 823-831 (ISSN 1469-7688)
DOI - Scheda ARCA: 10278/5039562
2008 Articolo su rivista 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 - Scheda ARCA: 10278/5039604
2007 Articolo su rivista 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 - Scheda ARCA: 10278/5039602
2007 Articolo su rivista 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 - Scheda ARCA: 10278/3728652
2007 Articolo su rivista 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 - Scheda ARCA: 10278/5039605
2007 Articolo su libro 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 - Scheda ARCA: 10278/5039617
2006 Articolo su rivista 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 - Scheda ARCA: 10278/3728659
2006 Articolo su rivista 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 - Scheda ARCA: 10278/5039581
2003 Articolo su rivista 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 - Scheda ARCA: 10278/5039606
2002 Articolo su rivista 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 - Scheda ARCA: 10278/5039564
2002 Articolo su rivista 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 - Scheda ARCA: 10278/5039568
2002 Articolo su rivista 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 - Scheda ARCA: 10278/5039615
2000 Articolo su rivista 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 - Scheda ARCA: 10278/5039614
1997 Articolo su rivista 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 - Scheda ARCA: 10278/5039613
1994 Articolo su rivista 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 - Scheda ARCA: 10278/5039611
1992 Articolo su rivista 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 - Scheda ARCA: 10278/5039616

Pubblicazioni scelte