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

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 2022, Articolo su rivista - Scheda ARCA: 10278/5039560


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 2021, Articolo su rivista - Scheda ARCA: 10278/5039542


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 2021, Articolo su rivista - Scheda ARCA: 10278/5039563


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 2020, Articolo su rivista - Scheda ARCA: 10278/5039610


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 2018, Articolo su rivista - Scheda ARCA: 10278/5039608