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
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
2022 Articolo su rivista Gabbi G.; Iori G. New measures for a new normal in finance and risk management in EUROPEAN JOURNAL OF FINANCE, vol. 28, pp. 1257-1262 (ISSN 1351-847X)
DOI - Scheda ARCA: 10278/5039609
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