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Items where City Author is "Iori, G."

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Number of items: 44.

Article

Gurgone, A., Iori, G. ORCID: 0000-0001-9443-9353 and Jafarey, S. (2018). The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model. Journal of Economic Dynamics and Control, doi: 10.1016/j.jedc.2018.03.006

Temizsoy, A., Iori, G. and Montes-Rojas, G. (2017). Network Centrality and Funding Rates in the e-MID Interbank Market. Journal of Financial Stability, 33, pp. 346-365. doi: 10.1016/j.jfs.2016.11.003

Iori, G., Politi, M., Germano, G. and Gabbi, G. (2015). Banks’ strategies and cost of money: Effects of the financial crisis on the European electronic overnight interbank market. The Journal of Financial Management, Markets and Institutions, 3(2), pp. 179-202. doi: 10.12831/82212

Iori, G., Kapar, B. and Olmo, J. (2015). Bank characteristics and the interbank money market: a distributional approach. Studies In Nonlinear Dynamics And Econometrics, 19(3), pp. 249-283. doi: 10.1515/snde-2014-0030

Hatzopoulos, V., Iori, G., Mantegna, R., Micciche, S. and Tumminello, M. (2015). Quantifying preferential trading in the e-MID interbank market. Quantitative Finance, 15(4), pp. 693-710. doi: 10.1080/14697688.2014.969889

Kovaleva, P. and Iori, G. (2015). The Impact of Reduced Pre-Trade Transparency Regimes on Market Quality. Journal of Economic Dynamics & Control, 57, pp. 145-162. doi: 10.1016/j.jedc.2015.05.011

Hommes, C. and Iori, G. (2015). Introduction Special Issue JEDC Crises and Complexity. Journal of Economic Dynamics and Control, 50, pp. 1-4. doi: 10.1016/j.jedc.2014.09.026

Temizsoy, A., Iori, G. and Montes-Rojas, G. (2015). The role of bank relationships in the interbank market. Journal of Economic Dynamics and Control, 59, pp. 118-141. doi: 10.1016/j.jedc.2015.07.008

Iori, G., Mantegna, R., Marotta, L., Micciche, S., Porter, J. and Tumminello, M. (2014). Networked relationships in the e-MID Interbank market: A trading model with memory. Journal of Economic Dynamics and Control, 50, pp. 98-116. doi: 10.1016/j.jedc.2014.08.016

Porter, J., Iori, G., Gabbi, G. and Jafarey, S. (2014). Financial regulations and bank credit to the real economy. Journal of Economic Dynamics and Control, doi: 10.1016/j.jedc.2014.07.002

Iori, G., Gabbi, G., Germano, G., Hatzopoulos, V., Kapar, B. and Politi, M. (2014). Market microstructure, banks' behaviour, and interbank spreads. Working paper,

Tedeschi, G., Iori, G. and Gallegati, M. (2012). Herding effects in order driven markets: The rise and fall of gurus. Journal of Economic Behavior and Organization, 81(1), pp. 82-96. doi: 10.1016/j.jebo.2011.09.006

Tedeschi, G., Iori, G. and Gallegati, M. (2009). The role of communication and imitation in limit order markets. European Physical Journal B (The), 71(4), pp. 489-497. doi: 10.1140/epjb/e2009-00337-6

Chiarella, C., Iori, G. and Perello, J. (2008). The impact of heterogeneous trading rules on the limit order book and order flows. Journal Of Economic Dynamics & Control, 33(3), pp. 525-537. doi: 10.1016/j.jedc.2008.08.001

Carvalho, R. and Iori, G. (2008). Socioeconomic networks with long-range interactions. Physical Review E, 78(1), doi: 10.1103/PhysRevE.78.016110

Iori, G., Reno, R., de Masi, G. and Caldarelli, G. (2007). Trading strategies in the Italian interbank market. Physica A: Statistical Mechanics and its Applications, 376, pp. 467-479. doi: 10.1016/j.physa.2006.10.053

De Masi, G., Iori, G. and Caldarelli, G. (2006). Fitness model for the Italian interbank money market. Physical Review E (PRE), 74(6), doi: 10.1103/PhysRevE.74.066112

Precup, O. V. and Iori, G. (2004). A comparison of high-frequency cross-correlation measures. Physica A: Statistical Mechanics and its Appliations, 344(1-2), pp. 252-256. doi: 10.1016/j.physa.2004.06.127

Iori, G. (2002). A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions. Journal of Economic Behavior & Organization, 49(2), pp. 269-285. doi: 10.1016/S0167-2681(01)00164-0

Iori, G. and Jafarey, S. (2001). Criticality in a model of banking crises. Physica A: Statistical Mechanics and its Applications, 299(1-2), pp. 205-212. doi: 10.1016/S0378-4371(01)00297-7

Iori, G. (2001). Scaling and multiscaling in financial markets. AIP Conference Proceedings, 553, pp. 297-302. doi: 10.1063/1.1358199

Iori, G. and Marinari, E. (1997). On the stability of the mean-field spin glass broken phase under non-Hamiltonian perturbations. Journal Of Physics A: Mathematical and General, 30(13), pp. 4489-4511. doi: 10.1088/0305-4470/30/13/007

Marconi, U.M.B., Crisanti, A. and Iori, G. (1997). Soluble phase field model. Physical Review E, 56(1), doi: 10.1103/PhysRevE.56.77

Garel, T., Iori, G. and Orland, H. (1996). Variational study of the random-field XY model. Physical Review B, 53(6), doi: 10.1103/PhysRevB.53.R2941

Bouchaud, J-P., Iori, G. and Sornette, D. (1995). Real-world options: smile and residual risk. Risk, 9(3), pp. 61-63.

Iori, G., Marinari, E. and Parisi, G. (1994). Non-exponential relaxation time scales in disordered systems: An application to protein dynamics. Europhysics Letters, 25(7), doi: 10.1209/0295-5075/25/7/003

Book Section

Iori, G. and Koulovassilopoulos, V. (2004). Patterns of consumption in a discrete choice model with asymmetric interactions. In: Barnett, William A., Deissenberger, Christophe and Feichtenberg, Gustav (Eds.), Economic Complexity. International Symposia in Economic Theory and Econometrics (14). (pp. 215-236). Emerald Group Publishing Limited. ISBN 0-444-51433-3

Monograph

Temizsoy, A., Iori, G. and Montes-Rojas, G. (2016). Network Centrality and Funding Rates in the e-MID Interbank Market (Report No. 16/08). London, UK: Department of Economics, City, University of London.

Iori, G. and Porter, J. (2012). Agent-Based Modelling for Financial Markets (Report No. 12/08). London, UK: Department of Economics, City University London.

Iori, G., Kapar, B. and Olmo, J. (2012). The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation (Report No. 12/03). London, UK: Department of Economics, City University London.

Hatzopoulos, V. and Iori, G. (2012). Information theoretic description of the e-Mid interbank market: implications for systemic risk (Report No. 12/04). London, UK: Department of Economics, City University London.

Gabbi, G., Germano, G., Hatzopoulos, V., Iori, G. and Politi, M. (2012). Market microstructure, bank's behaviour and interbank spreads (Report No. 12/06). London, UK: Department of Economics, City University London.

Kovaleva, P. and Iori, G. (2012). Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity (Report No. 12/05). London, UK: Department of Economics, City University London.

Iori, G. and Tedeschi, G. (2010). Herding effects in order driven markets: The rise and fall of gurus (Report No. 10/05). London, UK: Department of Economics, City University London.

Iori, G. and Deissenberg, C. (2008). An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture (Report No. 08/03). London, UK: Department of Economics, City University London.

Chiarella, C., Iori, G. and Perello, J. (2008). The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (Report No. 08/04). London, UK: Department of Economics, City University London.

Carvalho, R. and Iori, G. (2007). Socioeconomic networks with long-range interactions (Report No. 07/12). London, UK: Department of Economics, City University London.

Mattiussi, V. and Iori, G. (2006). Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis (Report No. 06/09). London, UK: Department of Economics, City University London.

Jeannin, M., Iori, G. and Samuel, D. (2006). Modeling stock pinning (Report No. 06/04). London, UK: Department of Economics, City University London.

Iori, G., Reno, R., de Masi, G. and Caldarelli, G. (2006). Trading strategies in the Italian interbank market (Report No. 06/03). London, UK: Department of Economics, City University London.

Iori, G. and Precup, O. V. (2006). Weighted network analysis of high frequency cross-correlation measures (Report No. 06/10). London, UK: Department of Economics, City University London.

de Masi, G., Iori, G. and Caldarelli, G. (2006). A fitness model for the Italian interbank money market (Report No. 06/08). London, UK: Department of Economics, City University London.

Precup, O. V. and Iori, G. (2005). Cross-correlation measures in the high-frequency domain (Report No. 05/04). London, UK: Department of Economics, City University London.

Iori, G., Masi, G. D., Precup, O. V., Gabbi, G. and Caldarelli, G. (2005). A network analysis of the Italian oversight money market (Report No. 05/05). London, UK: Department of Economics, City University London.

This list was generated on Sun Oct 21 04:29:41 2018 UTC.