Items where City Author is "Iori, G."

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Article

Temizsoy, A., Iori, G. & Montes-Rojas, G. (2016). Network Centrality and Funding Rates in the e-MID Interbank Market. Journal of Financial Stability, doi: 10.1016/j.jfs.2016.11.003

Iori, G., Politi, M., Germano, G. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & Politi, M. (2014). Market microstructure, banks' behaviour, and interbank spreads. Working paper,

Tedeschi, G., Iori, G. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & Iori, G. (1997). Soluble phase field model. Physical Review E, 56(1), doi: 10.1103/PhysRevE.56.77

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

Iori, G., Marinari, E. & 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. & Koulovassilopoulos, V. (2004). Patterns of consumption in a discrete choice model with asymmetric interactions. In: William A. Barnett, Christophe Deissenberger & Gustav Feichtenberg (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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & Iori, G. (2007). Socioeconomic networks with long-range interactions (Report No. 07/12). London, UK: Department of Economics, City University London.

Mattiussi, V. & 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. & 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. & Caldarelli, G. (2006). Trading strategies in the Italian interbank market (Report No. 06/03). London, UK: Department of Economics, City University London.

Iori, G. & 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. & 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. & 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. & Caldarelli, G. (2005). A network analysis of the Italian oversight money market (Report No. 05/05). London, UK: Department of Economics, City University London.

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