˜Anœ analysis of systemic risk in alternative securities settlement architectures

von Iori, Giulia
Veröffentlicht 2004

A threshold model for stock return volatility and trading volume

von Iori, Giulia
Veröffentlicht in International journal of theoretical and applied finance (2000)

A microsimulation of traders activity in the stock market : the role of heterogeneity, agents' interactions and trade frictions

von Iori, Giulia
Veröffentlicht in Journal of economic behavior & organization (2002)

˜Anœ analysis of systemic risk in alternative securities settlement architectures

von Iori, Giulia
Veröffentlicht 2004

Heterogeneous beliefs and quote transparency in an order-driven market

von Kovaleva, Polina
Veröffentlicht in Nonlinear economic dynamics and financial modelling (2014)

Gerolamo Trenti : pittore dal vero a Pomponesco nella bassa Lombardia

Veröffentlicht 2013

An analysis of systemic risk in alternative securities settlement architectures

von Iori, Giulia
Veröffentlicht 2004

Gerolamo Trenti : pittore dal vero a Pomponesco nella bassa Lombardia

von Iori, Giulia
Veröffentlicht 2013

A multi-agent methodology to assess the effectiveness of systemic risk-adjusted capital requirements

von Gurgone, Andrea
Veröffentlicht in Dynamic analysis in complex economic environments (2021)

Patterns of consumption in a discrete choice model with asymmetric interactions

von Iori, Giulia
Veröffentlicht in Economic complexity (2004)

Agent-based modeling for financial markets

von Iori, Giulia
Veröffentlicht in The Oxford handbook of computational economics and finance (2018)

Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises

von Gurgone, Andrea
Veröffentlicht 2020

The impact of reduced pre-trade transparency regimes on market quality

von Kovaleva, Polina
Veröffentlicht in Journal of economic dynamics & control (2015)

Currency futures volatility during the 1997 East Asian crisis : an application of Fourier analysis

von Mattiussi, Vanessa
Veröffentlicht in Debt, risk and liquidity in futures markets (2008)

An analysis of settlement risk contagion in alternative securities settlement architectures

von Iori, Giulia
Veröffentlicht in Computational methods in financial engineering (2008)

Empirical analyses of networks in finance

von Iori, Giulia
Veröffentlicht in Handbook of computational economics ; Volume 4: Heterogeneous agent modeling (2018)

Introduction special issue crises and complexity

von Hommes, Cars H.
Veröffentlicht in Journal of economic dynamics & control (2015)

Cross-correlation measures in the high-frequency domain

von Precup, Ovidiu V.
Veröffentlicht in The European journal of finance (2007)

The impact of heterogeneous trading rules on the limit order book and order flows

von Chiarella, Carl
Veröffentlicht in Journal of economic dynamics & control (2009)

The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model

von Gurgone, Andrea
Veröffentlicht in Journal of economic dynamics & control (2018)