247 citations · 247 across the 2 of their papers we have counts for
2 papers
econ.GN2025
Central Bank Digital Currency, Flight-to-Quality, and Bank-Runs in an Agent-Based Model
Emilio Barucci, Andrea Gurgone, Giulia Iori +1
We analyse financial stability and welfare impacts associated with the introduction of a Central Bank Digital Currency (CBDC) in a macroeconomic agent-based model. The model consid…
q-fin.TR2007★ 247 cited
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
Carl Chiarella, Giulia Iori, Josep Perello
In this paper we develop a model of an order-driven market where traders set bids and asks and post market or limit orders according to exogenously fixed rules. Agents are assumed…