Skip to main content

Advertisement

Springer Nature is making SARS-CoV-2 and COVID-19 research free. View research | View latest news | Sign up for updates

Fig. 9 | Applied Network Science

Fig. 9

From: A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing

Fig. 9

The multilayer macro-network of financial exposures in the euro area; June 2017. Multilayer macro-network of financial exposures among the different institutional sectors operating in the euro area (i.e., Eurosystem (ECB&NCB), Monetary Financial Institutions excluding the Eurosystem (MFI excl. ECB&NCB), Other Financial Institutions (OFI), Non-MMF Investment Funds (Non-MMF IF), Insurance Corporations and Pension Funds (IC&PF), Households (HH), Non-Financial Corporations (NFC), General Governments (GG)), and the Rest of the World (RW), via i) loans and deposits (first layer, red links), ii) private and public debt securities (second layer, blue links), iii) APP securities (third layer, light blue links), and iv) shares and other equity (fourth layer, yellow links), with reference to the second quarter of 2017. Weights represent the outstanding financial exposures of a source institutional sector to a target institutional sector and they are normalized by total assets of the source. Data sources: (European Central Bank 2017b) and (European Central Bank 2017a)

Back to article page