Publication: A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing
A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing
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Perillo, C., & Battiston, S. (2018). A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing. Applied Network Science, 3, 49. https://doi.org/10.1007/s41109-018-0098-8
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Over the last decades, both advanced and emerging economies have experienced a striking increase in the intra-financial activity across different asset classes and increasingly complex contract types, leading to a far more complex financial system. Until the 2007-2008 crisis, the increased financial intensity and complexity was believed beneficial in making the financial system more resilient and less vulnerable to shocks. However, in 2007-2008, the advanced economies suffered the biggest financial crisis since the 1930s, followed by
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- Perillo, Chiara
- Battiston, Stefano
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Perillo, C., & Battiston, S. (2018). A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing. Applied Network Science, 3, 49. https://doi.org/10.1007/s41109-018-0098-8
