Bech, Morten L.; Chapman, James T.E.; Garratt, Rodney J. - In: Journal of Monetary Economics 57 (2010) 3, pp. 352-363
Liquidity flows through a financial network cannot be accurately described using external processing constraints alone. Behavioral aspects of participants also matter. A method similar to Google's PageRank procedure is used to produce a ranking of participants in the Canadian Large Value...