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1st International Conference on Sovereign Bond Markets

Liquidity, Credit Risk and the Effectiveness

Of Central Bank Intervention

Center for Financial Research at Waseda University

Tokyo, Japan

4 – 5 June 2014


We solicit papers in the following areas, but other related areas may also be considered:

  • Contagion of liquidity and sovereign credit risk at the financial crisis:
  • Primary dealer liquidity provision in government bond markets
  • Central bank monetary policy and intervention, its effects on government bond price formation and market liquidity.

THE SCIENTIFIC COMMITTEE for the Tokyo Conference consists of:

Robert F. Engle, NYU Stern

Jun Uno, Waseda University

Monica Billio, University of Venice

Ester Faia, SAFE – Goethe University Frankfurt

Toshinao Yoshiba, Bank of Japan

Simone Manganelli, European Central Bank

Michael Fleming, New York Federal Reserve

The final program will include both submitted and invited papers and a keynote speaker: Robert F. Engle (Nobel Prize Laureate 2003, NYU Stern).

The Conference will also feature a panel discussion on researchers’ and practitioners’ views on the major outstanding issues in sovereign bond markets.


Those wishing to present a paper at the Conference should submit by February 28, 2014 to sovereign

Decisions regarding acceptance will be made by March 31, 2014.

The final version of accepted papers must be received by May 15, 2014.