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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 [email protected]

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

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