1ST INTERNATIONAL CONFERENCE ON SOVEREIGN BOND MARKETS
LIQUIDITY, CREDIT RISK AND THE EFFECTIVENESS
OF CENTRAL BANK INTERVENTION
Center for Financial Research at Waseda University
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.
Decisions regarding acceptance will be made by March 31, 2014.
The final version of accepted papers must be received by May 15, 2014.