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International Conferences on Sovereign Bond Markets

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Center for Financial Research at Waseda University (Tokyo, Japan), Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt (Frankfurt, Germany) and NYU Stern Salomon Center for the Study of Financial Institutions (New York, US) are co-sponsors of three conferences to be held respectively in Tokyo, Frankfurt am Main, and New York in the next two years.

The objective of these three conferences is to bring together academics, practitioners and policy-makers working in the area of sovereign bond markets. The participation of speakers such as prominent academics, industry experts as well as senior officials/researchers from the Bank of Japan, the European Central Bank and the Federal Reserve will provide an opportunity for participants engaged in research, investment/trading and policy-making at the forefront of this area to discuss both the causes and implications of recent events in sovereign bond markets and may, in turn, suggest fruitful directions for future research. The three Conferences are organised under the auspices of the CREDIT Network (Venice, Italy) and SYRTO project and would be dedicated to various aspects of sovereign bond markets.

A key motivation for the three conferences is to address the effects of recent non-standard central bank policy measures, such as government bond purchases and large liquidity injections, on sovereign risk and sovereign bond markets, especially given that these measures would ultimately have to be unwound.

1ST International Conference on Sovereign Bond Markets

Liquidity, Credit Risk, and the Effectiveness

of Central Bank Intervention

Waseda University

Tokyo, Japan, 4 Р5 June 2014

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

1. Contagion of liquidity and sovereign credit risk at the financial crisis:

2. Primary dealer liquidity provision in government bond markets

3. 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.

Conference Deadlines:

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.