International Conferences on Sovereign Bond Markets

Liquidity, Credit Risk and the Effectiveness of Central Bank Intervention

Tokyo - June 4-5, 2014

Dear Colleagues and Friends,

It is our pleasure to invite you to attend the 1st International Conference on Sovereign Bond Markets.

The conference this year focuses on Liquidity, Credit Risk and the Effectiveness of Central Bank Intervention.

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 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.


The Scientific Committee for the Tokyo Conference

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, Federal Reserve



Mitsubishi UFJ Financial Group
Deutsche Asset & Wealth Management
CFA Institute

CREDIT Network