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Annual Financial Market Liquidity Conference
Budapest, Hungary, 3rd-4th October, 2013
Program Plan*

The approved presentations are downloadable in one password protected file here.

Downloadable program (in pdf)

Thursday

3rd October, 2013

8.30-9.15

Registration, coffee

9.15-9.30

Opening

Session T1, chair: Péter Csóka

9.30-10.15

Carlo Acerbi: Preliminary Results on Cross Impact Effects

10.15-11.00

Balázs Székely: MSCI Equity Market Impact Model

11.00-11.30

Coffee break

Session T2, chair: János Levendovszky

11.30-12.15

Rhodri Preece: Dark Trading, Market Quality, and Global Policy Developments

12.15-12.45

Péter Juhász: The Effects of the Economics Crisis on the Liquidity of the Hungarian Firms

12.45-14.00

Lunch break

Session T3, chair: László Á. Kóczy

14.00-14.45

Sebastien Pouget: Liquidity Formation and Preopening Periods in Financial Markets

14.45-15.30

Péter Kondor: Liquidity Risk and the Dynamics of Arbitrage Capital

15.30-16.00

Coffee break

Session T4, chair: Zsolt Szekeres

16.00-16.30

Sebastian Bethke: The Correlation Puzzle: The Interaction of Bond and Risk Correlation

16.30-17.00

György Varga - Ricardo Brito: Equity Premium in Brazil

17.00-18.00

Poster session (abstracts downloadable)

19.00-22.00

Conference dinner (Venue: Hungarian Academy of Sciences at Széchenyi István square)

Friday

4th October, 2013

8.30-9.00

Coffee break

Session F1, chair: Péter Mihályi

9.00-9.30

Zalán Kocsis - Csaba Csávás - István Mák - György Pulai: Interest Rate Derivative Markets in Hungary Between 2009 and 2012 in Light of the K14 Dataset

9.30-10.00

Tamás Erb - Dániel Havran: Explaining the Network of Liquidity Providers on the OTC Credit Derivative Markets

10.00-10.30

Vilmos Fliszár: In the Shadow of LIBOR - The Attribution of BUBOR Market

10.30-11.00

Coffee break

Session F2, chair: János Száz

11.00-11.45

Chris Golden: Thoughts Towards a New Theory of Money and Liquidity

11.45-12.15

Jerry Parwada - Donald Winchester - Bohui Zhang: Empirical Test of a Theory of Heterogeneous Investors, Trading Frenzies and Information Flow Around Public Information Releases

12.15-13.30

Lunch break

Session F3, chair: Zsolt Bihary

13.30-14.15

Daniel Fricke: Structure and Dynamics of the Italian Interbank Network

14.15-14.45

Kornél Kisgergely: Public Debt Financing in Foreign Currency: A Practitioner's Views

14.45-15.15

Coffee break

Session F4, chair: Gábor Kőrösi

15.15-16.00

István P. Székely: The Future of European Banking and Capital Flows to and Liquidity in Countries Outside the Banking Union

16.00-16.30

Ákos Horváth - Péter Medvegyev: Calculation of Asian Option Prices: Twenty Years Later

16.30-16:45

Closing

*The organizers reserve the right to change the program.

Last modified: 2016.07.28.