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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 |
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*The organizers reserve the right to change the program.
Last modified: 2018.11.30.
