9th International Conference on Government Bond Markets

We cordially invite you to submit a paper for the 9th International Conference on Government Bond Markets: SOVEREIGN BOND MARKETS IN UNSTABLE TIMES, to be held April 27 – 28, 2023, Boston College Paper Submission at soeverein.conferencewhatever@greta.itDeadline for submission: December 1, 2022 This year’s conference focuses on Sovereign Bond Markets in Unstable Times and is hosted by the Carroll School of Management, Boston College. Co-organizers include NYU Stern/Volatility and Risk Institute, Leibniz Institute for Financial Research SAFE, Imperial College/Brevan Howard Center for Financial Analysis, London Business School/AQR Asset Management Institute, Bank of Canada, Deutsche Bundesbank, and the European Central Bank.

Recent financial and real instability has presented many unprecedented challenges for central banks and governments in both industrialized countries and emerging markets. As financial markets process the latest round of QE tapering, rampant inflation is taking root in advanced economies, while the protracted war in Ukraine and new coronavirus waves in China are both putting pressure on global supply chains and destabilizing the pre-existing economic and geopolitical order. . This unprecedented confluence of challenges will force policymakers to adopt new, often untried, strategies to fight inflation and ensure stable deficit financing, while minimizing the potential disruptions to their actions on both Wall Street and Main Street — from liquidity drainage to excessive economic contraction to volatility and financial instability.

Subjects:

We request theoretical and empirical papers on the interactions between government bond markets and conventional and unconventional monetary policy, regulation, fiscal policy, foreign exchange and the macroeconomics in volatile times. Topics of interest include (but are not limited to):

Unconventional monetary policy during periods of turmoil and: Financial asset pricing and exchange rates Divergent policy-making around the world Market participants, primary dealers and other institutionsRisk-taking by banksSpillovers and network effects from US/Europe/Japan to other economies Asset classesCurrency regimesInvestment and financial decisions of companiesFinancial market liquidity The impact of inflation-driven monetary and fiscal policies on government bond markets Financial stability in an unstable world and: Sovereign risk in inflationary or recessive economies Quantitative tightening The banking-state government “doom loop” Financial disruptions and their real effects.

While the above topics define the broad outline of the areas of interest, papers in related areas may also be considered. The final program includes both submitted and invited papers. The conference will also include a panel discussion on the key unresolved issues in government bond markets.

Those wishing to present a paper at the conference must submit it by December 1, 2022 to soeverein.conference@greta.it.

Acceptance decisions will be made on February 1, 2023.

The final version of accepted papers must be received by March 1, 2023.

IMPORTANT DATA

December 1, 2022 Deadline for submission of papers February 1, 2023 Notification of acceptance of papers March 1, 2023 Deadline for sending final version of accepted papers

CONFERENCE WEBSITE

Visit the conference webpage at www.greta.it/index.php/it/sbm-2023 for more information on current and past conferences.

SCIENTIFIC COMMITTEE

Rui Albuquerque, Carroll School of Management, Boston CollegePierluigi Balduzzi, Carroll School of Management, Boston CollegeKartik Anand, Deutsche BundesbankAntonio Diez de los Rios, Bank of CanadaRobert Engle, NYU SternMichael Fleming, Federal Reserve Bank of New YorkEdith Hotchkiss, Carroll School of Management, Boston College Simone Manganelli, European Central BankEmanuel Moench, Frankfurt SchoolPaolo Pasquariello, Ross School of Business, University of Michigan Loriana Pelizzon, Leibniz Institute SAFEstephen Schaefer, London Business SchoolPhilip Strahan, Carroll School of Management, Boston CollegeMarti G. Subrahmanyam, NYU SternMilena Wittwer, Carroll School of Management of Management, Boston College Toshinao Yoshiba, Bank of Japan and Tokyo Metropolitan University

Leave a Comment