Október 3.-4.-én szervezzük a Corvinus Befektetések és Vállalati Pénzügy Tanszékével közösen az éves Pénzügyi Piacok Likviditása Konferenciát. Bár a cím alapján esetleg kevesen gondolnák, a pénzügyi likviditás és kockázat témakörében is rengeteg játékelméletet találunk
Annual Financial Market Liquidity Conference
Budapest, Hungary, 3rd-4th October, 2013
Program Plan*
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Downloadable version (in pdf) |
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Thursday |
3rd October, 2013 |
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8.30-9.15 |
Registration, coffee |
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9.15-9.30 |
Opening |
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Session T1, chair: Péter Csóka |
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9.30-10.15 |
Carlo Acerbi: Preliminary Results on Cross Impact Effects |
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10.15-11.00 |
Balázs Székely: MSCI Equity Market Impact Model |
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11.00-11.30 |
Coffee break |
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Session T2, chair: János Levendovszky |
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11.30-12.15 |
Rhodri Preece: Dark Trading, Market Quality, and Global Policy Developments |
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12.15-12.45 |
Péter Juhász: The Effects of the Economics Crisis on the Liquidity of the Hungarian Firms |
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12.45-14.00 |
Lunch break |
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Session T3, chair: László Á. Kóczy |
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14.00-14.45 |
Sebastien Pouget: Liquidity Formation and Preopening Periods in Financial Markets |
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14.45-15.30 |
Péter Kondor: Liquidity Risk and the Dynamics of Arbitrage Capital |
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15.30-16.00 |
Coffee break |
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Session T4, chair: Zsolt Szekeres |
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16.00-16.30 |
Sebastian Bethke: The Correlation Puzzle: The Interaction of Bond and Risk Correlation |
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16.30-17.00 |
György Varga - Ricardo Brito: Equity Premium in Brazil |
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17.00-18.00 |
Poster session (abstracts downloadable) |
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19.00-22.00 |
Conference dinner (Venue: Hungarian Academy of Sciences at Széchenyi István square) |
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Friday |
4th October, 2013 |
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8.30-9.00 |
Coffee break |
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Session F1, chair: Péter Mihályi |
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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 |
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9.30-10.00 |
Tamás Erb - Dániel Havran: Explaining the Network of Liquidity Providers on the OTC Credit Derivative Markets |
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10.00-10.30 |
Vilmos Fliszár: In the Shadow of LIBOR - The Attribution of BUBOR Market |
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10.30-11.00 |
Coffee break |
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Session F2, chair: János Száz |
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11.00-11.45 |
Chris Golden: Thoughts Towards a New Theory of Money and Liquidity |
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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 |
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12.15-13.30 |
Lunch break |
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Session F3, chair: Zsolt Bihary |
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13.30-14.15 |
Daniel Fricke: Structure and Dynamics of the Italian Interbank Network |
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14.15-14.45 |
Kornél Kisgergely: Public Debt Financing in Foreign Currency: A Practitioner's Views |
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14.45-15.15 |
Coffee break |
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Session F4, chair: Gábor Kőrösi |
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15.15-16.00 |
István P. Székely: The Future of European Banking and Capital Flows to and Liquidity in Countries Outside the Banking Union |
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16.00-16.30 |
Ákos Horváth - Péter Medvegyev: Calculation of Asian Option Prices: Twenty Years Later |
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16.30-16:45 |
Closing |
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*The organizers reserve the right to change the program.
