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Microstructure of Financial and Money Markets Paris, France 6th - 7th June 2006

Submission and Informations

The Research Directorate (DiR) of the Banque de France, the Research Center in Economics and Statistics (CREST-INSEE) and the Europlace Institut of Finance are inviting paper submissions for a conference on Microstructure of Financial and Money Markets to be held in Paris, on 6th-7th June 2006. Traditionally the literature on microstructure focuses on equity markets disregarding the money market. However, this latter is large in terms of volume and its understanding is central to all market participants. The conference will be devoted to recent advances in both theoretical and empirical microstructure, with a special focus on the money market. The aim is to bring together leading international researchers, practitioners as well as central bankers interested in this research area.
The submission of research papers is foreseen in (but not strictly limited to) the following topics.

  • Market structure
  • Integration and concentration of markets
  • Market stability, liquidity and transparency
  • Monetary policy implementation and the money market
  • High frequency data and the impact of news arrival
  • Understanding market volatility and risk

Keynote Speakers:

  • R. Engle (Stern Business School, New York University)
  • S. Vish Viswanathan (Fuqua School of Business, Duke University)

Paper submission:
Please send an email containing a copy of your paper in pdf format, an abstract and your contact information (name, affiliation, telephone and email address) to microstructure@banque-france.fr or microstructure@ensae.fr. Online submission will be soon possible on the web site at http://www.crest.fr. Submission should be done no later than March 31, 2006. Acceptance decision will be communicated by April 31, 2006.

Local Organizers:
Christian Gouriéroux, CREST-INSEE and Toronto University (gouriero@ensae.fr)
Caroline Jardet, Banque de France (Caroline.JARDET@banque-france.fr)
Gaëlle Le Fol, CREST-INSEE, Université of Evry and Banque de France (lefol@ensae.fr)
Natacha Valla, Banque de France (Natacha.VALLA@banque-france.fr)

Selected papers from the conference will be published in a special issue of the Annales d'Economie et de Statistique. Research summaries will be published in the Bulletin Mensuel or the Review of Financial Stability of the Banque de France.

Lunches and dinners will be provided at the conference venue.

Updated on: 10/23/2017 11:11