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2007. szeptember 14-15. 3rd Annual Central Bank Workshop on the Microstructure of Financial Markets


Magyar Nemzeti Bank (the central bank of Hungary), Budapest, Hungary

14th -15th September, 2007

The Financial Analysis Department of the Magyar Nemzeti Bank is organising a two-day workshop on the microstructure of foreign exchange, equity and fixed income markets. This workshop is a continuation of previous events of similar focus held by the Norges Bank in 2005 and the Bank of Canada in 2006. The conference will provide an opportunity for researchers and practitioners to discuss theoretical and empirical issues regarding the microstructure of financial markets.

One important aim of the workshop is to foster the interaction between microstructure researchers working on different financial markets. We believe there are potentially many gains to trade from interaction between researchers who use the same tools, but apply them to different markets and different issues. The previous workshops focused on currency and equity markets. This time we widen the scope to include the microstructure of fixed income markets, given the increased research interest in this field, and key role of fixed income markets for monetary policy. We particularly encourage contributions bridging the gaps between the different markets.

The keynote speakers of the event will be Prof. Bruno Biais (Toulouse University) and Prof. Martin Evans (Georgetown University).

The programmes of the previous two workshops can be accessed at the following websites:

Organising committee

Martin Evans (Georgetown University);

Michael Fleming (Federal Reserve Bank of New York);
Thierry Foucault (HEC Paris);
Áron Gereben (Magyar Nemzeti Bank);
Ingrid Lo (Bank of Canada); 
Bernt A. Odegaard (Norwegian School of Management)
Christine Parlour (UC Berkeley)
Dagfinn Rime (Norges Bank);