Scientific Committee

The Sixth MTS Conference on Financial Markets has now ended.

You can find here the following papers:

"Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt"

"Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change"

"How well did Libor Measure Bank Wholesale funding Rates during the Crisis"

Please contact author James Vickery directly to request a copy of the paper.

" Analysing Default Risk and Liquidity Demand in Canada during the Financial Crisis"

Please contact the authors for a copy of the paper.

"Finding a Good Price in Opaque Over-the-Counter Markets"

"Risk-Sharing or Risk-Taking? Financial Innovation, Margin Requirements and Incentives"

"Securities Market Structure Trading Fees and Investors Welfare"

"The Determinants of the CDS-Bond Basis During the Financial Crisis of 2007-2009"

" Does the tail Wag the Dog? The Price Impact of CDS Trading?"