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2006 MTS Conference on Financial Markets

Research Papers

Return to 2006 MTS Conference on Financial Markets

The following research papers were discussed at the third annual MTS Conference on Financial Markets. To view the paper, please click on the document.
These papers are protected by copyright and other intellectual property laws. All rights are reserved by their respective authors.

MTS London Conference

Papers for Consideration 6-8 July 2006 Istanbul, Turkey

N. Institution Submitted by Title of the Paper Date submitted Download
1__Alessandro BEBER, HEC, University of Lausanne Michael BRANDT, Duke University, and Ken KAVAJECZ, University of WisconsinFlight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market6/2006Download
2__Authors: Frank SKINNER, University of Surrey and Alfonso DUFOUR, ICMA, Reading Degrees of Specialness: An Empirical Analysis of the Italian BTP Repo Market 11/1/2008Download
3__Kathy YUAN, University of Michigan and Robert F. DITTMAR, University of Michigan The Price Impact of Sovereign Bonds4/2006Download
4Northwestern UniversityJakub Kastl*Discrete Bids and Empirical Inference in Divisible Good Auctions14/12/2005Download
5Orly SADE, Hebrew University, Menachem BRENNER, New York University and Dan GALAI, Hebrew University Orly SADE, Hebrew University, Menachem BRENNER, New York University and Dan GALAI, Hebrew UniversityAuctioning Financial Assets: Discriminatory vs. Uniform, which Method is preferred?12/5/2006Download
6Seoul National University"Todd GORMLEY, MIT, JOHNSON, MIT, NBER and CEPR and Changyong RHEECorporate Bonds: A Spare Tire in Emerging Markets? 28/4/2008Download
7University of Southern CaliforniaAntonio SANGVINATSOSPortfolio Choice: The Hedging Role of Corporate Bonds 4/2005Download
8Université de ToulouseBruno BIAIS, IDEI; Fany DE CLERCK, IDEILiquidity & Price Discovery in the European Corporate Bond Market 5/2006Download