Call for Papers
4th Bank of Canada Conference on "Advances in Fixed Income Modeling"

May 2-3, 2013, Ottawa, Canada

The Bank of Canada will host its 4th bi-annual conference on Advances in Fixed Income Modeling in Ottawa, Canada on May 2 and 3, 2013. This conference will provide an opportunity for researchers from around the world to discuss a wide range of theoretical and empirical issues regarding recent modeling advances.

TOPICS: Possible topics include, but are not limited to, the following:
i. Multi-country term structure models
ii. Supply or quantity effects on the term structure of interest rates
iii. Money-market instruments
iv. Liquidity and market microstructure of fixed income markets
v. Macroeconomic determinants of yields
vi. Sovereign and credit risk models

PAPER SUBMISSION PROCEDURE: Anyone interested in presenting research at this conference should send a draft of their paper or a detailed abstract in electronic form to: Antonio Diez de los Rios: adiez@bankofcanada.ca by February 15, 2013.

The authors of accepted papers will be notified by March 15, 2013.

EXPENSES: The organizers will cover reasonable travel expenses for the author presenting the research and for discussants.

PARTICIPATION: The organizers invite interested academics and practitioners to attend the workshop and to be discussants. There is no fee for participation, but non-presenting and non-discussing participants will be responsible for their own expenses. If you are interested in attending, please send an e-mail to: Jonathan Witmer: jwitmer@bankofcanada.ca no later than April 1, 2013.

SCIENTIFIC COMMITTEE:
Antonio Diez de los Rios, Bank of Canada
Jean-Sebastien Fontaine, Bank of Canada