The Crash of the Financial System: Bad Luck or Bad Structure
The 2009 Conference was held at UTS Sydney at the main campus at 1 Broadway on Wednesday 28th, Thursday 29th and Friday 30th October.
Keynote speakers included: Professor Harrison Hong, Princeton University, Professor David Vine, The University of Oxford and Dr Robert Eisenbeis former Executive Vice President - Federal Reserve Bank of Atlanta.
Available Speaker Papers
The Impact of Short-Selling Constraints on Financial Market Stability in a Model with Heterogeneous Agents (PDF, 485k, 30pages)
Mikhail Anufriev - CeNDEF, University of Amsterdam
How do investors react under uncertainty? (PDF, 260k, 27pages)
Ron Bird - Paul Woolley Centre for Capital Market Dysfunctionality, UTS
The Financial Instability Hypothesis: a Stochastic Microfoundation Framework. (PDF, 581k, 27pages)
Corrado Di Guilmi - University of Technology, Sydney
Who wins and who loses among individual investors? (PDF, 181k, 45pages)
David Gallagher - University of Technology, Sydney
Does the market maker stabilize the market? (PDF, 1781k, 32pages)
Tony He - University of Technology, Sydney
A model of endogenous credit creation and a credit crunch (PDF, 238k, 24pages)
Steve Keen - University of Western Sydney
Jump and Cojump Risk in Subprime Home Equity Derivatives (PDF, 412k, 50pages)
Bruce Mizrach - Rutgers University
Are short-sellers manipulating the market?
Talis Putnins - The University of Sydney
The financial crisis, global imbalances, and the International Monetary System.
David Vines - The University of Oxford