Chair:

Michiel van Leuvensteijn, CPB

• Pathology of a heart attack: The LIBOR market, Jagjit S. Chadha, Kent University at Canterbury, Centre for International Macroeconomics and Finance, Cambridge University
• Contagion in the credit default swap market: The case of the GM and Ford crisis in 2005, Virginie Coudert, Bank of France, CEPII, Mathieu Gex, Bank of France, CERAG, University of Grenoble 2
• Towards a more integrated money market in Europe? A comparison study on bank contagion risk in Europe and in the U.S.A. via extreme dependence of credit default swap spreads, Bei Xu, LAREefi, University of Montesquieu Bordeaux IV
• Risk of liquidity and contagion of the crisis in the US, UK and euro area money markets, Bertrand Blancheton,GREThA, University of Montesquieu-Bordeaux IV, Christian Bordes, CES, University of Paris I, Samuel Maveyraud, GREThA, University of Montesquieu-Bordeaux IV, Philippe Rous, LAPE, University of Limoges