Access Statistics for Erik Vogt

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Changes in the Returns to Market Making 0 1 3 17 0 1 4 38
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 2 21 0 0 2 22
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 0 1 19
Global price of risk and stabilization policies 0 0 0 68 0 0 1 90
Global variance term premia and intermediary risk appetite 0 0 0 46 0 0 2 67
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 1 3 53
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 1 18 0 0 3 34
Has U.S. Treasury Market Liquidity Deteriorated? 1 1 1 28 1 1 4 73
Intraday market making with overnight inventory costs 0 0 0 30 0 1 5 132
Market liquidity after the financial crisis 0 0 1 161 0 0 4 282
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 1 16 0 0 4 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 74 2 2 12 218
Option-implied term structures 0 0 0 28 0 1 2 76
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 2 19 0 0 3 55
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 1 2 71 2 3 10 398
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 18 0 0 1 38
Total Working Papers 1 3 15 640 5 10 61 1,688


Statistics updated 2025-05-12