Access Statistics for Erik Vogt

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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 1 1 3 17 1 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 1 1 19
Global price of risk and stabilization policies 0 0 1 68 0 0 2 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 1 2 23 1 2 5 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? 0 0 1 27 0 1 6 72
Intraday market making with overnight inventory costs 0 0 0 30 1 1 7 132
Market liquidity after the financial crisis 0 0 1 161 0 1 7 282
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 0 2 10 216
Option-implied term structures 0 0 0 28 1 2 2 76
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 3 19 0 0 4 55
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 1 1 3 71 1 1 11 396
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 18 0 0 1 38
Total Working Papers 2 3 19 639 5 12 71 1,683


Statistics updated 2025-03-03