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 0 0 17 0 3 10 48
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 1 2 24 0 4 19 43
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 6 25 45
Global price of risk and stabilization policies 0 0 0 68 0 5 16 106
Global variance term premia and intermediary risk appetite 0 0 0 46 0 5 17 84
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 6 12 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 14 25 59
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 0 2 9 83
Intraday market making with overnight inventory costs 0 0 0 30 1 4 13 146
Market liquidity after the financial crisis 0 0 2 164 0 4 27 317
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 2 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 1 5 25 246
Option-implied term structures 0 1 1 29 1 4 11 87
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 1 4 15 71
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 2 74 1 6 29 432
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 19 0 0 7 46
Total Working Papers 0 2 8 654 5 74 277 1,988

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Statistics updated 2026-07-10