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 0 0 0 17 2 3 9 47
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 1 2 3 24 2 5 19 41
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 6 11 26 45
Global price of risk and stabilization policies 0 0 0 68 4 5 15 105
Global variance term premia and intermediary risk appetite 0 0 0 46 5 12 17 84
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 5 8 11 64
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 6 8 17 51
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 1 29 2 2 10 83
Intraday market making with overnight inventory costs 0 0 0 30 3 4 13 145
Market liquidity after the financial crisis 0 1 3 164 4 8 35 317
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 2 5 17 110
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 3 7 26 244
Option-implied term structures 1 1 1 29 2 2 9 85
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 3 6 15 70
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 1 3 74 2 8 30 428
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 19 0 1 8 46
Total Working Papers 2 5 14 654 51 95 277 1,965


Statistics updated 2026-05-06