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 1 15 1 1 2 35
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 1 1 20 0 1 3 21
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 0 0 18
Global price of risk and stabilization policies 0 0 2 68 1 1 4 90
Global variance term premia and intermediary risk appetite 0 0 1 46 1 2 3 67
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 2 22 0 0 4 50
Has Liquidity Risk in the Treasury and Equity Markets Increased? 1 1 1 18 2 2 2 33
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 1 27 2 2 6 71
Intraday market making with overnight inventory costs 0 0 0 30 1 3 8 131
Market liquidity after the financial crisis 0 0 1 160 0 0 6 278
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 1 1 1 16 2 3 5 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 0 73 1 3 7 211
Option-implied term structures 0 0 2 28 0 0 3 74
Redemption Risk of Bond Mutual Funds and Dealer Positioning 1 2 3 19 1 2 8 54
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 1 69 0 2 9 390
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 18 1 1 3 38
Total Working Papers 4 6 17 631 13 23 73 1,654


Statistics updated 2024-09-04