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 2 17 0 1 4 39
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 2 22 0 1 4 25
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 0 2 20
Global price of risk and stabilization policies 0 0 0 68 1 2 2 92
Global variance term premia and intermediary risk appetite 0 0 0 46 0 0 0 67
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 1 1 4 54
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 0 0 34
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 2 29 0 1 4 75
Intraday market making with overnight inventory costs 0 0 0 30 1 2 4 135
Market liquidity after the financial crisis 1 1 3 163 2 3 14 293
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 0 0 0 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 1 1 75 1 3 12 224
Option-implied term structures 0 0 0 28 0 0 2 76
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 0 0 1 56
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 1 4 73 2 4 15 407
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 19 0 0 1 39
Total Working Papers 1 3 17 649 8 18 69 1,729


Statistics updated 2025-10-06