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 1 6 7 45
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 1 22 1 11 15 37
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 2 14 17 36
Global price of risk and stabilization policies 0 0 0 68 0 5 10 100
Global variance term premia and intermediary risk appetite 0 0 0 46 5 8 10 77
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 1 2 4 57
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 1 8 10 44
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 2 29 0 6 9 81
Intraday market making with overnight inventory costs 0 0 0 30 1 5 10 142
Market liquidity after the financial crisis 1 1 3 164 3 13 30 312
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 1 7 13 106
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 2 11 23 239
Option-implied term structures 0 0 0 28 0 3 7 83
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 2 7 11 66
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 1 1 3 74 5 14 29 425
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 19 0 5 7 45
Total Working Papers 2 2 12 651 25 125 212 1,895

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Statistics updated 2026-03-04