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 1 17 0 0 2 39
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 1 22 4 5 8 30
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 3 5 7 25
Global price of risk and stabilization policies 0 0 0 68 2 5 7 97
Global variance term premia and intermediary risk appetite 0 0 0 46 0 2 2 69
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 1 4 55
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 3 5 5 39
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 2 29 2 2 6 77
Intraday market making with overnight inventory costs 0 0 0 30 2 4 8 139
Market liquidity after the financial crisis 0 0 2 163 2 8 20 301
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 2 8 8 101
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 4 8 18 232
Option-implied term structures 0 0 0 28 1 5 7 81
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 2 5 6 61
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 3 73 7 11 23 418
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 19 1 2 3 41
Total Working Papers 0 0 13 649 35 76 134 1,805


Statistics updated 2026-01-09