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 3 17 1 1 5 39
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 1 2 22 0 2 3 24
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 1 2 20
Global price of risk and stabilization policies 0 0 0 68 0 0 1 90
Global variance term premia and intermediary risk appetite 0 0 0 46 0 0 1 67
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 0 3 53
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 1 18 0 0 3 34
Has U.S. Treasury Market Liquidity Deteriorated? 0 1 2 29 0 1 5 74
Intraday market making with overnight inventory costs 0 0 0 30 0 1 3 133
Market liquidity after the financial crisis 0 1 2 162 0 8 12 290
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 1 16 0 0 2 93
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 74 0 3 11 221
Option-implied term structures 0 0 0 28 0 0 2 76
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 1 2 20 0 1 3 56
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 1 3 72 1 6 14 404
What's Driving Dealer Balance Sheet Stagnation? 0 1 1 19 0 1 2 39
Total Working Papers 0 6 19 646 2 25 72 1,713


Statistics updated 2025-08-05