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 1 17 0 0 2 39
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 1 22 1 1 4 26
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 2 2 4 22
Global price of risk and stabilization policies 0 0 0 68 2 4 5 95
Global variance term premia and intermediary risk appetite 0 0 0 46 1 2 2 69
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 1 23 0 2 4 55
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 2 2 36
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 2 29 0 0 4 75
Intraday market making with overnight inventory costs 0 0 0 30 1 3 6 137
Market liquidity after the financial crisis 0 1 2 163 4 8 18 299
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 0 0 0 16 3 6 6 99
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 0 0 1 75 3 5 14 228
Option-implied term structures 0 0 0 28 1 4 6 80
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 1 20 2 3 4 59
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 3 73 4 6 16 411
What's Driving Dealer Balance Sheet Stagnation? 0 0 1 19 1 1 2 40
Total Working Papers 0 1 13 649 25 49 99 1,770


Statistics updated 2025-12-06