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 0 0 9 48
Corporate Bond Market Liquidity Redux: More Price-Based Evidence 0 0 2 24 0 0 18 43
Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? 0 0 0 2 0 0 25 45
Global price of risk and stabilization policies 0 0 0 68 0 0 14 106
Global variance term premia and intermediary risk appetite 0 0 0 46 1 2 19 86
Has Liquidity Risk in the Corporate Bond Market Increased? 0 0 0 23 0 0 11 65
Has Liquidity Risk in the Treasury and Equity Markets Increased? 0 0 0 18 0 0 25 59
Has U.S. Treasury Market Liquidity Deteriorated? 0 0 0 29 0 0 8 83
Intraday market making with overnight inventory costs 0 0 0 30 1 2 13 148
Market liquidity after the financial crisis 0 0 1 164 1 4 28 321
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 1 1 1 17 2 2 19 112
Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds 2 2 2 77 3 6 28 252
Option-implied term structures 0 0 1 29 0 3 14 90
Redemption Risk of Bond Mutual Funds and Dealer Positioning 0 0 0 20 1 1 16 72
The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data 0 0 1 74 0 13 38 445
What's Driving Dealer Balance Sheet Stagnation? 0 0 0 19 0 0 7 46
Total Working Papers 3 3 8 657 9 33 292 2,021

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Statistics updated 2026-10-11