Erik Vogt
Erik Vogt
Independent
Verifierad e-postadress på citadel.com - Startsida
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Market liquidity after the financial crisis
T Adrian, M Fleming, O Shachar, E Vogt
Annual Review of Financial Economics 9, 43-83, 2017
1182017
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
T Adrian, RK Crump, E Vogt
The Journal of Finance 74 (4), 1931-1973, 2019
512019
Has US Treasury market liquidity deteriorated?
T Adrian, MJ Fleming, D Stackman, E Vogt
Federal Reserve Bank of New York, 2015
322015
An index of Treasury market liquidity: 1991-2017
T Adrian, MJ Fleming, E Vogt
FRB of NY Staff Report, 2017
192017
Global price of risk and stabilization policies
T Adrian, D Stackman, E Vogt
IMF Economic Review 67 (1), 215-260, 2019
122019
Intraday market making with overnight inventory costs
T Adrian, A Capponi, M Fleming, E Vogt, H Zhang
Journal of Financial Markets, 100564, 2020
82020
Has liquidity risk in the Treasury and equity markets increased
T Adrian, M Fleming, D Stackman, E Vogt
Liberty Street Economics. Federal Reserve Bank of New York, 2015
82015
Has liquidity risk in the corporate bond market increased?
T Adrian, M Fleming, O Shachar, D Stackman, E Vogt
Liberty Street Economics, Federal Reserve Bank of New York, 2015
72015
Global variance term premia and intermediary risk appetite
P Van Tassel, E Vogt
FRB of NY Staff Report, 2016
52016
Redemption risk of bond mutual funds and dealer positioning
T Adrian, O Shachar, E Vogt, MJ Fleming
Liberty Street Economics, 2015
52015
What's driving dealer balance sheet stagnation?
T Adrian, MJ Fleming, D Stackman, E Vogt
Federal Reserve Bank of New York, 2015
52015
Corporate bond market liquidity redux: more price-based evidence
T Adrian, MJ Fleming, E Vogt, Z Wojtowicz
Federal Reserve Bank of New York, 2016
32016
A Note on Measuring Illiquidity Jumps
T Adrian, M Fleming, E Vogt
Technical note, Federal Reserve Bank of New York, 2015
22015
Option-implied term structures
E Vogt
Available at SSRN 2541954, 2014
22014
Liberty Street Economics
JR Abel, R Deitz
The value of a college degree. Retrieved from http://libertystreeteconomics …, 2014
22014
Global Pricing of Risk and Stabilization Policies
T Adrian, D Stackman, E Vogt
12017
Essays on the econometrics of option prices
E Vogt
Duke University, 2014
12014
Term structures, shape constraints, and inference for option portfolios
E Vogt
Shape Constraints, and Inference for Option Portfolios (October 30, 2013), 2013
12013
DP12248 Market Liquidity after the Financial Crisis
T Adrian, MJ Fleming, O Shachar, E Vogt
2017
DP12245 Intraday Market Making with Overnight Inventory Costs
T Adrian, A Capponi, E Vogt, H Zhang
2017
Systemet kan inte utföra åtgärden just nu. Försök igen senare.
Artiklar 1–20