Browsing All of EconStor by Author Vogt, Erik
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2014 | Option-implied term structures | Vogt, Erik |
2015 | Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds | Adrian, Tobias; Crump, Richard; Vogt, Erik |
2016 | Market liquidity after the financial crisis | Adrian, Tobias; Fleming, Michael; Vogt, Erik |
2016 | Global variance term premia and intermediary risk appetite | Van Tassel, Peter; Vogt, Erik |
2016 | Global price of risk and stabilization policies | Adrian, Tobias; Stackman, Daniel; Vogt, Erik |
2016 | Intraday market making with overnight inventory costs | Adrian, Tobias; Capponi, Agostino; Vogt, Erik; Zhang, Hongzhong |
2017 | An index of treasury market liquidity: 1991-2017 | Adrian, Tobias; Fleming, Michael; Vogt, Erik |