| Market liquidity after the financial crisis T Adrian, M Fleming, O Shachar, E Vogt Annual Review of Financial Economics 9, 43-83, 2017 | 183 | 2017 |
| 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 | 125 | 2019 |
| Has US Treasury market liquidity deteriorated? T Adrian, MJ Fleming, D Stackman, E Vogt Liberty Street Economics, 2015 | 36 | 2015 |
| An index of Treasury Market liquidity: 1991-2017 T Adrian, MJ Fleming, E Vogt FRB of NY Staff Report, 2017 | 29 | 2017 |
| Global price of risk and stabilization policies T Adrian, D Stackman, E Vogt IMF Economic Review 67, 215-260, 2019 | 22 | 2019 |
| Intraday market making with overnight inventory costs T Adrian, A Capponi, M Fleming, E Vogt, H Zhang Journal of Financial Markets 50, 100564, 2020 | 20 | 2020 |
| Has liquidity risk in the corporate bond market increased? T Adrian, MJ Fleming, O Shachar, D Stackman, E Vogt Liberty Street Economics, 2015 | 9 | 2015 |
| Has liquidity risk in the Treasury and equity markets increased? T Adrian, MJ Fleming, D Stackman, E Vogt Liberty Street Economics, 2015 | 8 | 2015 |
| Global variance term premia and intermediary risk appetite P Van Tassel, E Vogt FRB of NY Staff Report, 2016 | 6 | 2016 |
| What's Driving Dealer Balance Sheet Stagnation? T Adrian, MJ Fleming, D Stackman, E Vogt Liberty Street Economics, 2015 | 6 | 2015 |
| Market Liquidity after the Financial Crisis (Federal Reserve Bank of New York Staff Report No. 796) T Adrian, M Fleming, O Shachar, E Vogt | 5 | 2017 |
| Redemption risk of bond mutual funds and dealer positioning T Adrian, MJ Fleming, O Shachar, E Vogt Liberty Street Economics, 2015 | 5 | 2015 |
| Corporate bond market liquidity redux: more price-based evidence T Adrian, MJ Fleming, E Vogt, Z Wojtowicz Liberty Street Economics, 2016 | 4 | 2016 |
| A note on measuring illiquidity jumps T Adrian, M Fleming, E Vogt Technical note, Federal Reserve Bank of New York, 2015 | 3 | 2015 |
| Option-implied term structures E Vogt Available at SSRN 2541954, 2014 | 3 | 2014 |
| Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity? T Adrian, MJ Fleming, E Vogt, Z Wojtowicz Liberty Street Economics, 2016 | 2 | 2016 |
| Changes in the returns to market making T Adrian, MJ Fleming, O Shachar, D Stackman, E Vogt Liberty Street Economics, 2015 | 2 | 2015 |
| Global pricing of risk and stabilization policies T Adrian, D Stackman, E Vogt Federal Reserve Bank of New York Staff Report, 2017 | 1 | 2017 |
| Essays on the econometrics of option prices E Vogt Duke University, 2014 | 1 | 2014 |
| Term structures, shape constraints, and inference for option portfolios E Vogt Shape Constraints, and Inference for Option Portfolios (October 30, 2013), 2013 | 1 | 2013 |
Tobias AdrianInternational Monetary FundVerified email at imf.org
