Discussion paper DP13435 Global Price of Risk and Stabilization Policies Tobias Adrian Daniel Stackman Erik Vogt 7 Jan 2019 Financial Economics G12 G17 G01
Discussion paper DP12245 Intraday Market Making with Overnight Inventory Costs Tobias Adrian Agostino Capponi Erik Vogt 25 Aug 2017 Financial Economics G12 G17 G01
Discussion paper DP12248 Market Liquidity after the Financial Crisis Tobias Adrian Michael J. Fleming Or Shachar Erik Vogt 25 Aug 2017 Financial Economics G12 G21 G28
Discussion paper DP11401 Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds Tobias Adrian Richard K. Crump Erik Vogt 21 Jul 2016 Financial Economics G12 G17 G01