Peter Van Tassel
Names
| first: | Peter |
| last: | Van Tassel |
Identifer
| RePEc Short-ID: | pva768 |
Contact
| homepage: | https://www.newyorkfed.org/research/economists/vantassel |
Affiliations
-
Federal Reserve Bank of New York
/ Research and Statistics Group
- EDIRC entry
- location:
Research profile
author of:
- Dealer capacity and US Treasury market functionality (RePEc:bis:biswps:1138)
by Darrell Duffie & Michael Fleming & Frank Keane & Claire Nelson & Or Shachar & Peter Van Tassel - Bank-Intermediated Arbitrage (RePEc:cpr:ceprdp:15097)
by Boyarchenko, Nina & Eisenbach, Thomas & Gupta, Pooja & Shachar, Or & Van Tassel, Peter - The Low Volatility Puzzle: Are Investors Complacent? (RePEc:fip:fednls:87223)
by David O. Lucca & Daniel Roberts & Peter Van Tassel - The Low Volatility Puzzle: Is This Time Different? (RePEc:fip:fednls:87225)
by David O. Lucca & Daniel Roberts & Peter Van Tassel - Tax Reform's Impact on Bank and Corporate Cyclicality (RePEc:fip:fednls:87265)
by Diego Aragon & Anna Kovner & Vanesa Sanchez & Peter Van Tassel - Regulatory Changes and the Cost of Capital for Banks (RePEc:fip:fednls:87278)
by Anna Kovner & Peter Van Tassel & Brandon Zborowski - Bank-Intermediated Arbitrage (RePEc:fip:fednls:87290)
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel - The COVID-19 Pandemic and the Fed’s Response (RePEc:fip:fednls:87801)
by Michael J. Fleming & Asani Sarkar & Peter Van Tassel - The Primary and Secondary Market Corporate Credit Facilities (RePEc:fip:fednls:88048)
by Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar & Peter Van Tassel - How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? (RePEc:fip:fednls:88932)
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel - Treasury Market When-Issued Trading Activity (RePEc:fip:fednls:89094)
by Michael J. Fleming & Or Shachar & Peter Van Tassel - The Law of One Price in Equity Volatility Markets (RePEc:fip:fednls:89616)
by Charles Smith & Peter Van Tassel - Equity Volatility Term Premia (RePEc:fip:fednls:89758)
by Charles Smith & Peter Van Tassel - Short-Dated Term Premia and the Level of Inflation (RePEc:fip:fednls:94848)
by Richard K. Crump & Charles Smith & Peter Van Tassel - The 2022 Spike in Corporate Security Settlement Fails (RePEc:fip:fednls:95946)
by Michael J. Fleming & Or Shachar & Peter Van Tassel - Options for Calculating Risk-Free Rate (RePEc:fip:fednls:96994)
by William Diamond & Jules van Binsbergen & Peter Van Tassel - A Look at Convenience Yields around the World (RePEc:fip:fednls:97002)
by William Diamond & Peter Van Tassel - Merger options and risk arbitrage (RePEc:fip:fednsr:761)
by Peter Van Tassel - Global variance term premia and intermediary risk appetite (RePEc:fip:fednsr:789)
by Peter Van Tassel & Erik Vogt - Evaluating regulatory reform: banks’ cost of capital and lending (RePEc:fip:fednsr:854)
by Anna Kovner & Peter Van Tassel - Bank-intermediated arbitrage (RePEc:fip:fednsr:858)
by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel - Equity Volatility Term Premia (RePEc:fip:fednsr:867)
by Peter Van Tassel - The Law of One Price in Equity Volatility Markets (RePEc:fip:fednsr:89214)
by Peter Van Tassel - Risk-Free Rates and Convenience Yields Around the World (RePEc:fip:fednsr:94750)
by William Diamond & Peter Van Tassel - Dealer Capacity and U.S. Treasury Market Functionality (RePEc:fip:fednsr:96553)
by Darrell Duffie & Michael J. Fleming & Frank M. Keane & Claire Nelson & Or Shachar & Peter Van Tassel - Global Variance Term Premia and Intermediary Risk Appetite (RePEc:red:sed017:149)
by Peter Van Tassel - Evaluating Regulatory Reform: Banks' Cost of Capital and Lending (RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1313-1367)
by Anna Kovner & Peter Van Tassel