Peter Van Tassel

Names

Contact

Affiliations

• Federal Reserve Bank of New York → Research and Statistics Group
  • website
  • location: New York City, New York (United States)

Research profile

author of:

• Merger options and risk arbitrage
  by Peter Van Tassel
• Global variance term premia and intermediary risk appetite
  by Peter Van Tassel & Erik Vogt
• Evaluating regulatory reform: banks’ cost of capital and lending
  by Anna Kovner & Peter Van Tassel
• Bank-intermediated arbitrage
  by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel
• Equity Volatility Term Premia
  by Peter Van Tassel
• The Low Volatility Puzzle: Are Investors Complacent?
  by David O. Lucca & Daniel Roberts & Peter Van Tassel
• The Low Volatility Puzzle: Is This Time Different?
  by David O. Lucca & Daniel Roberts & Peter Van Tassel
• Tax Reform's Impact on Bank and Corporate Cyclicality
  by Diego Aragon & Anna Kovner & Vanesa Sanchez & Peter Van Tassel
• Regulatory Changes and the Cost of Capital for Banks
  by Anna Kovner & Peter Van Tassel & Brandon Zborowski
• Bank-Intermediated Arbitrage
  by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel
• The COVID-19 Pandemic and the Fed’s Response
  by Michael J. Fleming & Asani Sarkar & Peter Van Tassel
• The Primary and Secondary Market Corporate Credit Facilities
  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?
  by Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel
• Treasury Market When-Issued Trading Activity
  by Michael J. Fleming & Or Shachar & Peter Van Tassel
• The Law of One Price in Equity Volatility Markets
  by Peter Van Tassel
• The Law of One Price in Equity Volatility Markets
  by Charles Smith & Peter Van Tassel
• Equity Volatility Term Premia
  by Charles Smith & Peter Van Tassel