Peter Van Tassel
Names
| first: | Peter |
| last: | Van Tassel |
Contact
| email: | |
| homepage: | https://www.newyorkfed.org/research/economists/vantassel |
Affiliations
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Federal Reserve Bank of New York
→ Research and Statistics Group
- website
- location: New York City, New York (United States)
Research profile
author of:
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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 Peter Van Tassel -
Equity Volatility Term Premia
by Peter Van Tassel