Details about Peter Van Tassel

Access statistics for papers by Peter Van Tassel.

Last updated 2023-12-08. Update your information in the RePEc Author Service.

Short-id: pva768

Working Papers

2023

1. A Look at Convenience Yields around the World
   Liberty Street Economics, Federal Reserve Bank of New York
2. Dealer Capacity and U.S. Treasury Market Functionality
   Staff Reports, Federal Reserve Bank of New York View citations (3)
   Also in BIS Working Papers, Bank for International Settlements (2023) View citations (4)
3. Options for Calculating Risk-Free Rate
   Liberty Street Economics, Federal Reserve Bank of New York
4. The 2022 Spike in Corporate Security Settlement Fails
   Liberty Street Economics, Federal Reserve Bank of New York

2022

5. Risk-Free Rates and Convenience Yields Around the World
   Staff Reports, Federal Reserve Bank of New York
6. Short-Dated Term Premia and the Level of Inflation
   Liberty Street Economics, Federal Reserve Bank of New York

2021

7. Equity Volatility Term Premia
   Liberty Street Economics, Federal Reserve Bank of New York
   Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (1)
8. The Law of One Price in Equity Volatility Markets
   Liberty Street Economics, Federal Reserve Bank of New York
   Also in Staff Reports, Federal Reserve Bank of New York (2020)

2020

9. Bank-Intermediated Arbitrage
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Staff Reports, Federal Reserve Bank of New York (2018) View citations (11)
   Liberty Street Economics, Federal Reserve Bank of New York (2018) View citations (12)
10. How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers?
    Liberty Street Economics, Federal Reserve Bank of New York
11. The COVID-19 Pandemic and the Fed’s Response
    Liberty Street Economics, Federal Reserve Bank of New York View citations (5)
12. The Primary and Secondary Market Corporate Credit Facilities
    Liberty Street Economics, Federal Reserve Bank of New York View citations (4)
13. Treasury Market When-Issued Trading Activity
    Liberty Street Economics, Federal Reserve Bank of New York

2018

14. Evaluating regulatory reform: banks’ cost of capital and lending
    Staff Reports, Federal Reserve Bank of New York View citations (4)
    See also Journal Article Evaluating Regulatory Reform: Banks' Cost of Capital and Lending, Journal of Money, Credit and Banking, Blackwell Publishing (2022) View citations (2) (2022)
15. Regulatory Changes and the Cost of Capital for Banks
    Liberty Street Economics, Federal Reserve Bank of New York View citations (6)
16. Tax Reform's Impact on Bank and Corporate Cyclicality
    Liberty Street Economics, Federal Reserve Bank of New York

2017

17. Global Variance Term Premia and Intermediary Risk Appetite
    2017 Meeting Papers, Society for Economic Dynamics
    Also in Staff Reports, Federal Reserve Bank of New York (2016) View citations (3)
18. The Low Volatility Puzzle: Are Investors Complacent?
    Liberty Street Economics, Federal Reserve Bank of New York
19. The Low Volatility Puzzle: Is This Time Different?
    Liberty Street Economics, Federal Reserve Bank of New York

2016

20. Merger options and risk arbitrage
    Staff Reports, Federal Reserve Bank of New York

Journal Articles

2022

1. Evaluating Regulatory Reform: Banks' Cost of Capital and Lending
   Journal of Money, Credit and Banking, 2022, 54, (5), 1313-1367 View citations (2)
   See also Working Paper Evaluating regulatory reform: banks’ cost of capital and lending, Staff Reports (2018) View citations (4) (2018)