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Details about Peter Van Tassel

Homepage:https://www.newyorkfed.org/research/economists/vantassel
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Peter Van Tassel.

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

Short-id: pva768


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Working Papers

2023

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

2022

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

2021

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

2020

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

2018

  1. Evaluating regulatory reform: banks’ cost of capital and lending
    Staff Reports, Federal Reserve Bank of New York Downloads 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) Downloads View citations (1) (2022)
  2. Regulatory Changes and the Cost of Capital for Banks
    Liberty Street Economics, Federal Reserve Bank of New York Downloads View citations (6)
  3. Tax Reform's Impact on Bank and Corporate Cyclicality
    Liberty Street Economics, Federal Reserve Bank of New York Downloads

2017

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

2016

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

Journal Articles

2022

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