4
H index
1
i10 index
35
Citations
Federal Reserve Bank of New York | 4 H index 1 i10 index 35 Citations RESEARCH PRODUCTION: 19 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Van Tassel. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Liberty Street Economics / Federal Reserve Bank of New York | 12 |
Staff Reports / Federal Reserve Bank of New York | 7 |
Year | Title of citing document |
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2021 | Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market. (2021). Benetton, Matteo. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2997-3053. Full description at Econpapers || Download paper |
2021 | Intermediation Variety. (2021). Thakor, Anjan ; Piacentino, Giorgia ; Donaldson, Jason Roderick. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3103-3152. Full description at Econpapers || Download paper |
2022 | Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers. (2022). Sfrappini, Eleonora ; Krause, Thomas ; Koetter, Michael ; Tonzer, Lena. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001337. Full description at Econpapers || Download paper |
2021 | Bank capital and the cost of equity. (2021). Chami, Ralph ; Ben Naceur, Sami ; Samet, Anis ; Bennaceur, Sami ; Belkhir, Mohamed. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000024. Full description at Econpapers || Download paper |
2022 | Stress testing and bank business patterns: A regression discontinuity study. (2022). Steele, Suzanne ; Garcia, Raffi E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302260. Full description at Econpapers || Download paper |
2021 | Volatility, intermediaries, and exchange rates. (2021). Liu, Yang ; Fang, Xiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:217-233. Full description at Econpapers || Download paper |
2021 | GSIB surcharges and bank lending: Evidence from US corporate loan data. (2021). Rezende, Marcelo ; Ivanov, Ivan ; Favara, Giovanni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1426-1443. Full description at Econpapers || Download paper |
2022 | Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79. Full description at Econpapers || Download paper |
2021 | Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19. (2021). Malliaris, A G ; Bhar, Ramaprasad. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:15-33. Full description at Econpapers || Download paper |
2022 | Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey. (2022). Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:199-201. Full description at Econpapers || Download paper |
2021 | So Far, So Good: Government Insurance of Financial Sector Tail Risk. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:94154. Full description at Econpapers || Download paper |
2021 | Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38. Full description at Econpapers || Download paper |
2021 | Anatomy of Corporate Credit Spreads: The Great Recession vs. COVID-19. (2020). Faria-e-Castro, Miguel ; Kozlowski, Julian ; Ebsim, Mahdi. In: Working Papers. RePEc:fip:fedlwp:88871. Full description at Econpapers || Download paper |
2022 | The Primary and Secondary Corporate Credit Facilities. (2022). Cox, Caren ; Boyarchenko, Nina ; Steiner, Patrick ; Shachar, OR ; Kovner, Anna ; Danzig, Andrew ; Crump, Richard K. In: Economic Policy Review. RePEc:fip:fednep:94430. Full description at Econpapers || Download paper |
2021 | COVID Response: The Primary Dealer Credit Facility. (2021). McLaughlin, Susan ; Martin, Antoine. In: Staff Reports. RePEc:fip:fednsr:93072. Full description at Econpapers || Download paper |
2021 | COVID Response: The Primary and Secondary Corporate Credit Facilities. (2021). Shachar, Or ; Kovner, Anna ; Crump, Richard ; Boyarchenko, Nina ; Danzig, Andrew ; Cox, Caren ; Steiner, Patrick. In: Staff Reports. RePEc:fip:fednsr:93083. Full description at Econpapers || Download paper |
2021 | The Federal Reserve’s Market Functioning Purchases. (2021). Fleming, Michael ; Schurmeier, Jake ; Podjasek, Rich ; Liu, Haoyang. In: Staff Reports. RePEc:fip:fednsr:93540. Full description at Econpapers || Download paper |
2021 | COVID-19 and Monetary Policy with Zero Bounds: A Cross-Country Investigation. (2021). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2112. Full description at Econpapers || Download paper |
2021 | Bank Risk Capital and Its Effectiveness in Selected Euro Area Banking Sectors. (2021). Noco, Aleksandra ; Pyka, Irena. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:555-:d:680736. Full description at Econpapers || Download paper |
2021 | VIX term structure: The role of jump propagation risks. (2021). Chen, JI ; Yang, Xinglin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:785-810. Full description at Econpapers || Download paper |
2021 | Economic Uncertainty and Bank Lending. (2021). Suardi, Sandy ; Wu, Weishao. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:8:p:2037-2069. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | The Low Volatility Puzzle: Are Investors Complacent? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | The Low Volatility Puzzle: Is This Time Different? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Tax Reforms Impact on Bank and Corporate Cyclicality In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Regulatory Changes and the Cost of Capital for Banks In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 6 |
2018 | Bank-Intermediated Arbitrage In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 11 |
2018 | Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2020 | The COVID-19 Pandemic and the Fed’s Response In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 6 |
2020 | The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2020 | How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Treasury Market When-Issued Trading Activity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | The Law of One Price in Equity Volatility Markets In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | The Law of One Price in Equity Volatility Markets.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Equity Volatility Term Premia In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Equity Volatility Term Premia.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Short-Dated Term Premia and the Level of Inflation In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Merger options and risk arbitrage In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2016 | Global variance term premia and intermediary risk appetite In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2018 | Evaluating regulatory reform: banks’ cost of capital and lending In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
2022 | Risk-Free Rates and Convenience Yields Around the World In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team