Peter Van Tassel : Citation Profile

Are you Peter Van Tassel?

Federal Reserve Bank of New York

4

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

19

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 5
   Journals where Peter Van Tassel has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 2 (5.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva768
   Updated: 2023-01-08    RAS profile: 2021-02-08    
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Relations with other researchers

Works with:

Shachar, Or (5)

Boyarchenko, Nina (4)

Kovner, Anna (4)

Eisenbach, Thomas (3)

Lucca, David (2)

Crump, Richard (2)

Fleming, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Van Tassel.

Is cited by:

Crump, Richard (5)

He, Zhiguo (3)

Boyarchenko, Nina (3)

santos, joao (3)

Kovner, Anna (2)

Thosar, Satish (2)

Nagel, Stefan (2)

Shachar, Or (2)

Koetter, Michael (1)

Malliaris, Anastasios (1)

Chami, Ralph (1)

Cites to:

Pedersen, Lasse (8)

Mitchell, Mark (7)

Adrian, Tobias (6)

merton, robert (6)

Fama, Eugene (5)

Singleton, Kenneth (4)

Crump, Richard (3)

Shin, Hyun Song (3)

French, Kenneth (3)

Grossman, Sanford (3)

van Binsbergen, Jules (3)

Main data

Where Peter Van Tassel has published?

Working Papers Series with more than one paper published# docs
Liberty Street Economics / Federal Reserve Bank of New York12
Staff Reports / Federal Reserve Bank of New York7

Recent works citing Peter Van Tassel (2022 and 2021)

YearTitle of citing document
2021Leverage 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.

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2021Intermediation 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.

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2022Completing 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.

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2021Bank 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.

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2022Stress 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.

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2021Volatility, 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.

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2021GSIB 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.

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2022Treasury 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.

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2021Modeling 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.

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2022Comment 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.

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2021So Far, So Good: Government Insurance of Financial Sector Tail Risk. (2021). Wall, Larry. In: Policy Hub. RePEc:fip:a00001:94154.

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2021Hedge 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.

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2021Anatomy 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.

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2022The 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.

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2021COVID Response: The Primary Dealer Credit Facility. (2021). McLaughlin, Susan ; Martin, Antoine. In: Staff Reports. RePEc:fip:fednsr:93072.

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2021COVID 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.

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2021The Federal Reserve’s Market Functioning Purchases. (2021). Fleming, Michael ; Schurmeier, Jake ; Podjasek, Rich ; Liu, Haoyang. In: Staff Reports. RePEc:fip:fednsr:93540.

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2021COVID-19 and Monetary Policy with Zero Bounds: A Cross-Country Investigation. (2021). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2112.

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2021Bank 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.

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2021VIX 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.

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2021Economic 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.

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Works by Peter Van Tassel:

YearTitleTypeCited
2017The Low Volatility Puzzle: Are Investors Complacent? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017The Low Volatility Puzzle: Is This Time Different? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Tax Reforms Impact on Bank and Corporate Cyclicality In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Regulatory Changes and the Cost of Capital for Banks In: Liberty Street Economics.
[Full Text][Citation analysis]		paper6
2018Bank-Intermediated Arbitrage In: Liberty Street Economics.
[Full Text][Citation analysis]		paper11
2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2020The COVID-19 Pandemic and the Fed’s Response In: Liberty Street Economics.
[Full Text][Citation analysis]		paper6
2020The Primary and Secondary Market Corporate Credit Facilities In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2020How Has Post-Crisis Banking Regulation Affected Hedge Funds and Prime Brokers? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020Treasury Market When-Issued Trading Activity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021The Law of One Price in Equity Volatility Markets In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2020The 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
2021Equity Volatility Term Premia In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018Equity Volatility Term Premia.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Short-Dated Term Premia and the Level of Inflation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2016Merger options and risk arbitrage In: Staff Reports.
[Full Text][Citation analysis]		paper0
2016Global variance term premia and intermediary risk appetite In: Staff Reports.
[Full Text][Citation analysis]		paper2
2018Evaluating regulatory reform: banks’ cost of capital and lending In: Staff Reports.
[Full Text][Citation analysis]		paper6
2022Risk-Free Rates and Convenience Yields Around the World In: Staff Reports.
[Full Text][Citation analysis]		paper0

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