Citation profile for Peter Van Tassel

Peter Van Tassel : Citation Profile

Federal Reserve Bank of New York

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 5
   Journals where Peter Van Tassel has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 2 (5.13 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva768
   Updated: 2024-04-18    RAS profile: 2023-12-08
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Relations with other researchers

Works with:

Shachar, Or (7)

Fleming, Michael (5)

Diamond, William (3)

Boyarchenko, Nina (3)

Crump, Richard (2)

Eisenbach, Thomas (2)

Kovner, Anna (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)

santos, joao (3)

Boyarchenko, Nina (3)

He, Zhiguo (3)

Nagel, Stefan (2)

Shachar, Or (2)

Kovner, Anna (2)

Wall, Larry (2)

Thosar, Satish (2)

Martin, Antoine (1)

Bush, Georgia (1)

Cites to:

Adrian, Tobias (9)

Mitchell, Mark (9)

Pedersen, Lasse (9)

merton, robert (6)

He, Zhiguo (5)

Vayanos, Dimitri (5)

Duffie, Darrell (5)

Fama, Eugene (5)

KRISHNAMURTHY, ARVIND (4)

Singleton, Kenneth (4)

pan, jun (4)

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 York	15
Staff Reports / Federal Reserve Bank of New York	8

Recent works citing Peter Van Tassel (2024 and 2023)

Year	Title of citing document
2023	Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324. Full description at Econpapers \|\| Download paper

Works by Peter Van Tassel:

Year	Title	Type	Cited
2023	Dealer capacity and US Treasury market functionality In: BIS Working Papers. [Full Text][Citation analysis]	paper	1
2023	Dealer Capacity and U.S. Treasury Market Functionality.(2023) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2020	Bank-Intermediated Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	11
2018	Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11	paper
2018	Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11	paper
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
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	5
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 nother 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 nother 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
2023	The 2022 Spike in Corporate Security Settlement Fails In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2023	Options for Calculating Risk-Free Rate In: Liberty Street Economics. [Full Text][Citation analysis]	paper	0
2023	A Look at Convenience Yields around the World 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
2017	Global Variance Term Premia and Intermediary Risk Appetite.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2018	Evaluating regulatory reform: banks’ cost of capital and lending In: Staff Reports. [Full Text][Citation analysis]	paper	6
2022	Evaluating Regulatory Reform: Banks Cost of Capital and Lending.(2022) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	article
2022	Risk-Free Rates and Convenience Yields Around the World In: Staff Reports. [Full Text][Citation analysis]	paper	0