Peter Van Tassel : Citation Profile

Federal Reserve Bank of New York

5

H index

2

i10 index

56

Citations

RESEARCH PRODUCTION:

1

Articles

26

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 8
   Journals where Peter Van Tassel has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 2 (3.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva768
   Updated: 2025-12-20    RAS profile: 2023-12-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Shachar, Or (7)

Fleming, Michael (5)

Diamond, William (3)

Boyarchenko, Nina (3)

Kovner, Anna (2)

Duffie, Darrell (2)

Crump, Richard (2)

Eisenbach, Thomas (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)

He, Zhiguo (3)

Boyarchenko, Nina (3)

Kovner, Anna (2)

Shachar, Or (2)

Nagel, Stefan (2)

Thosar, Satish (2)

Cimon, David (2)

Koetter, Michael (1)

Sanders, Emiel (1)

Cites to:

Mitchell, Mark (9)

Adrian, Tobias (9)

Pedersen, Lasse (9)

Duffie, Darrell (6)

merton, robert (6)

Fama, Eugene (5)

He, Zhiguo (5)

Vayanos, Dimitri (5)

Singleton, Kenneth (4)

Stafford, Erik (4)

KRISHNAMURTHY, ARVIND (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 York15
Staff Reports / Federal Reserve Bank of New York8

Recent works citing Peter Van Tassel (2025 and 2024)

YearTitle of citing document
2025Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets. (2025). Cimon, David ; Brolley, Michael. In: Staff Working Papers. RePEc:bca:bocawp:25-2.

Full description at Econpapers || Download paper

2025Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34.

Full description at Econpapers || Download paper

2025Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126.

Full description at Econpapers || Download paper

2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

Full description at Econpapers || Download paper

2025The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066.

Full description at Econpapers || Download paper

2025Coarse pricing in QE auctions. (2025). Tsujimoto, Yusuke. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000776.

Full description at Econpapers || Download paper

2024Dollar and government bond liquidity: Evidence from Korea. (2024). Lee, Ji Eun. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001193.

Full description at Econpapers || Download paper

2024Central bank liquidity facilities and market making. (2024). Cimon, David ; Walton, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724.

Full description at Econpapers || Download paper

2024Curse and blessing: The effect of the dividend ban on euro area bank valuations and syndicated lending. (2024). Vander Vennet, Rudi ; Simoens, Mathieu ; Sanders, Emiel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001079.

Full description at Econpapers || Download paper

2024Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply. (2024). Struby, Ethan ; Connolly, Michael F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002000.

Full description at Econpapers || Download paper

2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

Full description at Econpapers || Download paper

2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

Full description at Econpapers || Download paper

2025Strategic arbitrage in segmented markets. (2025). Bryzgalova, Svetlana ; Pavlova, Anna ; Sikorskaya, Taisiya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000169.

Full description at Econpapers || Download paper

2025Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364.

Full description at Econpapers || Download paper

2025LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x.

Full description at Econpapers || Download paper

2025Risk-averse Dealers in a Risk-free Market - The Role of Trading Desk Risk Limits. (2025). LI, DAN ; Tian, Mary ; Petrasek, Lubomir. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-34.

Full description at Econpapers || Download paper

2025Bank Capital Structure, Valuation Adjustments and Financial Market Liquidity. (2025). Mei, Shengfeng ; Cerrato, Mario. In: Working Papers. RePEc:gla:glaewp:2025_07.

Full description at Econpapers || Download paper

2025Decoupling Dollar and Treasury Privilege. (2025). Schreger, Jesse ; Keerati, Ritt ; Du, Wenxin. In: SocArXiv. RePEc:osf:socarx:7u9kn_v1.

Full description at Econpapers || Download paper

Works by Peter Van Tassel:

YearTitleTypeCited
2023Dealer capacity and US Treasury market functionality In: BIS Working Papers.
[Full Text][Citation analysis]		paper12
2023Dealer Capacity and U.S. Treasury Market Functionality.(2023) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Bank-Intermediated Arbitrage In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2018Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2018Bank-intermediated arbitrage.(2018) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
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
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]		paper1
2020The Law of One Price in Equity Volatility Markets.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		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 nother version. Agregated cites: 0		paper
2022Short-Dated Term Premia and the Level of Inflation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023The 2022 Spike in Corporate Security Settlement Fails In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023Options for Calculating Risk-Free Rate In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2023A Look at Convenience Yields around the World 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
2017Global 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
2018Evaluating regulatory reform: banks’ cost of capital and lending In: Staff Reports.
[Full Text][Citation analysis]		paper7
2022Evaluating 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: 7		article
2022Risk-Free Rates and Convenience Yields Around the World In: Staff Reports.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team