5
H index
1
i10 index
42
Citations
Peter Van Tassel : Citation Profile
Federal Reserve Bank of New York | RESEARCH PRODUCTION: 1 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2016 - 2023). Relations with other researchers
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:
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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 |
|---|---|
| 2024 | Central bank liquidity facilities and market making. (2024). Walton, Adrian ; Cimon, David A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724. Full description at Econpapers || Download paper |
| 2023 | Intermediary balance sheets and the treasury yield curve. (2023). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001629. Full description at Econpapers || Download paper |
| 2024 | Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370. Full description at Econpapers || Download paper |
| 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 | 3 |
| 2023 | Dealer Capacity and U.S. Treasury Market Functionality.(2023) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Bank-Intermediated Arbitrage In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2018 | Bank-Intermediated Arbitrage.(2018) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2018 | Bank-intermediated arbitrage.(2018) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 7 |
| 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: 7 | article | |
| 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. Last updated November, 3 2024. Contact: CitEc Team