Peter Van Tassel

Economist
Capital Markets Function
Research and Statistics Group
33 Liberty Street
New York, 10045

Phone (212) 720-1602
peter.vantassel@ny.frb.org

   
Relative Pricing and Risk Premia in Equity Volatility Markets
Federal Reserve Bank of New York Staff Reports 867, September 2018

Bank-Intermediated Arbitrage
With Nina Boyarchenko, Thomas Eisenbach, Pooja Gupta, and Or Shachar
Federal Reserve Bank of New York Staff Reports 858, June 2018, Revised July 2018

Regulatory Changes and the Cost of Capital for Banks
With Anna Kovner
Federal Reserve Bank of New York Staff Reports 854, June 2018, Revised October 2018

Global Variance Term Premia and Intermediary Risk Appetite
With Erik Vogt
Federal Reserve Bank of New York Staff Reports, Number 789, August 2016

Merger Options and Risk Arbitrage
Federal Reserve Bank of New York Staff Reports, Number 761, January 2016

Peter Van Tassel's CVPDF

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.