Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Peter Van Tassel"'
Autor:
ANNA KOVNER, PETER VAN TASSEL
Publikováno v:
Journal of Money, Credit and Banking. 54:1313-1367
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bd174bcb21fc6fd3019965d48f34632
https://doi.org/10.1111/jmcb.12875
https://doi.org/10.1111/jmcb.12875
Autor:
William Diamond, Peter Van Tassel
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bf0dc43d5a17f0c9c3e355e26bd247b
https://doi.org/10.2139/ssrn.4048083
https://doi.org/10.2139/ssrn.4048083
Autor:
Peter Van Tassel
Publikováno v:
SSRN Electronic Journal.
This paper documents law of one price violations in equity volatility markets. While tightly linked by no-arbitrage restrictions, the prices of VIX futures exhibit significant deviations relative to their option-implied upper bounds. Static arbitrage
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4545d1fc67fa08d91fd62fa6db66d209
https://doi.org/10.2139/ssrn.3751612
https://doi.org/10.2139/ssrn.3751612
Autor:
Peter Van Tassel
Publikováno v:
SSRN Electronic Journal.
This paper provides empirical evidence that volatility markets are integrated through the time-varying term structure of variance risk premia. These risk premia predict the returns from selling volatility for different horizons, maturities, and produ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0170b07c2228e2f728511eeed7f41193
https://doi.org/10.2139/ssrn.3259918
https://doi.org/10.2139/ssrn.3259918
Autor:
Peter Van Tassel, Anna Kovner
Publikováno v:
SSRN Electronic Journal.
We examine the effects of regulatory changes on banks’ cost of capital and lending. Since the passage of the Dodd-Frank Act, the value-weighted CAPM cost of capital for banks has averaged 10.5 percent and declined by more than 4 percent on a withi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40ded49331c8f83952a769d83c54adb4
https://doi.org/10.2139/ssrn.3199941
https://doi.org/10.2139/ssrn.3199941
Publikováno v:
SSRN Electronic Journal.
We argue that post-crisis banking regulations pass through from regulated institutions to unregulated arbitrageurs. We document that, once post-crisis regulations bind post 2014, hedge funds use a larger number of prime brokers and diversify away fro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::445cc42a1b1c9185d7e44f4a2342fa07
https://doi.org/10.2139/ssrn.3200041
https://doi.org/10.2139/ssrn.3200041
Autor:
Lcdr Rex Stout, Lcdr Charles Kopma, Lcdr Jack Ratliff, Lcdr J. Raymond Fletcher, Lcdr Peter Van Tassel
Publikováno v:
Anesthesiology. 34:246-253
The effect of intravenous succinylcholine on scrum potassium was studied in 21 combat casualties receiving their first anesthesia within three hours of sustaining massive muscle trauma. In 20 of these patients, there were no statistically or physiolo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d65870ed3df5bbc6110889ed6770b8a3
https://doi.org/10.1097/00000542-197103000-00010
https://doi.org/10.1097/00000542-197103000-00010