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Anthony M. Diercks

Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis

Economist

20th and C Streets, NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

News Shocks and the Production-Based Term Structure of Equity Returns

Downloads 644 ( 32,733)

News Shocks and the Production-Based Term Structure of Equity Returns

Number of pages: 67 Posted: 18 Nov 2012 Last Revised: 05 Sep 2017
Hengjie Ai, Mariano Massimiliano Croce, Anthony M. Diercks and Kai Li
affiliation not provided to SSRN, University of North Carolina Kenan-Flagler Business School, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 575 (37,512)

Abstract:

News Shocks, Learning, Term Structure of Equity, Duration

Production-Based Term Structure of Equity Returns

UNC Kenan-Flagler Research Paper No. 2336099
Number of pages: 42 Posted: 09 Oct 2013
Mariano Massimiliano Croce, Hengjie Ai, Anthony M. Diercks and Kai Li
University of North Carolina Kenan-Flagler Business School, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 69 (285,382)

Abstract:

Term Structure, Duration, Value Premium

2.

The Equity Premium, Long-Run Risk, & Optimal Monetary Policy

FEDS Working Paper No. 2015-087, http://dx.doi.org/10.17016/FEDS.2015.087
Number of pages: 79 Posted: 08 Oct 2015 Last Revised: 24 Oct 2015
Anthony M. Diercks
Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis
Downloads 138 (176,399)

Abstract:

Asset Pricing, Long-run risk, Monetary policy

3.

Taxes, Spending, and Market Returns

Number of pages: 46 Posted: 12 Sep 2014 Last Revised: 01 Nov 2014
Anthony M. Diercks and William Waller
Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Carnegie Mellon University - David A. Tepper School of Business
Downloads 63 (257,244)

Abstract:

fiscal policy, stock market, news decomposition

4.

The Reader's Guide to Optimal Monetary Policy

Number of pages: 31 Posted: 20 Jun 2017 Last Revised: 26 Jun 2017
Anthony M. Diercks
Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis
Downloads 0 (52,322)

Abstract:

Optimal Monetary Policy, Inflation, Federal Reserve

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