Author Page for Anthony M. Diercks

1.

The Reader's Guide to Optimal Monetary Policy

Number of pages: 33 Posted: 20 Jun 2017 Last Revised: 17 Aug 2019

Anthony M. Diercks

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

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Citation 9

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2.

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

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Citation 22

3

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 (Max) Massimiliano Croce, Anthony M. Diercks and Kai Li

University of Minnesota - Twin Cities - Carlson School of Management, Finance Department, Bocconi University, 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

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Citation 9

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Production-Based Term Structure of Equity Returns

UNC Kenan-Flagler Research Paper No. 2336099

Number of pages: 42 Posted: 09 Oct 2013

Mariano (Max) Massimiliano Croce, Hengjie Ai, Anthony M. Diercks and Kai Li

Finance Department, Bocconi University, University of Minnesota - Twin Cities - Carlson School of Management, 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

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Citation 1

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

CEPR Discussion Paper No. DP12661

Number of pages: 70 Posted: 05 Feb 2018

Hengjie Ai, Mariano (Max) Massimiliano Croce, Anthony M. Diercks and Kai Li

University of Minnesota - Twin Cities - Carlson School of Management, Finance Department, Bocconi University, 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

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Citation 7

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3.

Taxes and the Fed: Theory and Evidence from Equities

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Citation 1

2

Taxes and the Fed: Theory and Evidence from Equities

FEDS Working Paper No. 2017-104

Number of pages: 72 Posted: 13 Oct 2017 Last Revised: 15 Dec 2017

Anthony M. Diercks and William Waller

Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Tulane University - Finance & Economics

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Abstract:

Taxes, Spending, and Market Returns

Number of pages: 46 Posted: 12 Sep 2014 Last Revised: 15 Dec 2017

Anthony M. Diercks and William Waller

Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Tulane University - Finance & Economics

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4.

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

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Citation 5

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5.

The Equity Premium, Long-Run Risks to R-Star, and Asymmetric Optimal Monetary Policy

Number of pages: 68 Posted: 13 Aug 2019 Last Revised: 06 Apr 2020

Anthony M. Diercks

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

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6.

When It Rains It Pours: Cascading Uncertainty Shocks

Number of pages: 42 Posted: 30 Jul 2019

Anthony M. Diercks, Alex Hsu and Andrea Tamoni

Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

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7.

A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures

FEDS Notes No. 2019-01-08

Posted: 23 Jan 2019 Last Revised: 25 Jun 2020

Anthony M. Diercks and Uri Carl

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

Anthony M. Diercks

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

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Scholarly Papers (7)

The Reader's Guide to Optimal Monetary Policy

Abstract:

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

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

Abstract:

Production-Based Term Structure of Equity Returns

Abstract:

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

Abstract:

Taxes and the Fed: Theory and Evidence from Equities

Taxes and the Fed: Theory and Evidence from Equities

Abstract:

Taxes, Spending, and Market Returns

Abstract:

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

Abstract:

The Equity Premium, Long-Run Risks to R-Star, and Asymmetric Optimal Monetary Policy

Abstract:

When It Rains It Pours: Cascading Uncertainty Shocks

Abstract:

A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures

Abstract: