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

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 40,613

SSRN RANKINGS

Top 40,613

in Total Papers Downloads

783

CITATIONS

0

Scholarly Papers (3)

News Shocks and Production-Based Term Structure of Equity Returns

Number of pages: 48 Posted: 18 Nov 2012 Last Revised: 14 Apr 2015
Hengjie Ai, Mariano Massimiliano Croce, Anthony M. Diercks and Kai Li
University of Minnesota - Carlson School of Management, 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 523 (40,384)

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, University of Minnesota - 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
Downloads 67 (276,700)

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 115 (193,831)

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 (250,924)

Abstract:

fiscal policy, stock market, news decomposition