Anna Cieslak

Duke University - Fuqua School of Business

Associate Professor

Box 90120

Durham, NC 27708-0120

United States

https://sites.google.com/site/ancieslak/

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Duke University - Fuqua School of Business

    • Email
    • Tel: 919 660 7879

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

13

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13,359

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295

CROSSREF CITATIONS

61

Scholarly Papers (13)

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1.

Expected Returns in Treasury Bonds

Number of pages: 60 Posted: 15 Nov 2010 Last Revised: 02 Apr 2015
Anna Cieslak and Pavol Povala
Duke University - Fuqua School of Business and Norges Bank Investment Management
Downloads 2,940 (6,112)
Citation 48

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term premia, bond return forecasting factor

2.

Stock Returns Over the FOMC Cycle

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 08 Nov 2015 Last Revised: 08 Jun 2019
Anna Cieslak, Adair Morse and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business, University of California, Berkeley - Haas School of Business and National Bureau of Economic Research (NBER)
Downloads 2,682 (7,042)
Citation 77

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Monetary Policy, Federal Reserve, FOMC, Communication, Stock Returns

3.

The Economics of the Fed Put

Downloads 1,906 ( 12,241)
Citation 13

The Economics of the Fed Put

Number of pages: 94 Posted: 14 Apr 2017 Last Revised: 17 Jun 2020
Anna Cieslak and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business and National Bureau of Economic Research (NBER)
Downloads 1,888 (12,186)
Citation 17

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Fed Put, Monetary Policy, Stock Market, Textual Analysis, Taylor Rules

The Economics of the Fed Put

NBER Working Paper No. w26894
Number of pages: 67 Posted: 30 Mar 2020 Last Revised: 11 Feb 2022
Anna Cieslak and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business and National Bureau of Economic Research (NBER)
Downloads 18 (742,805)

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4.

Information in the Term Structure of Yield Curve Volatility

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 20 Aug 2009 Last Revised: 17 Jul 2015
Anna Cieslak and Pavol Povala
Duke University - Fuqua School of Business and Norges Bank Investment Management
Downloads 1,640 (15,522)
Citation 15

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yield curve, stochastic volatility

5.

Short-Rate Expectations and Unexpected Returns in Treasury Bonds

Review of Financial Studies, Forthcoming
Number of pages: 77 Posted: 28 Mar 2013 Last Revised: 04 May 2018
Anna Cieslak
Duke University - Fuqua School of Business
Downloads 1,175 (25,535)
Citation 41

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short-rate expectations, forecast errors, bond risk premia, real rate, predictability

6.

Common Shocks in Stocks and Bonds

Number of pages: 90 Posted: 27 Jun 2019 Last Revised: 16 Nov 2020
Anna Cieslak and Hao Pang
Duke University - Fuqua School of Business and Duke University, Fuqua School of Business, Students
Downloads 1,173 (25,614)
Citation 4

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7.

Non-Monetary News in Central Bank Communication

Downloads 590 ( 65,269)
Citation 46

Non-Monetary News in Central Bank Communication

Number of pages: 80 Posted: 05 Aug 2019
Anna Cieslak, Andreas Schrimpf and Andreas Schrimpf
Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 559 (69,082)
Citation 25

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central bank communication, monetary policy shocks, yield curve, stock-bond comovement, central bank information effects, risk premia

Non-Monetary News in Central Bank Communication

BIS Working Paper No. 761
Number of pages: 59 Posted: 07 Jan 2019
Anna Cieslak, Andreas Schrimpf and Andreas Schrimpf
Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 24 (691,949)
Citation 13

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central bank communication, monetary policy shocks, yield curve, stock-bond comovement, central bank information effects, risk premia

Non-Monetary News in Central Bank Communication

NBER Working Paper No. w25032
Number of pages: 57 Posted: 17 Sep 2018 Last Revised: 26 May 2022
Anna Cieslak, Andreas Schrimpf and Andreas Schrimpf
Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 7 (853,089)
Citation 3

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8.

Nominal Term Spread, Real Rate and Consumption Growth

Number of pages: 65 Posted: 04 Jan 2013 Last Revised: 13 Feb 2015
Anna Cieslak and Pavol Povala
Duke University - Fuqua School of Business and Norges Bank Investment Management
Downloads 450 (90,998)
Citation 2

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Real interest rate, term structure of interest rates, Euler equation, elasticity of intertemporal substitution

9.

Policymakers' Uncertainty

Number of pages: 71 Posted: 11 Oct 2021 Last Revised: 09 May 2022
Anna Cieslak, Stephen Hansen, Michael McMahon and Song Xiao
Duke University - Fuqua School of Business, Imperial College Business School, University of Oxford and London School of Economics & Political Science (LSE)
Downloads 343 (123,903)

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uncertainty, monetary policy, Federal Reserve

10.

Policy Announcement Design

Swiss Finance Institute Research Paper No. 20-17
Number of pages: 61 Posted: 08 Jan 2020 Last Revised: 06 Aug 2020
Anna Cieslak, Semyon Malamud, Andreas Schrimpf and Andreas Schrimpf
Duke University - Fuqua School of Business, Ecole Polytechnique Federale de Lausanne and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 286 (149,972)

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Central Bank Announcements, Learning, Bayesian Persuasion, Information Design

11.

Optimal Transport of Information

Downloads 158 (259,232)
Citation 1

Optimal Transport of Information

Swiss Finance Institute Research Paper No. 21-15
Number of pages: 72 Posted: 23 Feb 2021 Last Revised: 08 Mar 2021
Semyon Malamud, Anna Cieslak, Andreas Schrimpf and Andreas Schrimpf
Ecole Polytechnique Federale de Lausanne, Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 158 (259,816)
Citation 1

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Bayesian Persuasion, Information Design, Signalling, Optimal Transport

Optimal Transport of Information

CEPR Discussion Paper No. DP15859
Number of pages: 73 Posted: 01 Mar 2021 Last Revised: 15 Mar 2021
Anna Cieslak, Semyon Malamud, Andreas Schrimpf and Andreas Schrimpf
Duke University - Fuqua School of Business, Ecole Polytechnique Federale de Lausanne and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
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12.

Common Shocks in Stocks and Bonds

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Citation 1

Common Shocks in Stocks and Bonds

NBER Working Paper No. w28184
Number of pages: 57 Posted: 05 Jul 2021 Last Revised: 06 Jul 2022
Anna Cieslak and Hao Pang
Duke University - Fuqua School of Business and Duke University, Fuqua School of Business, Students
Downloads 12 (800,158)
Citation 1

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Common Shocks in Stocks and Bonds

CEPR Discussion Paper No. DP14708
Number of pages: 75 Posted: 08 May 2020
Anna Cieslak and Hao Pang
Duke University - Fuqua School of Business and Duke University, Fuqua School of Business, Students
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Federal Reserve, risk premia, stock-bond comovement

13.

The Economics of the Fed Put

CEPR Discussion Paper No. DP14685
Number of pages: 101 Posted: 08 May 2020
Anna Cieslak and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business and National Bureau of Economic Research (NBER)
Downloads 3 (864,914)
Citation 9
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Fed put, monetary policy, Stock market, Taylor rules, textual analysis