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

11

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9,949

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160

CROSSREF CITATIONS

69

Scholarly Papers (11)

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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 affiliation not provided to SSRN
Downloads 2,496 (5,600)
Citation 49

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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 2,255 (6,663)
Citation 67

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

3.

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 affiliation not provided to SSRN
Downloads 1,541 (12,408)
Citation 8

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yield curve, stochastic volatility

4.

The Economics of the Fed Put

Downloads 1,330 ( 15,681)
Citation 11

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 1,323 (15,495)
Citation 15

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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
Anna Cieslak and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business and National Bureau of Economic Research (NBER)
Downloads 7 (683,212)
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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 925 (26,879)
Citation 30

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

6.

Non-Monetary News in Central Bank Communication

Downloads 475 ( 65,201)
Citation 22

Non-Monetary News in Central Bank Communication

Number of pages: 80 Posted: 05 Aug 2019
Anna Cieslak and Andreas Schrimpf
Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 450 (68,949)
Citation 15

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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 and Andreas Schrimpf
Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 20 (586,094)
Citation 7

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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
Anna Cieslak and Andreas Schrimpf
Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 5 (699,051)
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7.

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 affiliation not provided to SSRN
Downloads 427 (74,135)
Citation 1

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

8.

Common Shocks in Stocks and Bonds

Number of pages: 72 Posted: 27 Jun 2019 Last Revised: 30 Apr 2020
Anna Cieslak and Hao Pang
Duke University - Fuqua School of Business and Duke University, Fuqua School of Business, Students
Downloads 413 (77,194)
Citation 1

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9.

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 and Andreas Schrimpf
Duke University - Fuqua School of Business, Ecole Polytechnique Federale de Lausanne and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 85 (320,153)

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Central Bank Announcements, Learning, Bayesian Persuasion, Information Design

10.

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
Downloads 1 (708,044)
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Federal Reserve, risk premia, stock-bond comovement

11.

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 1 (708,044)
Citation 2
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Fed put, monetary policy, Stock market, Taylor rules, textual analysis