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Anna Cieslak

Duke University, Fuqua School of Business

100 Fuqua Drive

Durham, NC 27708-0204

United States

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

  • Duke University, Fuqua School of Business

    • Email
    • Tel: 919 660 7879
SCHOLARLY PAPERS

6

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5,208

CITATIONS
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Top 36,241

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5

Scholarly Papers (6)

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1.

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 1,280 (11,604)
Citation 2

Abstract:

yield curve, stochastic volatility

2.

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 1,201 (6,800)
Citation 3

Abstract:

term premia, bond return forecasting factor

3.

Short-Rate Expectations and Unexpected Returns in Treasury Bonds

Number of pages: 66 Posted: 28 Mar 2013 Last Revised: 12 Jun 2016
Anna Cieslak
Duke University, Fuqua School of Business
Downloads 288 (41,082)

Abstract:

real rate, foreast errors, imperfect information, predictability

4.

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 252 (65,459)

Abstract:

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

5.

The Economics of the Fed Put

Number of pages: 67 Posted: 14 Apr 2017
Anna Cieslak and Annette Vissing-Jorgensen
Duke University, Fuqua School of Business and National Bureau of Economic Research (NBER)
Downloads 0 (143,382)

Abstract:

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

6.

Stock Returns Over the FOMC Cycle

Number of pages: 63 Posted: 08 Nov 2015 Last Revised: 15 Jun 2016
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 0 (14,892)

Abstract:

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

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