Anna Cieslak

Duke University - Fuqua School of Business

Associate Professor

Box 90120

Durham, NC 27708-0120

United States

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

SCHOLARLY PAPERS

7

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CITATIONS
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Top 4,348

in Total Papers Citations

124

Scholarly Papers (7)

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 2,312 (5,552)
Citation 51

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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
Duke University - Fuqua School of Business, University of California, Berkeley - Haas School of Business and National Bureau of Economic Research (NBER)
Downloads 1,991 (7,143)
Citation 46

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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 1,471 (11,777)
Citation 16

Abstract:

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yield curve, stochastic volatility

4.

The Economics of the Fed Put

Number of pages: 70 Posted: 14 Apr 2017 Last Revised: 23 Mar 2019
Anna Cieslak and Annette Vissing-Jorgensen
Duke University - Fuqua School of Business and National Bureau of Economic Research (NBER)
Downloads 1,107 (18,324)
Citation 19

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

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 834 (27,807)
Citation 14

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

6.

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 414 (68,896)

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

7.
Downloads 359 ( 81,441)
Citation 3

Non-Monetary News in Central Bank Communication

Number of pages: 80 Posted: 25 Jun 2018 Last Revised: 05 Jan 2019
Anna Cieslak and Andreas Schrimpf
Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 337 (86,941)
Citation 2

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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 17 (551,911)

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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 (633,146)
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