Anthony M. Diercks
Anthony M. Diercks
Principal Economist, Federal Reserve Board of Governors: Monetary and Financial Market Analysis
Verified email at - Homepage
Cited by
Cited by
News shocks and the production-based term structure of equity returns
H Ai, MM Croce, AM Diercks, K Li
The Review of Financial Studies 31 (7), 2423-2467, 2018
The reader's guide to optimal monetary policy
AM Diercks
Available at SSRN 2989237, 2019
The Equity Premium, Long-Run Risks to R-Star, and Asymmetric Optimal Monetary Policy
AM Diercks
Long-Run Risks to R-Star, and Asymmetric Optimal Monetary Policy (August 9 …, 2019
Taxes and the Fed: Theory and Evidence from Equities
AM Diercks, W Waller
When it rains it pours: Cascading uncertainty shocks
AM Diercks, A Hsu, A Tamoni
Journal of Political Economy 132 (2), 000-000, 2024
A simple macro-finance measure of risk premia in fed funds futures
A Diercks, U Carl
Asymmetric monetary policy expectations
AM Diercks, H Tanaka, P Cordova
Available at SSRN 3930267, 2022
The 283 days of stock returns after the 2016 Election
AM Diercks, D Soques, W Waller
Available at SSRN 3727719, 2021
Bury the Gold Standard? A Quantitative Exploration
AM Diercks, J Rawls, E Sims
National Bureau of Economic Research, 2020
Expectations of financial market participants
AM Diercks, H Jendoubi
Handbook of Economic Expectations, 385-410, 2023
The swaps strike back: Evaluating expectations of one-year inflation
C Campbell, AM Diercks, SA Sharpe, D Soques
Finance and Economics Discussion Series, 2023
The Response of Equity Yields to a Long-Run Shock
M Boons, AM Diercks, P Sinagl, A Tamoni
Available at SSRN 4432167, 2024
The Swaps Strike Back: Evaluating Expectations of One-Year Inflation
AM Diercks, C Campbell, SA Sharpe, D Soques
FEDS Working Paper, 2023
Conflicting Signals: Implications of Divergence in Surveys and Market-Based Measures of Policy Expectations
A Diercks, I Munir
News Shocks and the Production-Based Term Structure of Equity Returns
M Croce, H Ai, K Li, A Diercks
CEPR Discussion Papers, 2018
Asset Prices and Macroeconomic Policy
A Diercks
University of North Carolina at Chapel Hill Graduate School, 2015
Fiscal Policy and Market Returns: A News Decomposition$
AM Diercks, W Waller
Handbook of Economic Expectations: Expectations of Financial Market Participants
AM Diercks, H Jendoubi
FEDS Notes
A Diercks, I Munir
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