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 | 97* | 2018 |
The reader's guide to optimal monetary policy AM Diercks Available at SSRN 2989237, 2019 | 52 | 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 | 21* | 2019 |
Taxes and the Fed: Theory and Evidence from Equities AM Diercks, W Waller | 10 | 2017 |
When it rains it pours: Cascading uncertainty shocks AM Diercks, A Hsu, A Tamoni Journal of Political Economy 132 (2), 000-000, 2024 | 9 | 2024 |
A simple macro-finance measure of risk premia in fed funds futures A Diercks, U Carl | 9 | 2019 |
Asymmetric monetary policy expectations AM Diercks, H Tanaka, P Cordova Available at SSRN 3930267, 2022 | 5 | 2022 |
The 283 days of stock returns after the 2016 Election AM Diercks, D Soques, W Waller Available at SSRN 3727719, 2021 | 4 | 2021 |
Bury the Gold Standard? A Quantitative Exploration AM Diercks, J Rawls, E Sims National Bureau of Economic Research, 2020 | 4 | 2020 |
Expectations of financial market participants AM Diercks, H Jendoubi Handbook of Economic Expectations, 385-410, 2023 | 3 | 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 | 1 | 2023 |
The Response of Equity Yields to a Long-Run Shock M Boons, AM Diercks, P Sinagl, A Tamoni Available at SSRN 4432167, 2024 | | 2024 |
The Swaps Strike Back: Evaluating Expectations of One-Year Inflation AM Diercks, C Campbell, SA Sharpe, D Soques FEDS Working Paper, 2023 | | 2023 |
Conflicting Signals: Implications of Divergence in Surveys and Market-Based Measures of Policy Expectations A Diercks, I Munir | | 2020 |
News Shocks and the Production-Based Term Structure of Equity Returns M Croce, H Ai, K Li, A Diercks CEPR Discussion Papers, 2018 | | 2018 |
Asset Prices and Macroeconomic Policy A Diercks University of North Carolina at Chapel Hill Graduate School, 2015 | | 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 | | |