Anna Cieslak / Welcome to my homepage

Northwestern University, 
 
Kellogg School of Management
Department of Finance, Jacobs Center,  
2001 Sheridan Road 
Evanston, IL 60208,  
USA
Phone: +1 773 600 87 27
E-mail: ancieslak 
• 
at 
• 
gmail 
• 
dot 
• 
com


Papers

Stock returns over the FOMC cycle, with Adair Morse and Annette Vissing-Jorgensen (paper)
This version: June 2014; NBER SI Monetary Economics'14

Nominal term spread, real rate and consumption growth, with Pavol Povala (paper)
This version: February 2014

Expecting the Fed, with Pavol Povala (paper)
This version: March 2014; 100 Years of the Fed Conference (SF Fed), CEPR'13, EFA'13; AFA'15

Expected returns in Treasury bonds, with Pavol Povala (paper)
Previously circulated under the title "Understanding bond risk premia" 
This version: August 2013; SoFiE'11, WFA'11, NBER AP'11

Information in the term structure of yield curve volatility, with Pavol Povala (paper) (appendix)
This version: September 2013; 
EFA'10, SoFiE'10, WFA'12

Correlation risk and the term structure of interest rates, with Andrea Buraschi and Fabio Trojani (paper) 
This version: October 2008; 
WFA'07,  EFA'07, ASAP'07 

Work in progress

Real-time term structure models with Liuren Wu

Conference discussions

Unbiased estimation of dynamic term structure models by M. Bauer, G. Rudebusch, C. Wu, EFA, Copenhagen, Aug 2012
Notes on bonds: Liquidity at all costs in the Great Recession by D. Musto, G. Nini and K. Schwarz, WFA, Las Vegas, Jun 2012
Sovereign credit risk and real economic shocks by P. Augustin and R. Tedongap, AFA, Chicago, Jan 2012
Transition density approximations for multivariate affine jump diffusion processes by Damir Filipovic, Eberhard Mayerhofer and Paul Schneider, EFA, Frankfurt, Aug 2010 (slides)
Variance risk premia, asset predictability puzzles, and 
macroeconomic uncertainty by Hao Zhou, Amsterdam Asset Pricing Retreat, Jun 2010 (slides)
Do interest rate options contain information about 
excess returns? by Caio Almeida, Jeremy Graveline and Scott Joslin, New Directions in Term Structure Modeling, SAFE, Verona, Jun 2010 (slides)
Monetary policy and the uncovered 
interest rate parity puzzle by David Backus, Federico Gavazzoni, Chris Telmer and Stanley Zin, TADC, London Business School, May 2010 (slides)

Links

Early Career Women in Finance Conference [co-organized with Maria Cecilia Bustamante, sponsored by the Kellogg Zell Center for Risk Research of NU] 
Kellogg Junior Finance Conference [co-organized with Dimitris Papanikolaou and Viktor Todorovsponsored by the Kellogg Zell Center]