nginx assets cache not working

Question

I try to add cache for all css/js files in nginx configuration file and i get error.

location ~* \.(css|js)$ {
    add_header Cache-Control public;
    add_header Pragma public;
    add_header Vary Accept-Encoding;
    expires 1M;  
}

the issue is - if I add "return 200 'Hello Test 5';" in the end of location block, I see my headers and expires 1M. But I need implement it without return