Details about Clara Vega

Access statistics for papers by Clara Vega.

Last updated 2009-04-09. Update your information in the RePEc Author Service.

Short-id: pve43

Working Papers

2008

1. Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations
2. Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
3. Soft information in earnings announcements: news or noise?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

2007

4. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
   CREATES Research Papers, School of Economics and Management, University of Aarhus View citations
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations
   See also Journal Article in Journal of International Economics (2007)

2006

5. Asymmetric Information in the Stock Market: Economic News and Co-movement
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
6. Informed and strategic order flow in the bond markets
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Review of Financial Studies (2007)
7. The monetary origins of asymmetric information in international equity markets
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
   Also in Working Papers, Bank of Canada (2004) View citations

2005

8. Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in CFS Working Paper Series, Center for Financial Studies (2004) View citations
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) View citations

2002

9. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
   Working Papers, Duke University, Department of Economics View citations
   Also in Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania (2002) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
   Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2002) View citations
   See also Journal Article in American Economic Review (2003)

1996

10. What do chain store sales tell us about consumer spending?
    Research Paper, Federal Reserve Bank of New York
    See also Journal Article in Economic Policy Review (1996)

Journal Articles

2007

1. Informed and Strategic Order Flow in the Bond Markets
   Review of Financial Studies, 2007, 20, (6), 1975-2019 View citations
   See also Working Paper (2006)
2. Real-time price discovery in global stock, bond and foreign exchange markets
   Journal of International Economics, 2007, 73, (2), 251-277 View citations
   See also Working Paper (2007)

2006

3. Stock price reaction to public and private information
   Journal of Financial Economics, 2006, 82, (1), 103-133 View citations

2003

4. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
   American Economic Review, 2003, 93, (1), 38-62 View citations
   See also Working Paper (2002)

1996

5. What do chain store sales tell us about consumer spending?
   Economic Policy Review, 1996, (Oct), 15-35
   See also Working Paper (1996)