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Details about Clara Vega

Homepage:http://www.federalreserve.gov/research/staff/vegaclarax.htm
Phone:(202) 452-2379
Postal address:Board of Governors
Workplace:William E. Simon Graduate School of Business Administration, University of Rochester, (more information at EDIRC)
Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Clara Vega.

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

Short-id: pve43


Jump to Journal Articles

Working Papers

2016

  1. Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (8)
  2. Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (12)

2009

  1. Rise of the machines: algorithmic trading in the foreign exchange market
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (23)

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 Downloads View citations (15)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) Downloads View citations (24)
  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.) Downloads View citations (7)
  3. Soft information in earnings announcements: news or noise?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (21)

2007

  1. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (363)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) Downloads View citations (14)

    See also Journal Article in Journal of International Economics (2007)

2006

  1. Asymmetric Information in the Stock Market: Economic News and Co-movement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  2. Informed and strategic order flow in the bond markets
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (21)
    See also Journal Article in Review of Financial Studies (2007)
  3. The monetary origins of asymmetric information in international equity markets
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in Staff Working Papers, Bank of Canada (2004) Downloads View citations (4)

2005

  1. Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2004) Downloads View citations (81)

2002

  1. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    Also in Working Papers, Duke University, Department of Economics (2002) Downloads View citations (18)
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania (2002) Downloads View citations (58)
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2002) Downloads View citations (19)

    See also Journal Article in American Economic Review (2003)

1996

  1. What do chain store sales tell us about consumer spending?
    Research Paper, Federal Reserve Bank of New York Downloads
    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 Downloads View citations (66)
    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 Downloads View citations (339)
    See also Working Paper (2007)

2006

  1. Stock price reaction to public and private information
    Journal of Financial Economics, 2006, 82, (1), 103-133 Downloads View citations (118)

2003

  1. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
    American Economic Review, 2003, 93, (1), 38-62 Downloads View citations (596)
    See also Working Paper (2002)

1996

  1. What do chain store sales tell us about consumer spending?
    Economic Policy Review, 1996, 2, (Oct), 15-35 Downloads
    See also Working Paper (1996)
 
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