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Clara Vega

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This is information that was supplied by Clara Vega in registering through RePEc. If you are Clara Vega , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Clara
Middle Name:
Last Name: Vega
Suffix:

RePEc Short-ID: pve43

Email: [This author has chosen not to make the email address public]
Homepage: http://www.federalreserve.gov/research/staff/vegaclarax.htm
Postal Address: Board of Governors
Phone: (202) 452-2379

Affiliation

(in no particular order)

Works

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Working papers

  1. John Ammer & Clara Vega & Jon Wongswan, 2008. "Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level," International Finance Discussion Papers 952, Board of Governors of the Federal Reserve System (U.S.).
  2. Elizabeth Demers & Clara Vega, 2008. "Soft information in earnings announcements: news or noise?," International Finance Discussion Papers 951, Board of Governors of the Federal Reserve System (U.S.).
  3. Kilian, Lutz & Vega, Clara, 2008. "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," CEPR Discussion Papers 7015, C.E.P.R. Discussion Papers.
  4. Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers 872, Board of Governors of the Federal Reserve System (U.S.).
  5. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006. "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers 871, Board of Governors of the Federal Reserve System (U.S.).
  6. Paolo Pasquariello & Clara Vega, 2006. "Informed and strategic order flow in the bond markets," International Finance Discussion Papers 874, Board of Governors of the Federal Reserve System (U.S.).
  7. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers.
  8. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," PIER Working Paper Archive 04-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Jun 2004.
  9. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers 02-16, Duke University, Department of Economics.
  10. Ethan S. Harris & Clara Vega, 1996. "What do chain store sales tell us about consumer spending?," Research Paper 9614, Federal Reserve Bank of New York.

Articles

  1. Paolo Pasquariello & Clara Vega, 2007. "Informed and Strategic Order Flow in the Bond Markets," Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 1975-2019, November.
  2. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007. "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, vol. 73(2), pages 251-277, November.
  3. Vega, Clara, 2006. "Stock price reaction to public and private information," Journal of Financial Economics, Elsevier, vol. 82(1), pages 103-133, October.
  4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, vol. 93(1), pages 38-62, March.
  5. Ethan S. Harris & Clara Vega, 1996. "What do chain store sales tell us about consumer spending?," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 15-35.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2004-12-20 2007-01-02 2008-06-27 2008-12-07 2008-12-07. Author is listed
  2. NEP-CSE: Economics of Strategic Management (1) 2007-01-02
  3. NEP-ECM: Econometrics (1) 2008-12-07
  4. NEP-ENE: Energy Economics (2) 2008-12-07 2009-02-28
  5. NEP-ETS: Econometric Time Series (2) 2006-12-16 2008-06-27
  6. NEP-FIN: Finance (4) 2002-06-13 2004-12-20 2004-12-22 2006-04-08. Author is listed
  7. NEP-FMK: Financial Markets (5) 2002-06-13 2004-12-20 2005-01-02 2006-04-08 2008-06-27. Author is listed
  8. NEP-FOR: Forecasting (1) 2007-01-02
  9. NEP-IFN: International Finance (4) 2002-06-13 2003-02-18 2005-01-02 2008-06-27. Author is listed
  10. NEP-MAC: Macroeconomics (3) 2007-01-02 2008-12-07 2009-02-28
  11. NEP-MON: Monetary Economics (1) 2007-01-02
  12. NEP-MST: Market Microstructure (5) 2006-12-16 2007-01-02 2007-01-02 2008-06-27 2008-12-07. Author is listed
  13. NEP-OPM: Open Economy Macroeconomics (2) 2008-06-27 2008-12-07
  14. NEP-RMG: Risk Management (2) 2003-02-18 2006-12-16

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age

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