IDEAS home Printed from https://ideas.repec.org/e/pve43.html
   My authors  Follow this author

Clara Vega

Personal Details

First Name:Clara
Middle Name:
Last Name:Vega
Suffix:
RePEc Short-ID:pve43
[This author has chosen not to make the email address public]
http://www.federalreserve.gov/research/staff/vegaclarax.htm
Board of Governors
(202) 452-2379
Terminal Degree:2002 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

(in no particular order)

William E. Simon Graduate School of Business Administration
University of Rochester

Rochester, New York (United States)
http://www.simon.rochester.edu/
RePEc:edi:sbrocus (more details at EDIRC)

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
  2. Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover, 2022. "All-to-All Trading in the U.S. Treasury Market," Staff Reports 1036, Federal Reserve Bank of New York.
  3. Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
  4. Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega, 2016. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market," Finance and Economics Discussion Series 2016-087, Board of Governors of the Federal Reserve System (U.S.).
  5. Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
  6. Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega, 2009. "Rise of the machines: algorithmic trading in the foreign exchange market," International Finance Discussion Papers 980, Board of Governors of the Federal Reserve System (U.S.).
  7. 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.).
  8. 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.).
  9. 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.
  10. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007. "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers 2007-20, Department of Economics and Business Economics, Aarhus University.
  11. 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.
  12. 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.).
  13. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2005. "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," NBER Working Papers 11312, National Bureau of Economic Research, Inc.
  14. Gregory Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.
  15. 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.
  16. 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. 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.
  2. Paolo Pasquariello & Clara Vega, 2007. "Informed and Strategic Order Flow in the Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 1975-2019, 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, vol. 2(Oct), pages 15-35.

Chapters

  1. Hedi Benamar & Thierry Foucault & Clara Vega, 2021. "Demand for Information, Uncertainty, and the Response of US Treasury Securities to News," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3403-3455, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  13. Number of Registered Citing Authors
  14. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  15. Euclidian citation score
  16. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (7) 2004-12-20 2007-01-02 2008-06-27 2008-12-07 2008-12-07 2022-01-17 2023-06-26. Author is listed
  2. NEP-FMK: Financial Markets (7) 2002-06-13 2004-12-20 2005-01-02 2006-04-08 2008-06-27 2016-11-13 2022-11-14. Author is listed
  3. NEP-MST: Market Microstructure (7) 2006-12-16 2007-01-02 2007-01-02 2008-06-27 2008-12-07 2009-11-21 2022-11-14. Author is listed
  4. NEP-IFN: International Finance (6) 2002-06-13 2003-02-18 2005-01-02 2008-06-27 2009-11-21 2015-07-11. Author is listed
  5. NEP-MAC: Macroeconomics (5) 2007-01-02 2008-12-07 2009-02-28 2015-07-11 2022-01-17. Author is listed
  6. NEP-MON: Monetary Economics (4) 2007-01-02 2015-07-11 2022-01-17 2023-06-26
  7. NEP-FIN: Finance (3) 2002-06-13 2004-12-20 2006-04-08
  8. NEP-BAN: Banking (2) 2016-11-13 2023-06-26
  9. NEP-BIG: Big Data (2) 2022-01-17 2023-06-26
  10. NEP-ENE: Energy Economics (2) 2008-12-07 2009-02-28
  11. NEP-ETS: Econometric Time Series (2) 2006-12-16 2008-06-27
  12. NEP-FOR: Forecasting (2) 2007-01-02 2015-07-11
  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
  15. NEP-CSE: Economics of Strategic Management (1) 2007-01-02
  16. NEP-ECM: Econometrics (1) 2008-12-07
  17. NEP-FDG: Financial Development and Growth (1) 2022-01-17
  18. NEP-PAY: Payment Systems and Financial Technology (1) 2023-06-26

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Clara Vega should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.