Clara Vega

Latest Institution: Federal Reserve Board

All Institutions: University of Rochester; Board of Governors of the Federal Reserve System; Federal Reserve Board; National Bureau of Economic Research


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Micro Effects of Macro Announcements: Realtime Price Discovery in Foreign Exchange

Year: 2002
Journal: American Economic Review
Authors: Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Clara Vega

Realtime Price Discovery in Stock, Bond, and Foreign Exchange Markets

Year: 2005
Journal: Journal of International Economics
Authors: Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Clara Vega

Asymmetric Information in the Stock Market: Economic News and Comovement

Year: 2006
Journal: No Journal Matched
Authors: Rui Albuquerque; Clara Vega

Do Energy Prices Respond to US Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices

Year: 2008
Journal: Review of Economics and Statistics
Authors: Lutz Kilian; Clara Vega


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