Clara Vega - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2009 | 2008 | 2006 | 2004

Title Other author(s)

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016087, 10.10.2016)

JEL: G12, G13, G24

Is the intrinsic value of macroeconomic news announcements related to their asset price impact?

European Central Bank Working papers [View] (Paper: 1882, 05.02.2016)

JEL: E44, G14

Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-046, 30.06.2015)

JEL: E44, G14

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0980, 04.11.2009)

Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0957, 25.11.2008)

JEL: C32, E37, Q43

Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0952, 10.11.2008)

JEL: E44, E52, G14, G15

Soft Information in Earnings Announcements: News or Noise?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0951, 07.11.2008)

JEL: D82, G14, M41

Informed and Strategic Order Flow in the Bond Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0874, 28.12.2006)

JEL: E44, G14

The Monetary Origins of Asymmetric Information in International Equity Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0872, 28.12.2006)

JEL: F3, G12, G14, G15

Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0871, 29.11.2006)

JEL: C5, F3, F4, G1

The Monetary Origins of Asymmetric Information in International Equity Markets

Bank of Canada Working papers [View] (Paper: 2004-47, 17.12.2004)

Papers by year: All | 2016 | 2015 | 2009 | 2008 | 2006 | 2004