Clara Vega : Citation Profile

University of Rochester (50% share)
Federal Reserve Board (Board of Governors of the Federal Reserve System) (50% share)

12

H index

12

i10 index

2621

Citations

RESEARCH PRODUCTION:

6

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1996 - 2025). See details.
   Cites by year: 90
   Journals where Clara Vega has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 13 (0.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve43
   Updated: 2026-03-28    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Fleming, Michael (2)

Scotti, Chiara (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Clara Vega.

Is cited by:

Fratzscher, Marcel (72)

Kilian, Lutz (48)

Ehrmann, Michael (44)

Bollerslev, Tim (32)

Fatum, Rasmus (30)

Wright, Jonathan (27)

Zhou, Xiaoqing (24)

Andersen, Torben (24)

Kočenda, Evžen (24)

Ranaldo, Angelo (23)

Ratti, Ronald (21)

Cites to:

Diebold, Francis (33)

Bollerslev, Tim (31)

Andersen, Torben (28)

Wright, Jonathan (20)

Evans, Martin (19)

Swanson, Eric (16)

Lyons, Richard (15)

Scotti, Chiara (15)

Kilian, Lutz (13)

Fleming, Michael (12)

Rogers, John (12)

Main data

Where Clara Vega has published?

Journals with more than one article published# docs
Economic Policy Review2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)7
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Clara Vega (2025 and 2024)

YearTitle of citing document
2024Are professional forecasters inattentive to public discussions? The case of inflation in Argentina. (2024). Aromi, J. Daniel ; Llada, Martin. In: Working Papers. RePEc:aoz:wpaper:300.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024What events matter for exchange rate volatility ?. (2024). FREITAS LOPES, HEDIBERT ; Ferreira Batista Martins, Igor. In: Papers. RePEc:arx:papers:2411.16244.

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2025High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads. (2025). Li, Guanlin ; Chen, Xiyan ; Liu, Yingzheng. In: Papers. RePEc:arx:papers:2501.03171.

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2025Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study. (2025). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2503.00320.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation. (2025). Fabozzi, Frank J ; Rachev, Svetlozar T ; Jha, Ayush ; Shirvani, Abootaleb ; Jaffri, Ali. In: Papers. RePEc:arx:papers:2505.12198.

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2025Federal Reserve Communication and the COVID-19 Pandemic. (2025). Saadon, Yossi ; Benchimol, Jonathan ; Kazinnik, Sophia. In: Papers. RePEc:arx:papers:2508.04830.

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2025Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects. (2025). Takahashi, Makoto. In: Papers. RePEc:arx:papers:2508.06788.

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2026Warp speed price moves: Jumps after earnings announcements. (2026). Veliyev, Bezirgen ; Christensen, Kim ; Timmermann, Allan. In: Papers. RePEc:arx:papers:2601.08962.

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2024Inflation, Attention and Expectations. (2024). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: Working Papers. RePEc:bbh:wpaper:24-05.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2025Demand-Driven Risk Premia in Foreign Exchange and Bond Markets. (2025). Yang, Jun ; Uthemann, Andreas ; Vala, Rishi ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:25-29.

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2025Uncertainty, data dependence and interest rate volatility. (2025). Notarpietro, Alessandro ; Cuciniello, Vincenzo ; Santoro, Sergio ; Ferrero, Giuseppe. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1513_25.

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2024Exchange Rate Volatility and International Trade in Turkey. (2024). Hidayah, Nurul. In: International Journal of Finance and Accounting. RePEc:bdu:ojijfa:v:9:y:2024:i:1:p:46-56:id:2450.

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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2024Through stormy seas: how fragile is liquidity across asset classes and time?. (2024). Aquilina, Matteo ; Aliyev, Nihad ; Rzayev, Khaladdin ; Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1229.

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2024Monetary policy in the news: communication pass-through and inflation expectations. (2024). Sandri, Damiano ; Mijakovic, Andrej ; De Fiore, Fiorella ; Maurin, Alexis. In: BIS Working Papers. RePEc:bis:biswps:1231.

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2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Bokan, Nikola ; Godoy, Douglas Kiarelly ; Comazzi, Fabio Alberto. In: BIS Working Papers. RePEc:bis:biswps:1253.

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2024Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Karaki, Mohamad ; Neaimeh, Andrios. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571.

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2024When all speak, should we listen? A cross‐country analysis of disagreement in policymaking and its implications. (2024). Sil, Rounak ; Banerjee, Spandan ; Kurup, Unninarayanan ; Paramanik, Rajendra N. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:2:n:e12234.

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2024Evolution of Chinese futures markets from a high frequency perspective. (2024). Tao, Xuan ; Drapeau, Samuel ; Wang, Tao ; Li, Zhengqiang. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1416-1449.

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2024Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities. (2024). Kräussl, Roman ; Krussl, Roman ; Tugnetti, Alessandro. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:555-574.

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2024Do Financial Markets Respond to Populist Rhetoric?. (2024). Gne, Gkhan Ahn ; Demralp, Selva ; Akmakli, Cem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:541-567.

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2025CALENDAR EFFECTS IN IRAQ STOCK EXCHANGE SECTOR RETURNS. (2025). Faez, Hasan Mohammed. In: Revista Economica. RePEc:blg:reveco:v:77:y:2025:i:2:p:7-34.

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2025SPEAKING OF INFLATION: THE INFLUENCE OF FED SPEECHES ON EXPECTATIONS. (2025). Melosi, Leonardo ; Larsen, Vegard H ; Meggiorini, Greta ; Granziera, Eleonora. In: Working Papers. RePEc:bny:wpaper:0142.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2025Speaking of Inflation: The Influence of Fed Speeches on Expectations. (2025). Granziera, Eleonora ; Larsen, Vegard H ; Melosi, Leonardo ; Meggiorini, Greta. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11992.

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2026ECB Council Members’ Objectives and Public Debt at Home – Evidence from an AI-Based Textual Analysis. (2026). Heinemann, Friedrich ; Kemper, Jan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12493.

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2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

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2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

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2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047.

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2025The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model. (2025). Chen, Keyuan ; Jiang, Yanhui ; Hong, Yun ; Yu, LI ; Deng, Chao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000292.

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2024Towards fluid role identity of management accountants: A case study of a Finnish bank. (2024). Auvinen, Tommi ; Scapens, Robert W ; Sajasalo, Pasi ; Jarvenpaa, Marko ; Rautiainen, Antti. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:4:s0890838924000556.

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2025Disclosure of investor relationship activities and stock crash risk: Evidence from private in-house meetings. (2025). Zhou, Hang ; Ding, Rong ; Li, Yifan ; Sun, Yuxin. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838924000258.

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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2025Robust algorithmic trading in a generalized lattice market. (2025). Hsieh, Chung-Han ; Wang, Xin-Yu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s0165188925000491.

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2024Government data opening and corporate cash holdings: Evidence from a quasi-natural experiment in China. (2024). Liu, Huilong ; Yang, Yanning ; Xie, Jing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1394-1414.

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2024Global drivers of inflation: The role of supply chain disruptions and commodity price shocks. (2024). Cunado, Juncal ; de Gracia, Fernando Perez ; Diaz, Elena Maria. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002177.

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2025What do sentiments of budget speeches mean for stock returns?. (2025). Shah, Raashid ; Manjhi, Ganesh. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001518.

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2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

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2025Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high. (2025). Ozocak, Onem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002821.

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2025Multi-step double barrier options under time-varying interest rates. (2025). Kye, Yisub ; Lee, Hangsuck ; Kong, Byungdoo ; Song, Seongjoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000129.

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2025Enhanced index tracking: A relative downside risk approach. (2025). Huang, Zeyu ; Liu, Yangyi ; Luo, Ronghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s106294082500141x.

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2024Does the inflation pass-through of gasoline price shocks depend on the level of inflation?. (2024). Grundler, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004129.

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2025Mind your language: Market responses to central bank speeches. (2025). Neely, Christopher ; Yang, Xiye ; Ahrens, Maximilian ; Erdemlioglu, Deniz ; McMahon, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002720.

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2024Are FX communications effective? Evidence from emerging markets. (2024). Sanchez-Jabba, Andres ; Parra-Polanía, Julián ; Sarmiento, Miguel ; Parra-Polania, Julian. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2025CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052.

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2025Foreign currency forecasting in emerging markets: What can stock and bond markets tell us?. (2025). Phylaktis, Kate ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000635.

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2024Monetary policy and renewable energy production. (2024). Chen, Shiu-Sheng ; Lin, Tzu-Yu. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002032.

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2024U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

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2024Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455.

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2025Does uncertainty amplify the inflation pass-through of gasoline price shocks?. (2025). Grndler, Daniel ; Scharler, Johann. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001720.

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2025Gasoline prices, gasoline price expectations, and inflation expectations in the United States. (2025). Clements, Adam ; Pino, Gabriel ; Vatsa, Puneet. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003329.

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2025How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879.

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2025Foreign exchange markets, climate risks and contextual news: An intraday analysis. (2025). ben Omrane, Walid ; Panah, Pari Gholi ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001905.

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2025Investors opinion divergence, uncertainty resolution and market reactions to earnings news: Evidence from social media. (2025). Chen, Conghui ; Liu, Lanlan ; Zhao, Ningru. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003643.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025Stock and sovereign returns linkages: Time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s105752192500794x.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2024How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186.

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2024Spillover effects of monetary policy and information shocks. (2024). Suardi, Sandy ; Khrashchevskyi, Ian ; Xu, Caihong ; Hou, Ai Jun. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001016.

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2025The value of cross market volatility in improving the forecast accuracy of risk in the gold, the dollar and the oil futures markets. (2025). Awartani, Basel ; Maghyereh, Aktham. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325009274.

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2025Impact of central bank forward guidance on corporate innovation: Perspectives from management confidence and bank credit availability. (2025). Tang, Shenfeng ; Sun, NA. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325009614.

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2024The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496.

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2024Financial news media and volatility: Is there more to newspapers than news?. (2024). Ashwin, Julian. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000144.

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2024Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market. (2024). Yuferova, Darya. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000272.

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2024Firm visibility, liquidity, and valuation for thinly traded assets. (2024). han, bing ; Liu, Yu-Jane ; Huang, Xinming. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000326.

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2025Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency. (2025). Jiang, Hao ; Ma, Yong ; Wang, Tianyang. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000096.

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2025Do designated market makers provide liquidity during downward extreme price movements?. (2025). Bellia, Mario ; Christensen, Kim ; Kolokolov, Aleksey ; Ren, Roberto ; Pelizzon, Loriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:76:y:2025:i:c:s138641812500028x.

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2025Intraday impact of macroeconomic and COVID-19 news on Latin American stock indexes. (2025). Ayadi, Mohamed A ; ben Omrane, Walid ; Nafeesur, MD. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000304.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2024Exchange rate pass-through in small, open, commodity-exporting economies: Lessons from Canada. (2024). Flaccadoro, Marco. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000096.

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2024New dawn fades: Trade, labour and the Brexit exchange rate depreciation. (2024). Machin, Stephen ; Costa, Rui ; Dhingra, Swati. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s002219962400120x.

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2025Got milk? The effect of export price shocks on exchange rates. (2025). Stein, Hillary. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000364.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

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2025News and intraday retail investor order flow in foreign exchange markets. (2025). Kaourma, Theofilia ; Milidonis, Andreas ; Nishiotis, George ; Panayides, Marios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000368.

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2025Cross-market overnight time-series momentum. (2025). Xu, Dezhong ; Li, Bin ; Chen, Xiaoyue ; Singh, Tarlok. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001295.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024Trade fragmentation and volatility-of-volatility networks. (2024). JAWADI, Fredj ; BASTIDON, Cécile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2025Econometric forecasting using ubiquitous news text: Text-enhanced factor model. (2025). Seo, Beomseok. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1055-1072.

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2024U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845.

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2024Uncertainty and macroeconomic forecasts: Evidence from survey data. (2024). Qiu, Yajie ; Liu, Xiaoquan ; Deschamps, Bruno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:463-480.

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2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235.

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2025Warp speed price moves: Jumps after earnings announcements. (2025). Veliyev, Bezirgen ; Timmermann, Allan ; Christensen, Kim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000182.

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2025Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364.

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2025Main Street’s Pain, Wall Street’s Gain. (2025). You, Yang ; Xu, Nancy R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000455.

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2024To what extent are tariffs offset by exchange rates?. (2024). Jeanne, Olivier ; Son, Jeongwon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000020.

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2024Effects of the ECB’s communication on government bond spreads. (2024). Camarero Garcia, Sebastian ; Zimmermann, Lilli ; Russnak, Jan ; Neugebauer, Frederik. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000287.

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2024Are exchange rates absorbers of global oil shocks? A generalized structural analysis. (2024). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s026156062400113x.

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2024Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention. (2024). Naef, Alain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001165.

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2024Protectionism, bilateral integration, and the cross section of exchange rate returns in US presidential debates. (2024). Eichler, Stefan ; de Boer, Jantke ; Rovekamp, Ingmar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001219.

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2025From depegs to jumps: The role of stablecoin instabilities in crypto market dynamics. (2025). Gnabo, Jean-Yves ; Riaza, Baptiste Perez. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000749.

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2026Mind the tone: Responses of inflation expectations to central bankers’ speeches. (2026). Cho, Dooyeon ; Jung, Jaehun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001871.

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More than 100 citations found, this list is not complete...

Works by Clara Vega:

YearTitleTypeCited
2007Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper599
2007Real-time price discovery in global stock, bond and foreign exchange markets.(2007) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 599		article
2006Real-time price discovery in global stock, bond and foreign exchange markets.(2006) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 599		paper
2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange In: American Economic Review.
[Full Text][Citation analysis]		article894
2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 894		paper
2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 894		paper
2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 894		paper
2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?.(2002) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 894		paper
2004The Monetary Origins of Asymmetric Information in International Equity Markets In: Staff Working Papers.
[Full Text][Citation analysis]		paper7
2006The monetary origins of asymmetric information in international equity markets.(2006) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2006Asymmetric Information in the Stock Market: Economic News and Co-movement In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2008Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper343
2008Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices.(2008) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 343		paper
2006Stock price reaction to public and private information In: Journal of Financial Economics.
[Full Text][Citation analysis]		article158
2015Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact? In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper25
2016Counterparty Risk and Counterparty Choice in the Credit Default Swap Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper13
2021Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper51
2023Fed Communication, News, Twitter, and Echo Chambers In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2025Market Liquidity in Treasury Futures Market During March 2020 In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2006Informed and strategic order flow in the bond markets In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper112
2007Informed and Strategic Order Flow in the Bond Markets.(2007) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		article
2008Soft information in earnings announcements: news or noise? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper51
2008Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper7
2009Rise of the machines: algorithmic trading in the foreign exchange market In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper224
2025All-to-All Trading in the U.S. Treasury Market In: Economic Policy Review.
[Full Text][Citation analysis]		article2
2022All-to-All Trading in the U.S. Treasury Market.(2022) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1996What do chain store sales tell us about consumer spending? In: Economic Policy Review.
[Full Text][Citation analysis]		article0
1996What do chain store sales tell us about consumer spending?.(1996) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Demand for Information, Uncertainty, and the Response of US Treasury Securities to News In: NBER Chapters.
[Citation analysis]		chapter15
2005Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper112
2004Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets.(2004) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		paper

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