Clara Vega

Finance · with Andersen · 2003–2009

A researcher in the Science corpus: 8 papers; trusts 51 researchers and is trusted by 81 researchers here, as inferred from the citation graph.

Subfields

Whom Clara Vega trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Torben G. Andersen
  2. Lutz Kilian
  3. Karl B. Diether
  4. Paolo Pasquariello
  5. Tim Bollerslev
  6. Harrison G. Hong
  7. Daniel B. Nelson
  8. Eugene F. Fama
  9. Jeremy C. Stein
  10. Amy P. Hutton

Who trusts Clara Vega overall

  1. Lutz Kilian
  2. Kenneth R. Ahern
  3. Paul C. Tetlock
  4. Xi Li
  5. Paolo Pasquariello
  6. D. Sosyura
  7. A. Bastianin
  8. Christiane Baumeister
  9. Tim Bollerslev
  10. Menachem Brenner

Papers from Clara Vega's perspective

Ordered by how strongly the researchers Clara Vega trusts endorse each paper. Same corpus, a different order for every researcher.

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. What moves stock prices?
  3. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  4. Economic News and the Impact of Trading on Bond Prices
  5. Stock Market Uncertainty and the Stock-Bond Return Relation
  6. Asset Allocation Under Multivariate Regime Switching
  7. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
  8. The Distribution of Realized Exchange Rate Volatility
  9. Generalized autoregressive conditional heteroskedasticity
  10. Common risk factors in the returns on stocks and bonds

Their papers