Clara Vega

External Author

RSS

Show all

Staff working papers

The Monetary Origins of Asymmetric Information in International Equity Markets

Staff Working Paper 2004-47 Gregory Bauer, Clara Vega

Existing studies using low-frequency data show that macroeconomic shocks contribute little to international stock market covariation.

Content Type(s): Staff research, Staff working papers Topic(s): Financial markets, International topics, Market structure and pricing JEL Code(s): F, F3, F30, G, G1, G12, G14, G15

Bank publications

Financial System Review articles

December 23, 2004

Monetary Policy, Private Information, and International Stock Markets

Financial System Review - December 2004 Gregory Bauer, Clara Vega

Content Type(s): Publications, Financial System Review articles

Corporate Governance

Careers

Featured Links

Toward 2021

Financial System Hub

The next bank NOTE-able Canadian

About legal tender

Browse Publications

Historical Publications

Monetary Policy Report – July 2021

People

Digital Currencies and Fintech

Browse Press

Info

Monetary Policy Report - Press Conference (Webcasts) - July 2021

Staff Economic Projections

Clara Vega

External Author

Staff working papers

Bank publications

Financial System Review articles