Clara Vega

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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

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Clara Vega

External Author

Staff working papers

Bank publications

Financial System Review articles