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DP7015 Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices 智库出版物
2008
作者:  Lutz Kilian;  Clara Vega
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Adverse selection  Collusion  Competitiveness  Rational expectations  Welfare  Reverse auction  Demand schedule competition  market power  
DP5598 Asymmetric Information in the Stock Market: Economic News and Co-movement 智库出版物
2006
作者:  Rui Albuquerque;  Clara Vega
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Random productivity growth  Efficient bargaining  Job tenure  Wage growth  Wage-tenure profiles  Option theory  
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets 智库出版物
2005
作者:  Torben G. Andersen;  Tim Bollerslev;  Francis X. Diebold;  Clara Vega
Adobe PDF(835Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange 智库出版物
2002
作者:  Torben G. Andersen;  Tim Bollerslev;  Francis X. Diebold;  Clara Vega
Adobe PDF(398Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08