Christopher J. Neely
Names
| first: |
Christopher |
| middle: |
J. |
| last: |
Neely |
Identifer
Contact
Affiliations
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Federal Reserve Bank of St. Louis
/ Research Division
Research profile
author of:
- An Analysis of the Literature on International Unconventional Monetary Policy (RePEc:aea:jeclit:v:60:y:2022:i:2:p:527-97)
by Saroj Bhattarai & Christopher J. Neely - Sluggish news reactions: A combinatorial approach for synchronizing stock jumps (RePEc:arx:papers:2309.15705)
by Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely - Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model (RePEc:bes:jnlbes:v:19:y:2001:i:4:p:395-403)
by Neely, Christopher J & Roy, Amlan & Whiteman, Charles H - A Benefit‐Cost Analysis Of Disinflation (RePEc:bla:coecpo:v:15:y:1997:i:1:p:50-64)
by Christopher J. Neely & Christopher J. Waller - Foreign Exchange Volatility Is Priced in Equities (RePEc:bla:finmgt:v:37:y:2008:i:4:p:769-790)
by Hui Guo & Christopher J. Neely & Jason Higbee - Capital Flows And Japanese Asset Volatility (RePEc:bla:pacecr:v:17:y:2012:i:3:p:391-414)
by Christopher J. Neely & Brett W. Fawley - Jumps, cojumps and macro announcements (RePEc:cor:louvrp:2413)
by LAHAYE, Jérôme & LAURENT, Sébastien & NEELY, Christopher J. - Endogenous Realignments and the Sustainability of a Target Zone (RePEc:cpr:ceprdp:1253)
by Corbae, P Dean & Neely, Christopher J & Weller, Paul - Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (RePEc:cpr:ceprdp:1480)
by Dittmar, Robert & Neely, Christopher J & Weller, Paul - Mind Your Language: Market Responses to Central Bank Speeches (RePEc:cpr:ceprdp:18191)
by Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye - Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00)
by Neely, Christopher & Weller, Paul & Dittmar, Rob - Predictability in International Asset Returns: A Reexamination (RePEc:cup:jfinqa:v:35:y:2000:i:04:p:601-620_00)
by Neely, Christopher J. & Weller, Paul - The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (RePEc:cup:jfinqa:v:44:y:2009:i:02:p:467-488_09)
by Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M. - Supply and demand shifts of shorts before Fed announcements during QE1–QE3 (RePEc:eee:ecolet:v:200:y:2021:i:c:s016517652030478x)
by McInish, Thomas & Neely, Christopher J. & Planchon, Jade - Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (RePEc:eee:ecolet:v:99:y:2008:i:2:p:371-374)
by Guo, Hui & Neely, Christopher J. - Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book (RePEc:eee:econom:v:209:y:2019:i:2:p:158-184)
by Bibinger, Markus & Neely, Christopher & Winkelmann, Lars - Systematic cojumps, market component portfolios and scheduled macroeconomic announcements (RePEc:eee:empfin:v:43:y:2017:i:c:p:43-58)
by Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J. - Target zones and conditional volatility: The role of realignments (RePEc:eee:empfin:v:6:y:1999:i:2:p:177-192)
by Neely, Christopher J. - The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits (RePEc:eee:inecon:v:58:y:2002:i:1:p:211-232)
by Neely, Christopher J. - Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? (RePEc:eee:intfin:v:19:y:2009:i:1:p:188-205)
by Neely, Christopher J. - Can Markov switching models predict excess foreign exchange returns? (RePEc:eee:jbfina:v:31:y:2007:i:2:p:279-296)
by Dueker, Michael & Neely, Christopher J. - Information shares in the US Treasury market (RePEc:eee:jbfina:v:32:y:2008:i:7:p:1221-1233)
by Mizrach, Bruce & Neely, Christopher J. - Lessons from the evolution of foreign exchange trading strategies (RePEc:eee:jbfina:v:37:y:2013:i:10:p:3783-3798)
by Neely, Christopher J. & Weller, Paul A. - Unconventional monetary policy had large international effects (RePEc:eee:jbfina:v:52:y:2015:i:c:p:101-111)
by Neely, Christopher J. - Which continuous-time model is most appropriate for exchange rates? (RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s256-s268)
by Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J. - Can risk explain the profitability of technical trading in currency markets? (RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412)
by Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T. - How persistent are unconventional monetary policy effects? (RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000560)
by Neely, Christopher J. - Technical trading rules in the European Monetary System (RePEc:eee:jimfin:v:18:y:1999:i:3:p:429-458)
by Neely, Christopher J. & Weller, Paul A. - Technical analysis and central bank intervention (RePEc:eee:jimfin:v:20:y:2001:i:7:p:949-970)
by Neely, Christopher J. & Weller, Paul A. - Intraday technical trading in the foreign exchange market (RePEc:eee:jimfin:v:22:y:2003:i:2:p:223-237)
by Neely, C. J. & Weller, P. A. - Central bank authorities' beliefs about foreign exchange intervention (RePEc:eee:jimfin:v:27:y:2008:i:1:p:1-25)
by Neely, Christopher J. - International comovements in inflation rates and country characteristics (RePEc:eee:jimfin:v:30:y:2011:i:7:p:1471-1490)
by Neely, Christopher J. & Rapach, David E. - International channels of the Fed's unconventional monetary policy (RePEc:eee:jimfin:v:44:y:2014:i:c:p:24-46)
by Bauer, Michael D. & Neely, Christopher J. - The response of multinationals’ foreign exchange rate exposure to macroeconomic news (RePEc:eee:jimfin:v:94:y:2019:i:c:p:32-47)
by Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan - Risk-adjusted, ex ante, optimal technical trading rules in equity markets (RePEc:eee:reveco:v:12:y:2003:i:1:p:69-87)
by Neely, Christopher J. - Econometric modeling of exchange rate volatility and jumps (RePEc:elg:eechap:14545_16)
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely - Monetary Policy and Economic Performance Since the Financial Crisis (RePEc:fip:feddgw:88672)
by Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely - International channels of the Fed’s unconventional monetary policy (RePEc:fip:fedfwp:2012-12)
by Michael D. Bauer & Christopher J. Neely - Monetary Policy and Economic Performance since the Financial Crisis (RePEc:fip:fedgfe:2020-65)
by Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely - Lessons from the taper tantrum (RePEc:fip:fedles:00002)
by Christopher J. Neely - Comparing international bond yields (RePEc:fip:fedles:00019)
by Christopher J. Neely - How Much Do Oil Prices Affect Inflation? (RePEc:fip:fedles:00037)
by Christopher J. Neely - Financial Engineering Versus Cancer (RePEc:fip:fedles:00045)
by Christopher J. Neely - Chinese Foreign Exchange Reserves and the U.S. Economy (RePEc:fip:fedles:00063)
by Christopher J. Neely - The People’s Bank of China Boosts the Yuan (RePEc:fip:fedles:00084)
by Christopher J. Neely - Why Are U.S. Bond Yields So High? (RePEc:fip:fedles:00114)
by Christopher J. Neely - What to Expect from Quantitative Tightening (RePEc:fip:fedles:87632)
by Christopher J. Neely - The Asset Holdings of the Bank of Japan (RePEc:fip:fedles:87642)
by Christopher J. Neely - Negative U.S. Interest Rates? (RePEc:fip:fedles:87657)
by Christopher J. Neely - The Stock Market's Wild Ride (RePEc:fip:fedles:87765)
by Bruce Mizrach & Christopher J. Neely - Secondary Market Corporate Credit Facility Supports Main Street (RePEc:fip:fedles:87786)
by Bruce Mizrach & Christopher J. Neely - Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities (RePEc:fip:fedles:87854)
by Bruce Mizrach & Christopher J. Neely - Supporting Small Borrowers: ABS Markets and the TALF (RePEc:fip:fedles:87855)
by Bruce Mizrach & Christopher J. Neely - Central Bank Responses to COVID-19 (RePEc:fip:fedles:87858)
by Jacob Haas & Christopher J. Neely - Federal Reserve System International Facilities (RePEc:fip:fedles:87929)
by Bruce Mizrach & Christopher J. Neely - International Inflation Trends (RePEc:fip:fedles:92768)
by Christopher J. Neely - Overshooting the Inflation Target (RePEc:fip:fedles:93159)
by Christopher J. Neely - The Russian Invasion, Oil and Gasoline Prices, and Recession (RePEc:fip:fedles:94112)
by Christopher J. Neely - A Shutoff of Russian Natural Gas (RePEc:fip:fedles:95130)
by Jason Dunn & Christopher J. Neely - The Rise and Fall of M2 (RePEc:fip:fedles:96198)
by Christopher J. Neely - The FDIC Studies “Options for Deposit Insurance Reform” (RePEc:fip:fedles:96322)
by Christopher J. Neely - Modeling Professional Recession Forecasts (RePEc:fip:fedles:97104)
by Christopher J. Neely - Why Have a Strategic Petroleum Reserve? (RePEc:fip:fedles:97947)
by Christopher J. Neely - \\"How central should the central bank be?\\" a comment (RePEc:fip:fedles:y:2010:n:10)
by Christopher J. Neely - The effects of large-scale asset purchases on TIPS inflation expectations (RePEc:fip:fedles:y:2010:n:26)
by Massimo Guidolin & Christopher J. Neely - U.S. historical experience with deflation (RePEc:fip:fedles:y:2010:n:30)
by Christopher J. Neely - Okun's law: output and unemployment (RePEc:fip:fedles:y:2010:n:4)
by Christopher J. Neely - The great foreign exchange intervention of 2011 (RePEc:fip:fedles:y:2011:n:23)
by Christopher J. Neely - The difference between currency manipulation and monetary policy (RePEc:fip:fedles:y:2011:n:5)
by Christopher J. Neely - Fiscal policy and expected inflation (RePEc:fip:fedles:y:2011:n:8)
by Christopher J. Neely - The mysterious Greek yield curve (RePEc:fip:fedles:y:2012:n:6)
by Christopher J. Neely - Political pressure on the bank of Japan: interference or accountability? (RePEc:fip:fedles:y:2013:n:7)
by Christopher J. Neely - Would it help to eliminate interest on reserves? (RePEc:fip:fedles:y:2013:n:8)
by Christopher J. Neely - How big is Japan's debt? (RePEc:fip:fedlie:y:1999:i:feb)
by Christopher J. Neely - An E.U. withholding tax? (RePEc:fip:fedlie:y:1999:i:nov)
by Christopher J. Neely - International interest rate linkages (RePEc:fip:fedlie:y:2001:i:aug)
by Christopher J. Neely - Options on economic data (RePEc:fip:fedlie:y:2002:i:nov)
by Christopher J. Neely - Global factors in budget deficits (RePEc:fip:fedlie:y:2003:i:nov)
by Christopher J. Neely - Unwinding the current account deficit (RePEc:fip:fedlie:y:2005:i:may)
by Christopher J. Neely - One dollar = one loonie (RePEc:fip:fedlie:y:2007:i:nov)
by Christopher J. Neely - The sovereign wealth funds of nations (RePEc:fip:fedlie:y:2008:i:may)
by Christopher J. Neely - Markets worry more about sovereign debt (RePEc:fip:fedlie:y:2009:i:feb)
by Christopher J. Neely - What is the slope of the yield curve telling us? (RePEc:fip:fedlmt:y:2000:i:aug)
by Christopher J. Neely - Stock prices and consumption (RePEc:fip:fedlmt:y:2000:i:jul)
by Christopher J. Neely - September 11, 2001 (RePEc:fip:fedlmt:y:2001:i:nov)
by Christopher J. Neely - How expensive are stocks? (RePEc:fip:fedlmt:y:2002:i:jun)
by Christopher J. Neely - Bond market mania (RePEc:fip:fedlmt:y:2003:i:oct)
by Christopher J. Neely - China's strategic petroleum reserve: a drop in the bucket (RePEc:fip:fedlne:y:2007:i:jan)
by Christopher J. Neely - Why Price Controls Should Stay in the History Books (RePEc:fip:fedlre:93881)
by Christopher J. Neely - How Do Economists Think about the Environment and Climate Change? (RePEc:fip:fedlre:95297)
by Christopher J. Neely - Interest Rate Risk, Bank Runs and Silicon Valley Bank (RePEc:fip:fedlre:96125)
by Christopher J. Neely & Michelle Clark Neely - Systemic Financial Risks, Macroprudential Tools and Monetary Policy (RePEc:fip:fedlre:96447)
by Jason Dunn & Christopher J. Neely - The Fed responds to Sept. 11 attacks (RePEc:fip:fedlre:y:2002:i:jan.:p:12-13)
by Christopher J. Neely - Miscommunication shook up mortgage, bond markets (RePEc:fip:fedlre:y:2004:i:apr:p:4-9)
by Christopher J. Neely - Asian nations driving world oil prices (RePEc:fip:fedlre:y:2007:i:apr:p:12-13)
by Justin P. Hauke & Christopher J. Neely - Why do gasoline prices react to things that have not happened? (RePEc:fip:fedlre:y:2007:i:jul:p:10-11)
by William R. Emmons & Christopher J. Neely - The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices (RePEc:fip:fedlrv:00018)
by Brett W. Fawley & Christopher J. Neely - Common Fluctuations in OECD Budget Balances (RePEc:fip:fedlrv:00039)
by Christopher J. Neely & David E. Rapach - Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy (RePEc:fip:fedlrv:00081)
by Christopher J. Neely - Responses of International Central Banks to the COVID-19 Crisis (RePEc:fip:fedlrv:89087)
by William R. Emmons & Jacob Haas & Christopher J. Neely - More Stories of Unconventional Monetary Policy (RePEc:fip:fedlrv:91430)
by Evan Karson & Christopher J. Neely - Monetary Policy and Economic Performance Since the Financial Crisis (RePEc:fip:fedlrv:93190)
by Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely - Financial Market Reactions to the Russian Invasion of Ukraine (RePEc:fip:fedlrv:94966)
by Christopher J. Neely - The Economic Effects of a Potential Armed Conflict Over Taiwan (RePEc:fip:fedlrv:99639)
by Christopher J. Neely - Realignment of target zone exchange rate systems: what do we know? (RePEc:fip:fedlrv:y:1994:i:sep:p:23-34)
by Christopher J. Neely - Deflation and real economic activity under the gold standard (RePEc:fip:fedlrv:y:1995:i:sep:p:27-37)
by Christopher J. Neely & Geoffrey E. Wood - The giant sucking sound: did NAFTA devour the Mexican peso? (RePEc:fip:fedlrv:y:1996:i:jul:p:33-48:n:v.78no.5)
by Christopher J. Neely - Technical analysis in the foreign exchange market: a layman's guide (RePEc:fip:fedlrv:y:1997:i:sep:p:23-38)
by Christopher J. Neely - Technical analysis and the profitability of U.S. foreign exchange intervention (RePEc:fip:fedlrv:y:1998:i:jul:p:3-17:n:v.80no.4)
by Christopher J. Neely - An introduction to capital controls (RePEc:fip:fedlrv:y:1999:i:nov:p:13-30:n:v.81no.6)
by Christopher J. Neely - Are changes in foreign exchange reserves well correlated with official intervention? (RePEc:fip:fedlrv:y:2000:i:sep:p:17-32:n:v.82no.5)
by Christopher J. Neely - The practice of central bank intervention: looking under the hood (RePEc:fip:fedlrv:y:2001:i:may:p:1-10:n:v.83no.3)
by Christopher J. Neely - Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics (RePEc:fip:fedlrv:y:2002:i:may:p:43-54:n:v.84no.3)
by Christopher J. Neely & Paul A. Weller - How well do monetary fundamentals forecast exchange rates? (RePEc:fip:fedlrv:y:2002:i:sep:p:51-74:n:v.84no.5)
by Christopher J. Neely & Lucio Sarno - The Federal Reserve responds to crises: September 11th was not the first (RePEc:fip:fedlrv:y:2004:i:mar:p:27-42:n:v.86no.2)
by Christopher J. Neely - Using implied volatility to measure uncertainty about interest rates (RePEc:fip:fedlrv:y:2005:i:may:p:407-425:n:v.87no.3)
by Christopher J. Neely - An analysis of recent studies of the effect of foreign exchange intervention (RePEc:fip:fedlrv:y:2005:i:nov:p:685-718:n:v.87no.6)
by Christopher J. Neely - The transition to electronic communications networks in the secondary treasury market (RePEc:fip:fedlrv:y:2006:i:nov:p:527-542:n:v.88no.6)
by Bruce Mizrach & Christopher J. Neely - What are the odds? option-based forecasts of FOMC target changes (RePEc:fip:fedlrv:y:2006:i:nov:p:543-562:n:v.88no.6)
by William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely - Real interest rate persistence: evidence and implications (RePEc:fip:fedlrv:y:2008:i:nov:p:609-642:n:v.90no.6)
by Christopher J. Neely & David E. Rapach - Systemic risk and the financial crisis: a primer (RePEc:fip:fedlrv:y:2009:i:sep:p:403-418:n:v.91no.5)
by James B. Bullard & Christopher J. Neely & David C. Wheelock - A survey of announcement effects on foreign exchange returns (RePEc:fip:fedlrv:y:2010:i:sep:p:417-464:n:v.92no.5)
by S. Rubun Dey & Christopher J. Neely - A foreign exchange intervention in an era of restraint (RePEc:fip:fedlrv:y:2011:i:sep:p:303-324:n:v.93no.5)
by Christopher J. Neely - A survey of announcement effects on foreign exchange volatility and jumps (RePEc:fip:fedlrv:y:2011:i:sep:p:361-385:n:v.93no.5)
by Christopher J. Neely - Four stories of quantitative easing (RePEc:fip:fedlrv:y:2013:i:january:p:51-88:n:v.95no.1)
by Brett W. Fawley & Christopher J. Neely - Target zones and conditional volatility: the role of realignments (RePEc:fip:fedlwp:1994-008)
by Christopher J. Neely - Endogenous realignments and the sustainability of a target (RePEc:fip:fedlwp:1994-009)
by Dean Corbae & Christopher J. Neely & Paul A. Weller - A reconsideration of the properties of the generalized method moments in asset pricing models (RePEc:fip:fedlwp:1994-010)
by Christopher J. Neely - Realignments of target zone exchange systems: what do we know? (RePEc:fip:fedlwp:1994-020)
by Christopher J. Neely - Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM (RePEc:fip:fedlwp:1995-002)
by Christopher J. Neely & Amlan Roy & Charles H. Whiteman - Testing asset pricing models with Euler equations: it's worse than you think (RePEc:fip:fedlwp:1995-018)
by Christopher J. Neely - Is technical analysis in the foreign exchange market profitable? a genetic programming approach (RePEc:fip:fedlwp:1996-006)
by Robert Dittmar & Christopher J. Neely & Paul A. Weller - Technical analysis and central bank intervention (RePEc:fip:fedlwp:1997-002)
by Christopher J. Neely & Paul A. Weller - Predictability in international asset returns: a reexamination (RePEc:fip:fedlwp:1997-010)
by Christopher J. Neely & Paul A. Weller - Technical trading rules in the European Monetary System (RePEc:fip:fedlwp:1997-015)
by Christopher J. Neely & Paul A. Weller - Risk-adjusted, ex ante, optimal technical trading rules in equity markets (RePEc:fip:fedlwp:1999-015)
by Christopher J. Neely - Intraday technical trading in the foreign exchange market (RePEc:fip:fedlwp:1999-016)
by Christopher J. Neely & Paul A. Weller - The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits (RePEc:fip:fedlwp:2000-018)
by Christopher J. Neely - The practice of central bank intervention: looking under the hood (RePEc:fip:fedlwp:2000-028)
by Christopher J. Neely - Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics (RePEc:fip:fedlwp:2001-009)
by Christopher J. Neely & Paul A. Weller - Can Markov switching models predict excess foreign exchange returns? (RePEc:fip:fedlwp:2001-021)
by Michael J. Dueker & Christopher J. Neely - How well do monetary fundamentals forecast exchange rates? (RePEc:fip:fedlwp:2002-007)
by Christopher J. Neely & Lucio Sarno - Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? (RePEc:fip:fedlwp:2002-017)
by Christopher J. Neely - Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? (RePEc:fip:fedlwp:2003-018)
by Christopher J. Neely - The Federal Reserve responds to crises: September 11th was not the first (RePEc:fip:fedlwp:2003-034)
by Christopher J. Neely - Year-end seasonality in one-month LIBOR derivatives (RePEc:fip:fedlwp:2003-040)
by Christopher J. Neely & Drew B. Winters - Foreign exchange volatility is priced in equities (RePEc:fip:fedlwp:2004-029)
by Hui Guo & Jason Higbee & Christopher J. Neely - The case for foreign exchange intervention: the government as an active reserve manager (RePEc:fip:fedlwp:2004-031)
by Christopher J. Neely - An analysis of recent studies of the effect of foreign exchange intervention (RePEc:fip:fedlwp:2005-030)
by Christopher J. Neely - Identifying the effects of U.S. intervention on the levels of exchange rates (RePEc:fip:fedlwp:2005-031)
by Christopher J. Neely - Information shares in the U.S. treasury market (RePEc:fip:fedlwp:2005-070)
by Bruce Mizrach & Christopher J. Neely - Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (RePEc:fip:fedlwp:2006-006)
by Hui Guo & Christopher J. Neely - Central bank intervention and exchange rate volatility, its continuous and jump components (RePEc:fip:fedlwp:2006-031)
by Michel Beine & Jerome Lahaye & Sebastien Laurent & Christopher J. Neely & Franz C. Palm - Central bank intervention with limited arbitrage (RePEc:fip:fedlwp:2006-033)
by Christopher J. Neely & Paul A. Weller - Central bank authorities’ beliefs about foreign exchange intervention (RePEc:fip:fedlwp:2006-045)
by Christopher J. Neely - The adaptive markets hypothesis: evidence from the foreign exchange market (RePEc:fip:fedlwp:2006-046)
by Christopher J. Neely & Joshua M. Ulrich & Paul A. Weller - Jumps, cojumps and macro announcements (RePEc:fip:fedlwp:2007-032)
by Jerome Lahaye & Sebastien Laurent & Christopher J. Neely - The microstructure of the U.S. treasury market (RePEc:fip:fedlwp:2007-052)
by Bruce Mizrach & Christopher J. Neely - The dynamic interaction of order flows and the CAD/USD exchange rate (RePEc:fip:fedlwp:2008-006)
by Nikola Gradojevic & Christopher J. Neely - Real interest rate persistence: evidence and implications (RePEc:fip:fedlwp:2008-018)
by Christopher J. Neely & David E. Rapach - Is inflation an international phenomenon? (RePEc:fip:fedlwp:2008-025)
by Christopher J. Neely & David E. Rapach - Common fluctuations in OECD budget balances (RePEc:fip:fedlwp:2009-055)
by Christopher J. Neely & David E. Rapach - Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules (RePEc:fip:fedlwp:2010-008)
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou - The large scale asset purchases had large international effects (RePEc:fip:fedlwp:2010-018)
by Christopher J. Neely - Technical analysis in the foreign exchange market (RePEc:fip:fedlwp:2011-001)
by Christopher J. Neely & Paul A. Weller - Lessons from the evolution of foreign exchange trading strategies (RePEc:fip:fedlwp:2011-021)
by Christopher J. Neely & Paul A. Weller - Capital flows and Japanese asset volatility (RePEc:fip:fedlwp:2011-034)
by Brett W. Fawley & Christopher J. Neely - Econometric modeling of exchange rate volatility and jumps (RePEc:fip:fedlwp:2012-008)
by Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely - International channels of the Fed’s unconventional monetary policy (RePEc:fip:fedlwp:2012-028)
by Michael D. Bauer & Christopher J. Neely - Which continuous-time model is most appropriate for exchange rates? (RePEc:fip:fedlwp:2013-024)
by Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely - How Persistent Are Unconventional Monetary Policy Effects? (RePEc:fip:fedlwp:2014-004)
by Christopher J. Neely - Can risk explain the profitability of technical trading in currency markets? (RePEc:fip:fedlwp:2014-033)
by Matthew Famiglietti & Yuliya Ivanova & Christopher J. Neely & Paul A. Weller - The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited (RePEc:fip:fedlwp:2014-034)
by Jerome Lahaye & Christopher J. Neely - An Analysis of the Literature on International Unconventional Monetary Policy (RePEc:fip:fedlwp:2016-021)
by Saroj Bhattarai & Christopher J. Neely - Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy (RePEc:fip:fedlwp:2017-001)
by Christopher J. Neely - Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements (RePEc:fip:fedlwp:2017-011)
by Robert G. Bowman & Kam Fong Chan & Christopher J. Neely - Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book (RePEc:fip:fedlwp:2017-012)
by Markus Bibinger & Christopher J. Neely & Lars Winkelmann - The response of multinationals’ foreign exchange rate exposure to macroeconomic news (RePEc:fip:fedlwp:2017-020)
by Kris Boudt & Christopher J. Neely & Piet Sercu & Marjan Wauters - Unconventional monetary policy and the behavior of shorts (RePEc:fip:fedlwp:2017-031)
by Thomas H. McInish & Christopher J. Neely & Jade Planchon - Monetary Policy and Economic Performance since the Financial Crisis (RePEc:fip:fedlwp:88645)
by Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely - More Stories of Unconventional Monetary Policy (RePEc:fip:fedlwp:88994)
by Evan Karson & Christopher J. Neely - Supply and demand shifts of shorts before Fed announcements during QE1–QE3 (RePEc:fip:fedlwp:89221)
by Thomas H. McInish & Christopher J. Neely & Jade Planchon - Financial market reactions to the Russian invasion of Ukraine (RePEc:fip:fedlwp:94820)
by Christopher J. Neely - Mind Your Language: Market Responses to Central Bank Speeches (RePEc:fip:fedlwp:96270)
by Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang - Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications (RePEc:fip:fedlwp:96490)
by Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang - Sluggish news reactions: A combinatorial approach for synchronizing stock jumps (RePEc:fip:fedlwp:97969)
by Nabil Bouamara & Kris Boudt & Sebastien Laurent & Christopher J. Neely - The economic effects of a potential armed conflict over Taiwan (RePEc:fip:fedlwp:98963)
by Christopher J. Neely - A Look at the Fed’s Emergency Lending Programs (RePEc:fip:l00001:89382)
by Christopher J. Neely - More Irrational Exuberance? A Look at Stock Prices (RePEc:fip:l00001:89403)
by Christopher J. Neely - Russia’s Invasion of Ukraine and Its Impact on Stock Prices (RePEc:fip:l00001:94413)
by Samuel Jordan-Wood & Christopher J. Neely - Inflation and the Real Value of Debt: A Double-edged Sword (RePEc:fip:l00001:94567)
by Christopher J. Neely - The Innocent Greenbacks Abroad: U.S. Currency Held Internationally (RePEc:fip:l00001:94938)
by Christopher J. Neely - Reviewing the Impact of Energy Sanctions on Russia (RePEc:fip:l00001:95701)
by Jason Dunn & Christopher J. Neely - What Is the Probability of a Recession? The Message from Yield Spreads (RePEc:fip:l00001:96746)
by Christopher J. Neely - Measuring Inflation: Headline, Core and “Supercore” Services (RePEc:fip:l00001:98280)
by Christopher J. Neely - The Costless Disinflation of 2022-24 (RePEc:fip:l00001:98751)
by Christopher J. Neely - What Happens to Expected Stock Volatility around Election Day? (RePEc:fip:l00001:99209)
by Christopher J. Neely - Which continuous-time model is most appropriate for exchange rates? (RePEc:hal:journl:hal-01457402)
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely - Exchange rate intervention (RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:107-108)
by Christopher J. Neely & Mark P. Taylor - Central bank intervention and exchange rate volatility, its continuous and jump components (RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:201-223)
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm - Central bank intervention with limited arbitrage (RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:249-260)
by Christopher J. Neely & Paul A. Weller - Forecasting the Equity Risk Premium: The Role of Technical Indicators (RePEc:inm:ormnsc:v:60:y:2014:i:7:p:1772-1791)
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou - Endogenous realignments in a target zone (RePEc:oup:oxecpp:v:55:y:2003:i:3:p:494-511)
by Christopher J. Neely & Paul A. Weller & Dean Corbae - The Transition to Electronic Trading in the Secondary Treasury Market (RePEc:rut:rutres:200603)
by Bruce Mizrach & Chris Neely - Forecasting the Equity Risk Premium: The Role of Technical Indicators (RePEc:skb:wpaper:cofie-02-2011)
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou - The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:410-427)
by Jérôme Lahaye & Christopher Neely - Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM (RePEc:uia:iowaec:98-08)
by Neely, C.J. & Roy, A. & Whiteman, C.H. - Central Bank intervention and exchange rate volatility: its continuous and jump components (RePEc:ulb:ulbeco:2013/10413)
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher Neely & Franz Palm - Optimal discrete hedging in the Heston Stochastic Volatility Model (RePEc:vuw:vuwcsr:19108)
by Daglish, Toby & Neely, Chris - Unknown item RePEc:vuw:vuwcsr:4007 (paper)
- Jumps, cojumps and macro announcements (RePEc:wly:japmet:v:26:y:2011:i:6:p:893-921)
by Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely - Unconventional Monetary Policy and the Behavior of Shorts (RePEc:wly:jmoncb:v:56:y:2024:i:4:p:805-835)
by Thomas Mcinish & Christopher J. Neely & Jade Planchon - Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book (RePEc:zbw:irtgdp:2018055)
by Bibinger, Markus & Neely, Christopher & Winkelmann, Lars