Christopher Neely
Names
| first: |
Christopher |
| middle: |
J. |
| last: |
Neely |
Identifer
Contact
Affiliations
-
Federal Reserve Bank of St. Louis
/ Research Division
Research profile
author of:
- An Analysis of the Literature on International Unconventional Monetary Policy
Journal of Economic Literature, American Economic Association (2022)
by Saroj Bhattarai & Christopher J. Neely
(ReDIF-article, aea:jeclit:v:60:y:2022:i:2:p:527-97) - Sluggish news reactions: A combinatorial approach for synchronizing stock jumps
Papers, arXiv.org (2023)
by Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely
(ReDIF-paper, arx:papers:2309.15705) - Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model
Journal of Business & Economic Statistics, American Statistical Association (2001)
by Neely, Christopher J & Roy, Amlan & Whiteman, Charles H
(ReDIF-article, bes:jnlbes:v:19:y:2001:i:4:p:395-403) - A Benefit‐Cost Analysis Of Disinflation
Contemporary Economic Policy, Western Economic Association International (1997)
by Christopher J. Neely & Christopher J. Waller
(ReDIF-article, bla:coecpo:v:15:y:1997:i:1:p:50-64) - Foreign Exchange Volatility Is Priced in Equities
Financial Management, Financial Management Association International (2008)
by Hui Guo & Christopher J. Neely & Jason Higbee
(ReDIF-article, bla:finmgt:v:37:y:2008:i:4:p:769-790) - Capital Flows And Japanese Asset Volatility
Pacific Economic Review, Wiley Blackwell (2012)
by Christopher J. Neely & Brett W. Fawley
(ReDIF-article, bla:pacecr:v:17:y:2012:i:3:p:391-414) - Jumps, cojumps and macro announcements
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
by LAHAYE, Jérôme & LAURENT, Sébastien & NEELY, Christopher J.
(ReDIF-paper, cor:louvrp:2413) - Endogenous Realignments and the Sustainability of a Target Zone
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995)
by Corbae, P Dean & Neely, Christopher J & Weller, Paul
(ReDIF-paper, cpr:ceprdp:1253) - Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996)
by Dittmar, Robert & Neely, Christopher J & Weller, Paul
(ReDIF-paper, cpr:ceprdp:1480) - Mind Your Language: Market Responses to Central Bank Speeches
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
by Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye
(ReDIF-paper, cpr:ceprdp:18191) - Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
Journal of Financial and Quantitative Analysis, Cambridge University Press (1997)
by Neely, Christopher & Weller, Paul & Dittmar, Rob
(ReDIF-article, cup:jfinqa:v:32:y:1997:i:04:p:405-426_00) - Predictability in International Asset Returns: A Reexamination
Journal of Financial and Quantitative Analysis, Cambridge University Press (2000)
by Neely, Christopher J. & Weller, Paul
(ReDIF-article, cup:jfinqa:v:35:y:2000:i:04:p:601-620_00) - The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
Journal of Financial and Quantitative Analysis, Cambridge University Press (2009)
by Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M.
(ReDIF-article, cup:jfinqa:v:44:y:2009:i:02:p:467-488_09) - Supply and demand shifts of shorts before Fed announcements during QE1–QE3
Economics Letters, Elsevier (2021)
by McInish, Thomas & Neely, Christopher J. & Planchon, Jade
(ReDIF-article, eee:ecolet:v:200:y:2021:i:c:s016517652030478x) - Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Economics Letters, Elsevier (2008)
by Guo, Hui & Neely, Christopher J.
(ReDIF-article, eee:ecolet:v:99:y:2008:i:2:p:371-374) - Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
Journal of Econometrics, Elsevier (2019)
by Bibinger, Markus & Neely, Christopher & Winkelmann, Lars
(ReDIF-article, eee:econom:v:209:y:2019:i:2:p:158-184) - Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Journal of Empirical Finance, Elsevier (2017)
by Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J.
(ReDIF-article, eee:empfin:v:43:y:2017:i:c:p:43-58) - Target zones and conditional volatility: The role of realignments
Journal of Empirical Finance, Elsevier (1999)
by Neely, Christopher J.
(ReDIF-article, eee:empfin:v:6:y:1999:i:2:p:177-192) - The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
Journal of International Economics, Elsevier (2002)
by Neely, Christopher J.
(ReDIF-article, eee:inecon:v:58:y:2002:i:1:p:211-232) - Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?
Journal of International Financial Markets, Institutions and Money, Elsevier (2009)
by Neely, Christopher J.
(ReDIF-article, eee:intfin:v:19:y:2009:i:1:p:188-205) - Can Markov switching models predict excess foreign exchange returns?
Journal of Banking & Finance, Elsevier (2007)
by Dueker, Michael & Neely, Christopher J.
(ReDIF-article, eee:jbfina:v:31:y:2007:i:2:p:279-296) - Information shares in the US Treasury market
Journal of Banking & Finance, Elsevier (2008)
by Mizrach, Bruce & Neely, Christopher J.
(ReDIF-article, eee:jbfina:v:32:y:2008:i:7:p:1221-1233) - Lessons from the evolution of foreign exchange trading strategies
Journal of Banking & Finance, Elsevier (2013)
by Neely, Christopher J. & Weller, Paul A.
(ReDIF-article, eee:jbfina:v:37:y:2013:i:10:p:3783-3798) - Unconventional monetary policy had large international effects
Journal of Banking & Finance, Elsevier (2015)
by Neely, Christopher J.
(ReDIF-article, eee:jbfina:v:52:y:2015:i:c:p:101-111) - Which continuous-time model is most appropriate for exchange rates?
Journal of Banking & Finance, Elsevier (2015)
by Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J.
(ReDIF-article, eee:jbfina:v:61:y:2015:i:s2:p:s256-s268) - Can risk explain the profitability of technical trading in currency markets?
Journal of International Money and Finance, Elsevier (2021)
by Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T.
(ReDIF-article, eee:jimfin:v:110:y:2021:i:c:s0261560620302412) - How persistent are unconventional monetary policy effects?
Journal of International Money and Finance, Elsevier (2022)
by Neely, Christopher J.
(ReDIF-article, eee:jimfin:v:126:y:2022:i:c:s0261560622000560) - Technical trading rules in the European Monetary System
Journal of International Money and Finance, Elsevier (1999)
by Neely, Christopher J. & Weller, Paul A.
(ReDIF-article, eee:jimfin:v:18:y:1999:i:3:p:429-458) - Technical analysis and central bank intervention
Journal of International Money and Finance, Elsevier (2001)
by Neely, Christopher J. & Weller, Paul A.
(ReDIF-article, eee:jimfin:v:20:y:2001:i:7:p:949-970) - Intraday technical trading in the foreign exchange market
Journal of International Money and Finance, Elsevier (2003)
by Neely, C. J. & Weller, P. A.
(ReDIF-article, eee:jimfin:v:22:y:2003:i:2:p:223-237) - Central bank authorities' beliefs about foreign exchange intervention
Journal of International Money and Finance, Elsevier (2008)
by Neely, Christopher J.
(ReDIF-article, eee:jimfin:v:27:y:2008:i:1:p:1-25) - International comovements in inflation rates and country characteristics
Journal of International Money and Finance, Elsevier (2011)
by Neely, Christopher J. & Rapach, David E.
(ReDIF-article, eee:jimfin:v:30:y:2011:i:7:p:1471-1490) - International channels of the Fed's unconventional monetary policy
Journal of International Money and Finance, Elsevier (2014)
by Bauer, Michael D. & Neely, Christopher J.
(ReDIF-article, eee:jimfin:v:44:y:2014:i:c:p:24-46) - The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Journal of International Money and Finance, Elsevier (2019)
by Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan
(ReDIF-article, eee:jimfin:v:94:y:2019:i:c:p:32-47) - Risk-adjusted, ex ante, optimal technical trading rules in equity markets
International Review of Economics & Finance, Elsevier (2003)
by Neely, Christopher J.
(ReDIF-article, eee:reveco:v:12:y:2003:i:1:p:69-87) - Econometric modeling of exchange rate volatility and jumps
Chapters, Edward Elgar Publishing (2013)
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely
(ReDIF-chapter, elg:eechap:14545_16) - Monetary Policy and Economic Performance Since the Financial Crisis
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2020)
by Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely
(ReDIF-paper, fip:feddgw:88672) - International channels of the Fed’s unconventional monetary policy
Working Paper Series, Federal Reserve Bank of San Francisco (2012)
by Michael D. Bauer & Christopher J. Neely
(ReDIF-paper, fip:fedfwp:2012-12) - Monetary Policy and Economic Performance since the Financial Crisis
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely
(ReDIF-paper, fip:fedgfe:2020-65) - Lessons from the taper tantrum
Economic Synopses, Federal Reserve Bank of St. Louis (2014)
by Christopher J. Neely
(ReDIF-article, fip:fedles:00002) - Comparing international bond yields
Economic Synopses, Federal Reserve Bank of St. Louis (2014)
by Christopher J. Neely
(ReDIF-article, fip:fedles:00019) - How Much Do Oil Prices Affect Inflation?
Economic Synopses, Federal Reserve Bank of St. Louis (2015)
by Christopher J. Neely
(ReDIF-article, fip:fedles:00037) - Financial Engineering Versus Cancer
Economic Synopses, Federal Reserve Bank of St. Louis (2015)
by Christopher J. Neely
(ReDIF-article, fip:fedles:00045) - Chinese Foreign Exchange Reserves and the U.S. Economy
Economic Synopses, Federal Reserve Bank of St. Louis (2016)
by Christopher J. Neely
(ReDIF-article, fip:fedles:00063) - The People’s Bank of China Boosts the Yuan
Economic Synopses, Federal Reserve Bank of St. Louis (2017)
by Christopher J. Neely
(ReDIF-article, fip:fedles:00084) - Why Are U.S. Bond Yields So High?
Economic Synopses, Federal Reserve Bank of St. Louis (2018)
by Christopher J. Neely
(ReDIF-article, fip:fedles:00114) - What to Expect from Quantitative Tightening
Economic Synopses, Federal Reserve Bank of St. Louis (2019)
by Christopher J. Neely
(ReDIF-article, fip:fedles:87632) - The Asset Holdings of the Bank of Japan
Economic Synopses, Federal Reserve Bank of St. Louis (2019)
by Christopher J. Neely
(ReDIF-article, fip:fedles:87642) - Negative U.S. Interest Rates?
Economic Synopses, Federal Reserve Bank of St. Louis (2020)
by Christopher J. Neely
(ReDIF-article, fip:fedles:87657) - The Stock Market's Wild Ride
Economic Synopses, Federal Reserve Bank of St. Louis (2020)
by Bruce Mizrach & Christopher J. Neely
(ReDIF-article, fip:fedles:87765) - Secondary Market Corporate Credit Facility Supports Main Street
Economic Synopses, Federal Reserve Bank of St. Louis (2020)
by Bruce Mizrach & Christopher J. Neely
(ReDIF-article, fip:fedles:87786) - Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities
Economic Synopses, Federal Reserve Bank of St. Louis (2020)
by Bruce Mizrach & Christopher J. Neely
(ReDIF-article, fip:fedles:87854) - Supporting Small Borrowers: ABS Markets and the TALF
Economic Synopses, Federal Reserve Bank of St. Louis (2020)
by Bruce Mizrach & Christopher J. Neely
(ReDIF-article, fip:fedles:87855) - Central Bank Responses to COVID-19
Economic Synopses, Federal Reserve Bank of St. Louis (2020)
by Jacob Haas & Christopher J. Neely
(ReDIF-article, fip:fedles:87858) - Federal Reserve System International Facilities
Economic Synopses, Federal Reserve Bank of St. Louis (2020)
by Bruce Mizrach & Christopher J. Neely
(ReDIF-article, fip:fedles:87929) - International Inflation Trends
Economic Synopses, Federal Reserve Bank of St. Louis (2021)
by Christopher J. Neely
(ReDIF-article, fip:fedles:92768) - Overshooting the Inflation Target
Economic Synopses, Federal Reserve Bank of St. Louis (2021)
by Christopher J. Neely
(ReDIF-article, fip:fedles:93159) - The Russian Invasion, Oil and Gasoline Prices, and Recession
Economic Synopses, Federal Reserve Bank of St. Louis (2022)
by Christopher J. Neely
(ReDIF-article, fip:fedles:94112) - A Shutoff of Russian Natural Gas
Economic Synopses, Federal Reserve Bank of St. Louis (2022)
by Jason Dunn & Christopher J. Neely
(ReDIF-article, fip:fedles:95130) - The Rise and Fall of M2
Economic Synopses, Federal Reserve Bank of St. Louis (2023)
by Christopher J. Neely
(ReDIF-article, fip:fedles:96198) - The FDIC Studies “Options for Deposit Insurance Reform”
Economic Synopses, Federal Reserve Bank of St. Louis (2023)
by Christopher J. Neely
(ReDIF-article, fip:fedles:96322) - Modeling Professional Recession Forecasts
Economic Synopses, Federal Reserve Bank of St. Louis (2023)
by Christopher J. Neely
(ReDIF-article, fip:fedles:97104) - Why Have a Strategic Petroleum Reserve?
Economic Synopses, Federal Reserve Bank of St. Louis (2024)
by Christopher J. Neely
(ReDIF-article, fip:fedles:97947) - \\"How central should the central bank be?\\" a comment
Economic Synopses, Federal Reserve Bank of St. Louis (2010)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2010:n:10) - The effects of large-scale asset purchases on TIPS inflation expectations
Economic Synopses, Federal Reserve Bank of St. Louis (2010)
by Massimo Guidolin & Christopher J. Neely
(ReDIF-article, fip:fedles:y:2010:n:26) - U.S. historical experience with deflation
Economic Synopses, Federal Reserve Bank of St. Louis (2010)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2010:n:30) - Okun's law: output and unemployment
Economic Synopses, Federal Reserve Bank of St. Louis (2010)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2010:n:4) - The great foreign exchange intervention of 2011
Economic Synopses, Federal Reserve Bank of St. Louis (2011)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2011:n:23) - The difference between currency manipulation and monetary policy
Economic Synopses, Federal Reserve Bank of St. Louis (2011)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2011:n:5) - Fiscal policy and expected inflation
Economic Synopses, Federal Reserve Bank of St. Louis (2011)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2011:n:8) - The mysterious Greek yield curve
Economic Synopses, Federal Reserve Bank of St. Louis (2012)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2012:n:6) - Political pressure on the bank of Japan: interference or accountability?
Economic Synopses, Federal Reserve Bank of St. Louis (2013)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2013:n:7) - Would it help to eliminate interest on reserves?
Economic Synopses, Federal Reserve Bank of St. Louis (2013)
by Christopher J. Neely
(ReDIF-article, fip:fedles:y:2013:n:8) - How big is Japan's debt?
International Economic Trends, Federal Reserve Bank of St. Louis (1999)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:1999:i:feb) - An E.U. withholding tax?
International Economic Trends, Federal Reserve Bank of St. Louis (1999)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:1999:i:nov) - International interest rate linkages
International Economic Trends, Federal Reserve Bank of St. Louis (2001)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:2001:i:aug) - Options on economic data
International Economic Trends, Federal Reserve Bank of St. Louis (2002)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:2002:i:nov) - Global factors in budget deficits
International Economic Trends, Federal Reserve Bank of St. Louis (2003)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:2003:i:nov) - Unwinding the current account deficit
International Economic Trends, Federal Reserve Bank of St. Louis (2005)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:2005:i:may) - One dollar = one loonie
International Economic Trends, Federal Reserve Bank of St. Louis (2007)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:2007:i:nov) - The sovereign wealth funds of nations
International Economic Trends, Federal Reserve Bank of St. Louis (2008)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:2008:i:may) - Markets worry more about sovereign debt
International Economic Trends, Federal Reserve Bank of St. Louis (2009)
by Christopher J. Neely
(ReDIF-article, fip:fedlie:y:2009:i:feb) - What is the slope of the yield curve telling us?
Monetary Trends, Federal Reserve Bank of St. Louis (2000)
by Christopher J. Neely
(ReDIF-article, fip:fedlmt:y:2000:i:aug) - Stock prices and consumption
Monetary Trends, Federal Reserve Bank of St. Louis (2000)
by Christopher J. Neely
(ReDIF-article, fip:fedlmt:y:2000:i:jul) - September 11, 2001
Monetary Trends, Federal Reserve Bank of St. Louis (2001)
by Christopher J. Neely
(ReDIF-article, fip:fedlmt:y:2001:i:nov) - How expensive are stocks?
Monetary Trends, Federal Reserve Bank of St. Louis (2002)
by Christopher J. Neely
(ReDIF-article, fip:fedlmt:y:2002:i:jun) - Bond market mania
Monetary Trends, Federal Reserve Bank of St. Louis (2003)
by Christopher J. Neely
(ReDIF-article, fip:fedlmt:y:2003:i:oct) - China's strategic petroleum reserve: a drop in the bucket
National Economic Trends, Federal Reserve Bank of St. Louis (2007)
by Christopher J. Neely
(ReDIF-article, fip:fedlne:y:2007:i:jan) - Why Price Controls Should Stay in the History Books
The Regional Economist, Federal Reserve Bank of St. Louis (2022)
by Christopher J. Neely
(ReDIF-article, fip:fedlre:93881) - How Do Economists Think about the Environment and Climate Change?
The Regional Economist, Federal Reserve Bank of St. Louis (2022)
by Christopher J. Neely
(ReDIF-article, fip:fedlre:95297) - Interest Rate Risk, Bank Runs and Silicon Valley Bank
The Regional Economist, Federal Reserve Bank of St. Louis (2023)
by Christopher J. Neely & Michelle Clark Neely
(ReDIF-article, fip:fedlre:96125) - Systemic Financial Risks, Macroprudential Tools and Monetary Policy
The Regional Economist, Federal Reserve Bank of St. Louis (2023)
by Jason Dunn & Christopher J. Neely
(ReDIF-article, fip:fedlre:96447) - The Fed responds to Sept. 11 attacks
The Regional Economist, Federal Reserve Bank of St. Louis (2002)
by Christopher J. Neely
(ReDIF-article, fip:fedlre:y:2002:i:jan.:p:12-13) - Miscommunication shook up mortgage, bond markets
The Regional Economist, Federal Reserve Bank of St. Louis (2004)
by Christopher J. Neely
(ReDIF-article, fip:fedlre:y:2004:i:apr:p:4-9) - Asian nations driving world oil prices
The Regional Economist, Federal Reserve Bank of St. Louis (2007)
by Justin P. Hauke & Christopher J. Neely
(ReDIF-article, fip:fedlre:y:2007:i:apr:p:12-13) - Why do gasoline prices react to things that have not happened?
The Regional Economist, Federal Reserve Bank of St. Louis (2007)
by William R. Emmons & Christopher J. Neely
(ReDIF-article, fip:fedlre:y:2007:i:jul:p:10-11) - The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices
Review, Federal Reserve Bank of St. Louis (2014)
by Brett W. Fawley & Christopher J. Neely
(ReDIF-article, fip:fedlrv:00018) - Common Fluctuations in OECD Budget Balances
Review, Federal Reserve Bank of St. Louis (2015)
by Christopher J. Neely & David E. Rapach
(ReDIF-article, fip:fedlrv:00039) - Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy
Review, Federal Reserve Bank of St. Louis (2017)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:00081) - Responses of International Central Banks to the COVID-19 Crisis
Review, Federal Reserve Bank of St. Louis (2020)
by William R. Emmons & Jacob Haas & Christopher J. Neely
(ReDIF-article, fip:fedlrv:89087) - More Stories of Unconventional Monetary Policy
Review, Federal Reserve Bank of St. Louis (2021)
by Evan Karson & Christopher J. Neely
(ReDIF-article, fip:fedlrv:91430) - Monetary Policy and Economic Performance Since the Financial Crisis
Review, Federal Reserve Bank of St. Louis (2021)
by Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely
(ReDIF-article, fip:fedlrv:93190) - Financial Market Reactions to the Russian Invasion of Ukraine
Review, Federal Reserve Bank of St. Louis (2022)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:94966) - Realignment of target zone exchange rate systems: what do we know?
Review, Federal Reserve Bank of St. Louis (1994)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:1994:i:sep:p:23-34) - Deflation and real economic activity under the gold standard
Review, Federal Reserve Bank of St. Louis (1995)
by Christopher J. Neely & Geoffrey E. Wood
(ReDIF-article, fip:fedlrv:y:1995:i:sep:p:27-37) - The giant sucking sound: did NAFTA devour the Mexican peso?
Review, Federal Reserve Bank of St. Louis (1996)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:1996:i:jul:p:33-48:n:v.78no.5) - Technical analysis in the foreign exchange market: a layman's guide
Review, Federal Reserve Bank of St. Louis (1997)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:1997:i:sep:p:23-38) - Technical analysis and the profitability of U.S. foreign exchange intervention
Review, Federal Reserve Bank of St. Louis (1998)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:1998:i:jul:p:3-17:n:v.80no.4) - An introduction to capital controls
Review, Federal Reserve Bank of St. Louis (1999)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:1999:i:nov:p:13-30:n:v.81no.6) - Are changes in foreign exchange reserves well correlated with official intervention?
Review, Federal Reserve Bank of St. Louis (2000)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2000:i:sep:p:17-32:n:v.82no.5) - The practice of central bank intervention: looking under the hood
Review, Federal Reserve Bank of St. Louis (2001)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2001:i:may:p:1-10:n:v.83no.3) - Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics
Review, Federal Reserve Bank of St. Louis (2002)
by Christopher J. Neely & Paul A. Weller
(ReDIF-article, fip:fedlrv:y:2002:i:may:p:43-54:n:v.84no.3) - How well do monetary fundamentals forecast exchange rates?
Review, Federal Reserve Bank of St. Louis (2002)
by Christopher J. Neely & Lucio Sarno
(ReDIF-article, fip:fedlrv:y:2002:i:sep:p:51-74:n:v.84no.5) - The Federal Reserve responds to crises: September 11th was not the first
Review, Federal Reserve Bank of St. Louis (2004)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2004:i:mar:p:27-42:n:v.86no.2) - Using implied volatility to measure uncertainty about interest rates
Review, Federal Reserve Bank of St. Louis (2005)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2005:i:may:p:407-425:n:v.87no.3) - An analysis of recent studies of the effect of foreign exchange intervention
Review, Federal Reserve Bank of St. Louis (2005)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2005:i:nov:p:685-718:n:v.87no.6) - The transition to electronic communications networks in the secondary treasury market
Review, Federal Reserve Bank of St. Louis (2006)
by Bruce Mizrach & Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2006:i:nov:p:527-542:n:v.88no.6) - What are the odds? option-based forecasts of FOMC target changes
Review, Federal Reserve Bank of St. Louis (2006)
by William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2006:i:nov:p:543-562:n:v.88no.6) - Real interest rate persistence: evidence and implications
Review, Federal Reserve Bank of St. Louis (2008)
by Christopher J. Neely & David E. Rapach
(ReDIF-article, fip:fedlrv:y:2008:i:nov:p:609-642:n:v.90no.6) - Systemic risk and the financial crisis: a primer
Review, Federal Reserve Bank of St. Louis (2009)
by James B. Bullard & Christopher J. Neely & David C. Wheelock
(ReDIF-article, fip:fedlrv:y:2009:i:sep:p:403-418:n:v.91no.5) - A survey of announcement effects on foreign exchange returns
Review, Federal Reserve Bank of St. Louis (2010)
by S. Rubun Dey & Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2010:i:sep:p:417-464:n:v.92no.5) - A foreign exchange intervention in an era of restraint
Review, Federal Reserve Bank of St. Louis (2011)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2011:i:sep:p:303-324:n:v.93no.5) - A survey of announcement effects on foreign exchange volatility and jumps
Review, Federal Reserve Bank of St. Louis (2011)
by Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2011:i:sep:p:361-385:n:v.93no.5) - Four stories of quantitative easing
Review, Federal Reserve Bank of St. Louis (2013)
by Brett W. Fawley & Christopher J. Neely
(ReDIF-article, fip:fedlrv:y:2013:i:january:p:51-88:n:v.95no.1) - Target zones and conditional volatility: the role of realignments
Working Papers, Federal Reserve Bank of St. Louis (1998)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:1994-008) - Endogenous realignments and the sustainability of a target
Working Papers, Federal Reserve Bank of St. Louis (1998)
by Dean Corbae & Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:1994-009) - A reconsideration of the properties of the generalized method moments in asset pricing models
Working Papers, Federal Reserve Bank of St. Louis (1994)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:1994-010) - Realignments of target zone exchange systems: what do we know?
Working Papers, Federal Reserve Bank of St. Louis (1994)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:1994-020) - Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM
Working Papers, Federal Reserve Bank of St. Louis (1999)
by Christopher J. Neely & Amlan Roy & Charles H. Whiteman
(ReDIF-paper, fip:fedlwp:1995-002) - Testing asset pricing models with Euler equations: it's worse than you think
Working Papers, Federal Reserve Bank of St. Louis (1995)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:1995-018) - Is technical analysis in the foreign exchange market profitable? a genetic programming approach
Working Papers, Federal Reserve Bank of St. Louis (1997)
by Robert Dittmar & Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:1996-006) - Technical analysis and central bank intervention
Working Papers, Federal Reserve Bank of St. Louis (2000)
by Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:1997-002) - Predictability in international asset returns: a reexamination
Working Papers, Federal Reserve Bank of St. Louis (1999)
by Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:1997-010) - Technical trading rules in the European Monetary System
Working Papers, Federal Reserve Bank of St. Louis (1998)
by Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:1997-015) - Risk-adjusted, ex ante, optimal technical trading rules in equity markets
Working Papers, Federal Reserve Bank of St. Louis (2001)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:1999-015) - Intraday technical trading in the foreign exchange market
Working Papers, Federal Reserve Bank of St. Louis (2001)
by Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:1999-016) - The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits
Working Papers, Federal Reserve Bank of St. Louis (2002)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2000-018) - The practice of central bank intervention: looking under the hood
Working Papers, Federal Reserve Bank of St. Louis (2000)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2000-028) - Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics
Working Papers, Federal Reserve Bank of St. Louis (2001)
by Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:2001-009) - Can Markov switching models predict excess foreign exchange returns?
Working Papers, Federal Reserve Bank of St. Louis (2006)
by Michael J. Dueker & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2001-021) - How well do monetary fundamentals forecast exchange rates?
Working Papers, Federal Reserve Bank of St. Louis (2002)
by Christopher J. Neely & Lucio Sarno
(ReDIF-paper, fip:fedlwp:2002-007) - Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?
Working Papers, Federal Reserve Bank of St. Louis (2004)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2002-017) - Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?
Working Papers, Federal Reserve Bank of St. Louis (2004)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2003-018) - The Federal Reserve responds to crises: September 11th was not the first
Working Papers, Federal Reserve Bank of St. Louis (2003)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2003-034) - Year-end seasonality in one-month LIBOR derivatives
Working Papers, Federal Reserve Bank of St. Louis (2005)
by Christopher J. Neely & Drew B. Winters
(ReDIF-paper, fip:fedlwp:2003-040) - Foreign exchange volatility is priced in equities
Working Papers, Federal Reserve Bank of St. Louis (2006)
by Hui Guo & Jason Higbee & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2004-029) - The case for foreign exchange intervention: the government as an active reserve manager
Working Papers, Federal Reserve Bank of St. Louis (2005)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2004-031) - An analysis of recent studies of the effect of foreign exchange intervention
Working Papers, Federal Reserve Bank of St. Louis (2005)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2005-030) - Identifying the effects of U.S. intervention on the levels of exchange rates
Working Papers, Federal Reserve Bank of St. Louis (2006)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2005-031) - Information shares in the U.S. treasury market
Working Papers, Federal Reserve Bank of St. Louis (2007)
by Bruce Mizrach & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2005-070) - Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Working Papers, Federal Reserve Bank of St. Louis (2006)
by Hui Guo & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2006-006) - Central bank intervention and exchange rate volatility, its continuous and jump components
Working Papers, Federal Reserve Bank of St. Louis (2007)
by Michel Beine & Jerome Lahaye & Sebastien Laurent & Christopher J. Neely & Franz C. Palm
(ReDIF-paper, fip:fedlwp:2006-031) - Central bank intervention with limited arbitrage
Working Papers, Federal Reserve Bank of St. Louis (2007)
by Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:2006-033) - Central bank authorities’ beliefs about foreign exchange intervention
Working Papers, Federal Reserve Bank of St. Louis (2007)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2006-045) - The adaptive markets hypothesis: evidence from the foreign exchange market
Working Papers, Federal Reserve Bank of St. Louis (2007)
by Christopher J. Neely & Joshua M. Ulrich & Paul A. Weller
(ReDIF-paper, fip:fedlwp:2006-046) - Jumps, cojumps and macro announcements
Working Papers, Federal Reserve Bank of St. Louis (2007)
by Jerome Lahaye & Sebastien Laurent & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2007-032) - The microstructure of the U.S. treasury market
Working Papers, Federal Reserve Bank of St. Louis (2007)
by Bruce Mizrach & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2007-052) - The dynamic interaction of order flows and the CAD/USD exchange rate
Working Papers, Federal Reserve Bank of St. Louis (2008)
by Nikola Gradojevic & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2008-006) - Real interest rate persistence: evidence and implications
Working Papers, Federal Reserve Bank of St. Louis (2008)
by Christopher J. Neely & David E. Rapach
(ReDIF-paper, fip:fedlwp:2008-018) - Is inflation an international phenomenon?
Working Papers, Federal Reserve Bank of St. Louis (2008)
by Christopher J. Neely & David E. Rapach
(ReDIF-paper, fip:fedlwp:2008-025) - Common fluctuations in OECD budget balances
Working Papers, Federal Reserve Bank of St. Louis (2009)
by Christopher J. Neely & David E. Rapach
(ReDIF-paper, fip:fedlwp:2009-055) - Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules
Working Papers, Federal Reserve Bank of St. Louis (2010)
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou
(ReDIF-paper, fip:fedlwp:2010-008) - The large scale asset purchases had large international effects
Working Papers, Federal Reserve Bank of St. Louis (2010)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2010-018) - Technical analysis in the foreign exchange market
Working Papers, Federal Reserve Bank of St. Louis (2011)
by Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:2011-001) - Lessons from the evolution of foreign exchange trading strategies
Working Papers, Federal Reserve Bank of St. Louis (2011)
by Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:2011-021) - Capital flows and Japanese asset volatility
Working Papers, Federal Reserve Bank of St. Louis (2011)
by Brett W. Fawley & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2011-034) - Econometric modeling of exchange rate volatility and jumps
Working Papers, Federal Reserve Bank of St. Louis (2012)
by Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2012-008) - International channels of the Fed’s unconventional monetary policy
Working Papers, Federal Reserve Bank of St. Louis (2012)
by Michael D. Bauer & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2012-028) - Which continuous-time model is most appropriate for exchange rates?
Working Papers, Federal Reserve Bank of St. Louis (2013)
by Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2013-024) - How Persistent Are Unconventional Monetary Policy Effects?
Working Papers, Federal Reserve Bank of St. Louis (2014)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2014-004) - Can risk explain the profitability of technical trading in currency markets?
Working Papers, Federal Reserve Bank of St. Louis (2014)
by Matthew Famiglietti & Yuliya Ivanova & Christopher J. Neely & Paul A. Weller
(ReDIF-paper, fip:fedlwp:2014-033) - The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Working Papers, Federal Reserve Bank of St. Louis (2014)
by Jerome Lahaye & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2014-034) - An Analysis of the Literature on International Unconventional Monetary Policy
Working Papers, Federal Reserve Bank of St. Louis (2016)
by Saroj Bhattarai & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2016-021) - Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy
Working Papers, Federal Reserve Bank of St. Louis (2017)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2017-001) - Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements
Working Papers, Federal Reserve Bank of St. Louis (2017)
by Robert G. Bowman & Kam Fong Chan & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:2017-011) - Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
Working Papers, Federal Reserve Bank of St. Louis (2017)
by Markus Bibinger & Christopher J. Neely & Lars Winkelmann
(ReDIF-paper, fip:fedlwp:2017-012) - The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Working Papers, Federal Reserve Bank of St. Louis (2017)
by Kris Boudt & Christopher J. Neely & Piet Sercu & Marjan Wauters
(ReDIF-paper, fip:fedlwp:2017-020) - Unconventional monetary policy and the behavior of shorts
Working Papers, Federal Reserve Bank of St. Louis (2017)
by Thomas H. McInish & Christopher J. Neely & Jade Planchon
(ReDIF-paper, fip:fedlwp:2017-031) - Monetary Policy and Economic Performance since the Financial Crisis
Working Papers, Federal Reserve Bank of St. Louis (2020)
by Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:88645) - More Stories of Unconventional Monetary Policy
Working Papers, Federal Reserve Bank of St. Louis (2020)
by Evan Karson & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:88994) - Supply and demand shifts of shorts before Fed announcements during QE1–QE3
Working Papers, Federal Reserve Bank of St. Louis (2020)
by Thomas H. McInish & Christopher J. Neely & Jade Planchon
(ReDIF-paper, fip:fedlwp:89221) - Financial market reactions to the Russian invasion of Ukraine
Working Papers, Federal Reserve Bank of St. Louis (2022)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:94820) - Mind Your Language: Market Responses to Central Bank Speeches
Working Papers, Federal Reserve Bank of St. Louis (2023)
by Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang
(ReDIF-paper, fip:fedlwp:96270) - Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications
Working Papers, Federal Reserve Bank of St. Louis (2023)
by Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang
(ReDIF-paper, fip:fedlwp:96490) - Sluggish news reactions: A combinatorial approach for synchronizing stock jumps
Working Papers, Federal Reserve Bank of St. Louis (2024)
by Nabil Bouamara & Kris Boudt & Sebastien Laurent & Christopher J. Neely
(ReDIF-paper, fip:fedlwp:97969) - The economic effects of a potential armed conflict over Taiwan
Working Papers, Federal Reserve Bank of St. Louis (2024)
by Christopher J. Neely
(ReDIF-paper, fip:fedlwp:98963) - A Look at the Fed’s Emergency Lending Programs
On the Economy, Federal Reserve Bank of St. Louis (2020)
by Christopher J. Neely
(ReDIF-paper, fip:l00001:89382) - More Irrational Exuberance? A Look at Stock Prices
On the Economy, Federal Reserve Bank of St. Louis (2021)
by Christopher J. Neely
(ReDIF-paper, fip:l00001:89403) - Russia’s Invasion of Ukraine and Its Impact on Stock Prices
On the Economy, Federal Reserve Bank of St. Louis (2022)
by Samuel Jordan-Wood & Christopher J. Neely
(ReDIF-paper, fip:l00001:94413) - Inflation and the Real Value of Debt: A Double-edged Sword
On the Economy, Federal Reserve Bank of St. Louis (2022)
by Christopher J. Neely
(ReDIF-paper, fip:l00001:94567) - The Innocent Greenbacks Abroad: U.S. Currency Held Internationally
On the Economy, Federal Reserve Bank of St. Louis (2022)
by Christopher J. Neely
(ReDIF-paper, fip:l00001:94938) - Reviewing the Impact of Energy Sanctions on Russia
On the Economy, Federal Reserve Bank of St. Louis (2023)
by Jason Dunn & Christopher J. Neely
(ReDIF-paper, fip:l00001:95701) - What Is the Probability of a Recession? The Message from Yield Spreads
On the Economy, Federal Reserve Bank of St. Louis (2023)
by Christopher J. Neely
(ReDIF-paper, fip:l00001:96746) - Measuring Inflation: Headline, Core and “Supercore” Services
On the Economy, Federal Reserve Bank of St. Louis (2024)
by Christopher J. Neely
(ReDIF-paper, fip:l00001:98280) - The Costless Disinflation of 2022-24
On the Economy, Federal Reserve Bank of St. Louis (2024)
by Christopher J. Neely
(ReDIF-paper, fip:l00001:98751) - Which continuous-time model is most appropriate for exchange rates?
Post-Print, HAL (2015)
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely
(ReDIF-paper, hal:journl:hal-01457402) - Exchange rate intervention
International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2007)
by Christopher J. Neely & Mark P. Taylor
(ReDIF-article, ijf:ijfiec:v:12:y:2007:i:2:p:107-108) - Central bank intervention and exchange rate volatility, its continuous and jump components
International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2007)
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm
(ReDIF-article, ijf:ijfiec:v:12:y:2007:i:2:p:201-223) - Central bank intervention with limited arbitrage
International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2007)
by Christopher J. Neely & Paul A. Weller
(ReDIF-article, ijf:ijfiec:v:12:y:2007:i:2:p:249-260) - Forecasting the Equity Risk Premium: The Role of Technical Indicators
Management Science, INFORMS (2014)
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou
(ReDIF-article, inm:ormnsc:v:60:y:2014:i:7:p:1772-1791) - Endogenous realignments in a target zone
Oxford Economic Papers, Oxford University Press (2003)
by Christopher J. Neely & Paul A. Weller & Dean Corbae
(ReDIF-article, oup:oxecpp:v:55:y:2003:i:3:p:494-511) - The Transition to Electronic Trading in the Secondary Treasury Market
Departmental Working Papers, Rutgers University, Department of Economics (2006)
by Bruce Mizrach & Chris Neely
(ReDIF-paper, rut:rutres:200603) - Forecasting the Equity Risk Premium: The Role of Technical Indicators
Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics (2011)
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou
(ReDIF-paper, skb:wpaper:cofie-02-2011) - The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
Journal of Business & Economic Statistics, Taylor & Francis Journals (2020)
by Jérôme Lahaye & Christopher Neely
(ReDIF-article, taf:jnlbes:v:38:y:2020:i:2:p:410-427) - Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM
Working Papers, University of Iowa, Department of Economics (1998)
by Neely, C.J. & Roy, A. & Whiteman, C.H.
(ReDIF-paper, uia:iowaec:98-08) - Central Bank intervention and exchange rate volatility: its continuous and jump components
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007)
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher Neely & Franz Palm
(ReDIF-paper, ulb:ulbeco:2013/10413) - Optimal discrete hedging in the Heston Stochastic Volatility Model
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation (2008)
by Daglish, Toby & Neely, Chris
(ReDIF-paper, vuw:vuwcsr:19108) - Unknown item RePEc:vuw:vuwcsr:4007 (paper)
- Jumps, cojumps and macro announcements
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2011)
by Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely
(ReDIF-article, wly:japmet:v:26:y:2011:i:6:p:893-921) - Unconventional Monetary Policy and the Behavior of Shorts
Journal of Money, Credit and Banking, Blackwell Publishing (2024)
by Thomas Mcinish & Christopher J. Neely & Jade Planchon
(ReDIF-article, wly:jmoncb:v:56:y:2024:i:4:p:805-835) - Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2018)
by Bibinger, Markus & Neely, Christopher & Winkelmann, Lars
(ReDIF-paper, zbw:irtgdp:2018055)