Christopher Neely
Names
first: |
Christopher |
middle: |
J. |
last: |
Neely |
Contact
Affiliations
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Federal Reserve Bank of St. Louis
→ Research Division
- website
- location: St. Louis, Missouri (United States)
Research profile
author of:
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Endogenous Realignments and the Sustainability of a Target Zone
by Corbae, P. Dean & Neely, Christopher J. & Weller, Paul
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Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
by Dittmar, Robert & Neely, Christopher J. & Weller, Paul
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Testing asset pricing models with Euler equations: it's worse than you think
by Christopher J. Neely
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The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits
by Christopher J. Neely
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The practice of central bank intervention: looking under the hood
by Christopher J. Neely
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Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics
by Christopher J. Neely & Paul A. Weller
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Can Markov switching models predict excess foreign exchange returns?
by Michael J. Dueker & Christopher J. Neely
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How well do monetary fundamentals forecast exchange rates?
by Christopher J. Neely & Lucio Sarno
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Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?
by Christopher J. Neely
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Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?
by Christopher J. Neely
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Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model.
by Neely, Christopher J. & Roy, Amlan & Whiteman, Charles H.
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How big is Japan's debt?
by Christopher J. Neely
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The Fed responds to Sept. 11 attacks
by Christopher J. Neely
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Realignment of target zone exchange rate systems: what do we know?
by Christopher J. Neely
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Deflation and real economic activity under the gold standard
by Christopher J. Neely & Geoffrey E. Wood
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Technical analysis in the foreign exchange market: a layman's guide
by Christopher J. Neely
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Technical analysis and the profitability of U.S. foreign exchange intervention
by Christopher J. Neely
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An introduction to capital controls
by Christopher J. Neely
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Are changes in foreign exchange reserves well correlated with official intervention?
by Christopher J. Neely
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Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics
by Christopher J. Neely & Paul A. Weller
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How well do monetary fundamentals forecast exchange rates?
by Christopher J. Neely & Lucio Sarno
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Endogenous realignments in a target zone
by Christopher J. Neely & Paul A. Weller & Dean Corbae
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Target zones and conditional volatility: The role of realignments
by Neely, Christopher J.
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Technical trading rules in the European Monetary System
by Neely, Christopher J. & Weller, Paul A.
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Year-end seasonality in one-month LIBOR derivatives
by Christopher J. Neely & Drew B. Winters
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Miscommunication shook up mortgage, bond markets
by Christopher J. Neely
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Intraday technical trading in the foreign exchange market
by Neely, C. J. & Weller, P. A.
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Technical analysis and central bank intervention
by Neely, Christopher J. & Weller, Paul A.
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The Federal Reserve responds to crises: September 11th was not the first
by Christopher J. Neely
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Risk-adjusted, ex ante, optimal technical trading rules in equity markets
by Neely, Christopher J.
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The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
by Neely, Christopher J.
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The Federal Reserve responds to crises: September 11th was not the first
by Christopher J. Neely
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Unwinding the current account deficit
by Christopher J. Neely
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The case for foreign exchange intervention: the government as an active reserve manager
by Christopher J. Neely
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Using implied volatility to measure uncertainty about interest rates
by Christopher J. Neely
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Foreign exchange volatility is priced in equities
by Hui Guo & Jason Higbee & Christopher J. Neely
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An analysis of recent studies of the effect of foreign exchange intervention
by Christopher J. Neely
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Identifying the effects of U.S. intervention on the levels of exchange rates
by Christopher J. Neely
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An E.U. withholding tax?
by Christopher J. Neely
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September 11, 2001
by Christopher J. Neely
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What is the slope of the yield curve telling us?
by Christopher J. Neely
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International interest rate linkages
by Christopher J. Neely
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Bond market mania
by Christopher J. Neely
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Global factors in budget deficits
by Christopher J. Neely
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How expensive are stocks?
by Christopher J. Neely
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Options on economic data
by Christopher J. Neely
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Stock prices and consumption
by Christopher J. Neely
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Information shares in the U.S. treasury market
by Bruce Mizrach & Christopher J. Neely
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An analysis of recent studies of the effect of foreign exchange intervention
by Christopher J. Neely
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Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM
by Neely, C. J. & Roy, A. & Whiteman, C. H.
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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
by Hui Guo & Christopher J. Neely
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The giant sucking sound: did NAFTA devour the Mexican peso?
by Christopher J. Neely
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Is technical analysis in the foreign exchange market profitable? a genetic programming approach
by Robert Dittmar & Christopher J. Neely & Paul A. Weller
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Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM
by Christopher J. Neely & Amlan Roy & Charles H. Whiteman
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Central bank intervention and exchange rate volatility, its continuous and jump components
by Michel Beine & Jerome Lahaye & Sebastien Laurent & Christopher J. Neely & Franz C. Palm
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Target zones and conditional volatility: the role of realignments
by Christopher J. Neely
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Technical trading rules in the European Monetary System
by Christopher J. Neely & Paul A. Weller
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Realignments of target zone exchange systems: what do we know?
by Christopher J. Neely
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Technical analysis and central bank intervention
by Christopher J. Neely & Paul A. Weller
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Risk-adjusted, ex ante, optimal technical trading rules in equity markets
by Christopher J. Neely
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Intraday technical trading in the foreign exchange market
by Christopher J. Neely & Paul A. Weller
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A reconsideration of the properties of the generalized method moments in asset pricing models
by Christopher J. Neely
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Central bank intervention with limited arbitrage
by Christopher J. Neely & Paul A. Weller
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Predictability in international asset returns: a reexamination
by Christopher J. Neely & Paul A. Weller
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Endogenous realignments and the sustainability of a target
by Dean Corbae & Christopher J. Neely & Paul A. Weller
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Central bank authorities’ beliefs about foreign exchange intervention
by Christopher J. Neely
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The Transition to Electronic Trading in the Secondary Treasury Market
by Bruce Mizrach & Chris Neely
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The adaptive markets hypothesis: evidence from the foreign exchange market
by Christopher J. Neely & Joshua M. Ulrich & Paul A. Weller
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What are the odds? option-based forecasts of FOMC target changes
by William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely
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The transition to electronic communications networks in the secondary treasury market
by Bruce Mizrach & Christopher J. Neely
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China's strategic petroleum reserve: a drop in the bucket
by Christopher J. Neely
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Asian nations driving world oil prices
by Justin P. Hauke & Christopher J. Neely
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Can Markov switching models predict excess foreign exchange returns?
by Dueker, Michael & Neely, Christopher J.
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Central bank intervention and exchange rate volatility, its continuous and jump components
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm
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Exchange rate intervention
by Christopher J. Neely & Mark P. Taylor
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Central bank intervention with limited arbitrage
by Christopher J. Neely & Paul A. Weller
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Why do gasoline prices react to things that have not happened?
by William R. Emmons & Christopher J. Neely
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Jumps, cojumps and macro announcements
by Jerome Lahaye & Sebastien Laurent & Christopher J. Neely
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One dollar = one loonie
by Christopher J. Neely
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The microstructure of the U.S. treasury market
by Bruce Mizrach & Christopher J. Neely
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The dynamic interaction of order flows and the CAD/USD exchange rate
by Nikola Gradojevic & Christopher J. Neely
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Central bank authorities' beliefs about foreign exchange intervention
by Neely, Christopher J.
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The sovereign wealth funds of nations
by Christopher J. Neely
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Real interest rate persistence: evidence and implications
by Christopher J. Neely & David E. Rapach
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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
by Guo, Hui & Neely, Christopher J.
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Information shares in the US Treasury market
by Mizrach, Bruce & Neely, Christopher J.
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Is inflation an international phenomenon?
by Christopher J. Neely & David E. Rapach
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Real interest rate persistence: evidence and implications
by Christopher J. Neely & David E. Rapach
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Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?
by Neely, Christopher J.
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Markets worry more about sovereign debt
by Christopher J. Neely
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Predictability in International Asset Returns: A Reexamination
by Neely, Christopher J. & Weller, Paul
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Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
by Neely, Christopher & Weller, Paul & Dittmar, Rob
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A BENEFIT‐COST ANALYSIS OF DISINFLATION
by CHRISTOPHER J. NEELY & CHRISTOPHER J. WALLER
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The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
by Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M.
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Systemic risk and the financial crisis: a primer
by James B. Bullard & Christopher J. Neely & David C. Wheelock
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Common fluctuations in OECD budget balances
by Christopher J. Neely & David E. Rapach
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Okun's law: output and unemployment
by Christopher J. Neely
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Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou
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\\"How central should the central bank be?\\" a comment
by Christopher J. Neely
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Central Bank intervention and exchange rate volatility: its continuous and jump components
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher Neely & Franz Palm
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The large scale asset purchases had large international effects
by Christopher J. Neely
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A survey of announcement effects on foreign exchange returns
by S. Rubun Dey & Christopher J. Neely
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The effects of large-scale asset purchases on TIPS inflation expectations
by Massimo Guidolin & Christopher J. Neely
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U.S. historical experience with deflation
by Christopher J. Neely
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Foreign Exchange Volatility Is Priced in Equities
by Hui Guo & Christopher J. Neely & Jason Higbee
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Technical analysis in the foreign exchange market
by Christopher J. Neely & Paul A. Weller
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Fiscal policy and expected inflation
by Christopher J. Neely
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The difference between currency manipulation and monetary policy
by Christopher J. Neely
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The great foreign exchange intervention of 2011
by Christopher J. Neely
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A survey of announcement effects on foreign exchange volatility and jumps
by Christopher J. Neely
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A foreign exchange intervention in an era of restraint
by Christopher J. Neely
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Lessons from the evolution of foreign exchange trading strategies
by Christopher J. Neely & Paul A. Weller
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Capital flows and Japanese asset volatility
by Brett W. Fawley & Christopher J. Neely
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Jumps, cojumps and macro announcements
by Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely
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The mysterious Greek yield curve
by Christopher J. Neely
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Econometric modeling of exchange rate volatility and jumps
by Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely
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International comovements in inflation rates and country characteristics
by Neely, Christopher J. & Rapach, David E.
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International channels of the Fed’s unconventional monetary policy
by Michael D. Bauer & Christopher J. Neely
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CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY
by CHRISTOPHER J. NEELY & BRETT W. FAWLEY
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International channels of the Fed’s unconventional monetary policy
by Michael D. Bauer & Christopher J. Neely
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Four stories of quantitative easing
by Brett W. Fawley & Christopher J. Neely
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Political pressure on the bank of Japan: interference or accountability?
by Christopher J. Neely
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Would it help to eliminate interest on reserves?
by Christopher J. Neely
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The practice of central bank intervention: looking under the hood
by Christopher J. Neely
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Which continuous-time model is most appropriate for exchange rates?
by Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely
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Forecasting the Equity Risk Premium: The Role of Technical Indicators
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou
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How Persistent Are Unconventional Monetary Policy Effects?
by Christopher J. Neely
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Lessons from the evolution of foreign exchange trading strategies
by Neely, Christopher J. & Weller, Paul A.
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Lessons from the taper tantrum
by Christopher J. Neely
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The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices
by Brett W. Fawley & Christopher J. Neely
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Comparing international bond yields
by Christopher J. Neely
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Can risk explain the profitability of technical trading in currency markets?
by Yuliya Ivanova & Christopher J. Neely & Paul A. Weller
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The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
by Jerome Lahaye & Christopher J. Neely
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International channels of the Fed's unconventional monetary policy
by Bauer, Michael D. & Neely, Christopher J.
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Optimal discrete hedging in the Heston Stochastic Volatility Model
by Daglish, Toby & Neely, Chris
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Unconventional monetary policy had large international effects
by Neely, Christopher J.
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How Much Do Oil Prices Affect Inflation?
by Christopher J. Neely
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Common Fluctuations in OECD Budget Balances
by Christopher J. Neely & David E. Rapach
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Financial Engineering Versus Cancer
by Christopher J. Neely
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Jumps, cojumps and macro announcements
by LAHAYE, Jérôme & LAURENT, Sébastien & NEELY, Christopher J.
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Which continuous-time model is most appropriate for exchange rates?
by Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J.
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Chinese Foreign Exchange Reserves and the U.S. Economy
by Christopher J. Neely
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An Analysis of the Literature on International Unconventional Monetary Policy
by Saroj Bhattarai & Christopher J. Neely
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Forecasting the Equity Risk Premium: The Role of Technical Indicators
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou
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Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy
by Christopher J. Neely
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The People’s Bank of China Boosts the Yuan
by Christopher J. Neely
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Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy
by Christopher J. Neely
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Which continuous-time model is most appropriate for exchange rates?
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely
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Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements
by Robert G. Bowman & Kam Fong Chan & Christopher J. Neely
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Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
by Markus Bibinger & Christopher J. Neely & Lars Winkelmann
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The response of multinationals’ foreign exchange rate exposure to macroeconomic news
by Kris Boudt & Christopher J. Neely & Piet Sercu & Marjan Wauters
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Econometric modeling of exchange rate volatility and jumps
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely
edited by
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Unconventional monetary policy and the behavior of shorts
by Thomas H. McInish & Christopher J. Neely & Jade Planchon
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
by Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J.
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Why Are U.S. Bond Yields So High?
by Christopher J. Neely
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Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
by Bibinger, Markus & Neely, Christopher & Winkelmann, Lars
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The response of multinationals’ foreign exchange rate exposure to macroeconomic news
by Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan
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What to Expect from Quantitative Tightening
by Christopher J. Neely
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The Asset Holdings of the Bank of Japan
by Christopher J. Neely
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Negative U.S. Interest Rates?
by Christopher J. Neely
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The Stock Market's Wild Ride
by Bruce Mizrach & Christopher J. Neely
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Secondary Market Corporate Credit Facility Supports Main Street
by Bruce Mizrach & Christopher J. Neely
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Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities
by Bruce Mizrach & Christopher J. Neely
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Supporting Small Borrowers: ABS Markets and the TALF
by Bruce Mizrach & Christopher J. Neely
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Central Bank Responses to COVID-19
by Christopher J. Neely
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Federal Reserve System International Facilities
by Bruce Mizrach & Christopher J. Neely
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The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
by Jérôme Lahaye & Christopher Neely
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Monetary Policy and Economic Performance since the Financial Crisis
by Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely
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Monetary Policy and Economic Performance Since the Financial Crisis
by Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely
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Monetary Policy and Economic Performance since the Financial Crisis
by Dario Caldara & Etienne Gagnon & Enrique Martinez-Garcia & Christopher J. Neely
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Monetary Policy and Economic Performance since the Financial Crisis
by Dario Caldara & Etienne Gagnon & Enrique Martínez-García & Christopher J. Neely
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Responses of International Central Banks to the COVID-19 Crisis
by William R. Emmons & Christopher J. Neely
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More Stories of Unconventional Monetary Policy
by Evan Karson & Christopher J. Neely
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Supply and demand shifts of shorts before Fed announcements during QE1–QE3
by Thomas H. McInish & Christopher J. Neely & Jade Planchon
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Can risk explain the profitability of technical trading in currency markets?
by Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T.