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Christopher Neely

Personal Details

First Name:Christopher
Middle Name:J.
Last Name:Neely
Suffix:
RePEc Short-ID:pne3
[This author has chosen not to make the email address public]
http://research.stlouisfed.org/econ/cneely/
Chris Neely 411 Locust St. St. Louis, MO 63102 United States
Terminal Degree:1993 Department of Economics; Tippie College of Business; University of Iowa (from RePEc Genealogy)

Affiliation

Research Division
Federal Reserve Bank of St. Louis

St. Louis, Missouri (United States)
https://www.stlouisfed.org/research
RePEc:edi:efrblus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Christopher J. Neely, 2024. "What Happens to Expected Stock Volatility around Election Day?," On the Economy 99209, Federal Reserve Bank of St. Louis.
  2. Christopher J. Neely, 2024. "The economic effects of a potential armed conflict over Taiwan," Working Papers 2024-034, Federal Reserve Bank of St. Louis.
  3. Christopher J. Neely, 2024. "Measuring Inflation: Headline, Core and “Supercore” Services," On the Economy 98280, Federal Reserve Bank of St. Louis.
  4. Christopher J. Neely, 2024. "The Costless Disinflation of 2022-24," On the Economy 98751, Federal Reserve Bank of St. Louis.
  5. Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang, 2023. "Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications," Working Papers 2023-016, Federal Reserve Bank of St. Louis.
  6. Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," CEPR Discussion Papers 18191, C.E.P.R. Discussion Papers.
  7. Jason Dunn & Christopher J. Neely, 2023. "Reviewing the Impact of Energy Sanctions on Russia," On the Economy 95701, Federal Reserve Bank of St. Louis.
  8. Christopher J. Neely, 2023. "What Is the Probability of a Recession? The Message from Yield Spreads," On the Economy 96746, Federal Reserve Bank of St. Louis.
  9. Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely, 2023. "Sluggish news reactions: A combinatorial approach for synchronizing stock jumps," Papers 2309.15705, arXiv.org.
  10. Christopher J. Neely, 2022. "Financial market reactions to the Russian invasion of Ukraine," Working Papers 2022-032, Federal Reserve Bank of St. Louis.
  11. Samuel Jordan-Wood & Christopher J. Neely, 2022. "Russia’s Invasion of Ukraine and Its Impact on Stock Prices," On the Economy 94413, Federal Reserve Bank of St. Louis.
  12. Christopher J. Neely, 2022. "The Innocent Greenbacks Abroad: U.S. Currency Held Internationally," On the Economy 94938, Federal Reserve Bank of St. Louis.
  13. Christopher J. Neely, 2022. "Inflation and the Real Value of Debt: A Double-edged Sword," On the Economy 94567, Federal Reserve Bank of St. Louis.
  14. Christopher J. Neely, 2021. "More Irrational Exuberance? A Look at Stock Prices," On the Economy 89403, Federal Reserve Bank of St. Louis.
  15. Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2020. "Monetary Policy and Economic Performance Since the Financial Crisis," Globalization Institute Working Papers 399, Federal Reserve Bank of Dallas.
  16. Evan Karson & Christopher J. Neely, 2020. "More Stories of Unconventional Monetary Policy," Working Papers 2020-043, Federal Reserve Bank of St. Louis.
  17. Christopher J. Neely, 2020. "A Look at the Fed’s Emergency Lending Programs," On the Economy 89382, Federal Reserve Bank of St. Louis.
  18. Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2020. "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Working Papers 2020-051, Federal Reserve Bank of St. Louis.
  19. Christopher J. Neely, 2017. "Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy," Working Papers 2017-1, Federal Reserve Bank of St. Louis.
  20. Kris Boudt & Christopher J. Neely & Piet Sercu & Marjan Wauters, 2017. "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Working Papers 2017-20, Federal Reserve Bank of St. Louis.
  21. Robert G. Bowman & Kam Fong Chan & Christopher J. Neely, 2017. "Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements," Working Papers 2017-11, Federal Reserve Bank of St. Louis.
  22. Markus Bibinger & Christopher J. Neely & Lars Winkelmann, 2017. "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Working Papers 2017-12, Federal Reserve Bank of St. Louis.
  23. Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2017. "Unconventional monetary policy and the behavior of shorts," Working Papers 2017-031, Federal Reserve Bank of St. Louis, revised 30 Sep 2021.
  24. Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-021, Federal Reserve Bank of St. Louis, revised 04 May 2020.
  25. Matthew Famiglietti & Yuliya Ivanova & Christopher J. Neely & Paul A. Weller, 2014. "Can risk explain the profitability of technical trading in currency markets?," Working Papers 2014-033, Federal Reserve Bank of St. Louis, revised 12 Jun 2020.
  26. Jerome Lahaye & Christopher J. Neely, 2014. "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers 2014-034, Federal Reserve Bank of St. Louis.
  27. Christopher J. Neely, 2014. "How Persistent Are Unconventional Monetary Policy Effects?," Working Papers 2014-004, Federal Reserve Bank of St. Louis, revised 15 Apr 2022.
  28. Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely, 2013. "Which continuous-time model is most appropriate for exchange rates?," Working Papers 2013-024, Federal Reserve Bank of St. Louis.
  29. Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely, 2012. "Econometric modeling of exchange rate volatility and jumps," Working Papers 2012-008, Federal Reserve Bank of St. Louis.
  30. Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Paper Series 2012-12, Federal Reserve Bank of San Francisco.
  31. Christopher J. Neely & Paul A. Weller, 2011. "Technical analysis in the foreign exchange market," Working Papers 2011-001, Federal Reserve Bank of St. Louis.
  32. Brett W. Fawley & Christopher J. Neely, 2011. "Capital flows and Japanese asset volatility," Working Papers 2011-034, Federal Reserve Bank of St. Louis.
  33. LAHAYE, Jérôme & LAURENT, Sébastien & NEELY, Christopher J., 2011. "Jumps, cojumps and macro announcements," LIDAM Reprints CORE 2413, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  34. Christopher J. Neely & Paul A. Weller, 2011. "Lessons from the evolution of foreign exchange trading strategies," Working Papers 2011-021, Federal Reserve Bank of St. Louis.
  35. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
  36. Christopher J. Neely, 2010. "The large scale asset purchases had large international effects," Working Papers 2010-018, Federal Reserve Bank of St. Louis.
  37. Christopher J. Neely & David E. Rapach, 2009. "Common fluctuations in OECD budget balances," Working Papers 2009-055, Federal Reserve Bank of St. Louis.
  38. Daglish, Toby & Neely, Chris, 2008. "Optimal discrete hedging in the Heston Stochastic Volatility Model," Working Paper Series 19108, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  39. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Working Papers 2008-018, Federal Reserve Bank of St. Louis.
  40. Christopher J. Neely & David E. Rapach, 2008. "Is inflation an international phenomenon?," Working Papers 2008-025, Federal Reserve Bank of St. Louis.
  41. Nikola Gradojevic & Christopher J. Neely, 2008. "The dynamic interaction of order flows and the CAD/USD exchange rate," Working Papers 2008-006, Federal Reserve Bank of St. Louis.
  42. Christopher J. Neely & Joshua M. Ulrich & Paul A. Weller, 2007. "The adaptive markets hypothesis: evidence from the foreign exchange market," Working Papers 2006-046, Federal Reserve Bank of St. Louis.
  43. Michel Beine & Jerome Lahaye & Sebastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers 2006-031, Federal Reserve Bank of St. Louis.
  44. Bruce Mizrach & Christopher J. Neely, 2007. "Information shares in the U.S. treasury market," Working Papers 2005-070, Federal Reserve Bank of St. Louis.
  45. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," Working Papers 2006-033, Federal Reserve Bank of St. Louis.
  46. Bruce Mizrach & Christopher J. Neely, 2007. "The microstructure of the U.S. treasury market," Working Papers 2007-052, Federal Reserve Bank of St. Louis.
  47. Christopher J. Neely, 2007. "Central bank authorities’ beliefs about foreign exchange intervention," Working Papers 2006-045, Federal Reserve Bank of St. Louis.
  48. Hui Guo & Jason Higbee & Christopher J. Neely, 2006. "Foreign exchange volatility is priced in equities," Working Papers 2004-029, Federal Reserve Bank of St. Louis.
  49. Christopher J. Neely, 2006. "Identifying the effects of U.S. intervention on the levels of exchange rates," Working Papers 2005-031, Federal Reserve Bank of St. Louis.
  50. Hui Guo & Christopher J. Neely, 2006. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers 2006-006, Federal Reserve Bank of St. Louis.
  51. Michael J. Dueker & Christopher J. Neely, 2006. "Can Markov switching models predict excess foreign exchange returns?," Working Papers 2001-021, Federal Reserve Bank of St. Louis.
  52. Bruce Mizrach & Chris Neely, 2006. "The Transition to Electronic Trading in the Secondary Treasury Market," Departmental Working Papers 200603, Rutgers University, Department of Economics.
  53. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis.
  54. Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Working Papers 2005-030, Federal Reserve Bank of St. Louis.
  55. Christopher J. Neely & Drew B. Winters, 2005. "Year-end seasonality in one-month LIBOR derivatives," Working Papers 2003-040, Federal Reserve Bank of St. Louis.
  56. Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers 2002-017, Federal Reserve Bank of St. Louis.
  57. Christopher J. Neely, 2004. "Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?," Working Papers 2003-018, Federal Reserve Bank of St. Louis.
  58. Christopher J. Neely, 2003. "The Federal Reserve responds to crises: September 11th was not the first," Working Papers 2003-034, Federal Reserve Bank of St. Louis.
  59. Christopher J. Neely, 2002. "The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits," Working Papers 2000-018, Federal Reserve Bank of St. Louis.
  60. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
  61. Christopher J. Neely & Paul A. Weller, 2001. "Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics," Working Papers 2001-009, Federal Reserve Bank of St. Louis.
  62. Christopher J. Neely, 2001. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," Working Papers 1999-015, Federal Reserve Bank of St. Louis.
  63. Christopher J. Neely & Paul A. Weller, 2001. "Intraday technical trading in the foreign exchange market," Working Papers 1999-016, Federal Reserve Bank of St. Louis.
  64. Christopher J. Neely & Paul A. Weller, 2000. "Technical analysis and central bank intervention," Working Papers 1997-002, Federal Reserve Bank of St. Louis.
  65. Christopher J. Neely, 2000. "The practice of central bank intervention: looking under the hood," Working Papers 2000-028, Federal Reserve Bank of St. Louis.
  66. Christopher J. Neely & Paul A. Weller, 1999. "Predictability in international asset returns: a reexamination," Working Papers 1997-010, Federal Reserve Bank of St. Louis.
  67. Christopher J. Neely & Amlan Roy & Charles H. Whiteman, 1999. "Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM," Working Papers 1995-002, Federal Reserve Bank of St. Louis.
  68. Christopher J. Neely, 1998. "Target zones and conditional volatility: the role of realignments," Working Papers 1994-008, Federal Reserve Bank of St. Louis.
  69. Christopher J. Neely & Paul A. Weller, 1998. "Technical trading rules in the European Monetary System," Working Papers 1997-015, Federal Reserve Bank of St. Louis.
  70. Dean Corbae & Christopher J. Neely & Paul A. Weller, 1998. "Endogenous realignments and the sustainability of a target," Working Papers 1994-009, Federal Reserve Bank of St. Louis.
  71. Dittmar, Robert & Neely, Christopher J & Weller, Paul, 1996. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," CEPR Discussion Papers 1480, C.E.P.R. Discussion Papers.
  72. Corbae, P Dean & Neely, Christopher J & Weller, Paul, 1995. "Endogenous Realignments and the Sustainability of a Target Zone," CEPR Discussion Papers 1253, C.E.P.R. Discussion Papers.
  73. Christopher J. Neely, 1995. "Testing asset pricing models with Euler equations: it's worse than you think," Working Papers 1995-018, Federal Reserve Bank of St. Louis.
  74. Christopher J. Neely, 1994. "A reconsideration of the properties of the generalized method moments in asset pricing models," Working Papers 1994-010, Federal Reserve Bank of St. Louis.
  75. Christopher J. Neely, 1994. "Realignments of target zone exchange systems: what do we know?," Working Papers 1994-020, Federal Reserve Bank of St. Louis.
    repec:vuw:vuwcsr:4007 is not listed on IDEAS

Articles

  1. Christopher J. Neely, 2024. "Why Have a Strategic Petroleum Reserve?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 5, pages 1-3, March.
  2. Thomas Mcinish & Christopher J. Neely & Jade Planchon, 2024. "Unconventional Monetary Policy and the Behavior of Shorts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 805-835, June.
  3. Christopher J. Neely, 2023. "The FDIC Studies “Options for Deposit Insurance Reform”," Economic Synopses, Federal Reserve Bank of St. Louis, issue 14, pages 1-2, June.
  4. Christopher J. Neely, 2023. "Modeling Professional Recession Forecasts," Economic Synopses, Federal Reserve Bank of St. Louis, issue 21, pages 1-3, October.
  5. Christopher J. Neely & Michelle Clark Neely, 2023. "Interest Rate Risk, Bank Runs and Silicon Valley Bank," The Regional Economist, Federal Reserve Bank of St. Louis, May.
  6. Christopher J. Neely, 2023. "The Rise and Fall of M2," Economic Synopses, Federal Reserve Bank of St. Louis, May.
  7. Jason Dunn & Christopher J. Neely, 2023. "Systemic Financial Risks, Macroprudential Tools and Monetary Policy," The Regional Economist, Federal Reserve Bank of St. Louis, July.
  8. Christopher J. Neely, 2022. "Why Price Controls Should Stay in the History Books," The Regional Economist, Federal Reserve Bank of St. Louis, March.
  9. Christopher J. Neely, 2022. "Financial Market Reactions to the Russian Invasion of Ukraine," Review, Federal Reserve Bank of St. Louis, vol. 104(4), pages 266-296, October.
  10. Neely, Christopher J., 2022. "How persistent are unconventional monetary policy effects?," Journal of International Money and Finance, Elsevier, vol. 126(C).
  11. Jason Dunn & Christopher J. Neely, 2022. "A Shutoff of Russian Natural Gas," Economic Synopses, Federal Reserve Bank of St. Louis, issue 29, pages 1-2, November.
  12. Christopher J. Neely, 2022. "The Russian Invasion, Oil and Gasoline Prices, and Recession," Economic Synopses, Federal Reserve Bank of St. Louis, issue 10, pages 1-2, April.
  13. Saroj Bhattarai & Christopher J. Neely, 2022. "An Analysis of the Literature on International Unconventional Monetary Policy," Journal of Economic Literature, American Economic Association, vol. 60(2), pages 527-597, June.
  14. Christopher J. Neely, 2022. "How Do Economists Think about the Environment and Climate Change?," The Regional Economist, Federal Reserve Bank of St. Louis, December.
  15. Dario Caldara & Etienne Gagnon & Enrique Martínez García & Christopher J. Neely, 2021. "Monetary Policy and Economic Performance Since the Financial Crisis," Review, Federal Reserve Bank of St. Louis, vol. 103(4), pages 425-460, October.
  16. Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T., 2021. "Can risk explain the profitability of technical trading in currency markets?," Journal of International Money and Finance, Elsevier, vol. 110(C).
  17. Christopher J. Neely, 2021. "International Inflation Trends," Economic Synopses, Federal Reserve Bank of St. Louis, issue 9, pages 1-2, May.
  18. Evan Karson & Christopher J. Neely, 2021. "More Stories of Unconventional Monetary Policy," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 207-270, April.
  19. McInish, Thomas & Neely, Christopher J. & Planchon, Jade, 2021. "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Economics Letters, Elsevier, vol. 200(C).
  20. Christopher J. Neely, 2021. "Overshooting the Inflation Target," Economic Synopses, Federal Reserve Bank of St. Louis, issue 24, pages 1-3, October.
  21. Bruce Mizrach & Christopher J. Neely, 2020. "Supporting Small Borrowers: ABS Markets and the TALF," Economic Synopses, Federal Reserve Bank of St. Louis, issue 20, April.
  22. Bruce Mizrach & Christopher J. Neely, 2020. "The Stock Market's Wild Ride," Economic Synopses, Federal Reserve Bank of St. Louis, issue 15, April.
  23. Christopher J. Neely, 2020. "Negative U.S. Interest Rates?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 4, February.
  24. Bruce Mizrach & Christopher J. Neely, 2020. "Federal Reserve System International Facilities," Economic Synopses, Federal Reserve Bank of St. Louis, issue 29, May.
  25. Jérôme Lahaye & Christopher Neely, 2020. "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, vol. 38(2), pages 410-427, April.
  26. Jacob Haas & Christopher J. Neely, 2020. "Central Bank Responses to COVID-19," Economic Synopses, Federal Reserve Bank of St. Louis, issue 23, April.
  27. Bruce Mizrach & Christopher J. Neely, 2020. "Secondary Market Corporate Credit Facility Supports Main Street," Economic Synopses, Federal Reserve Bank of St. Louis, issue 17, April.
  28. William R. Emmons & Jacob Haas & Christopher J. Neely, 2020. "Responses of International Central Banks to the COVID-19 Crisis," Review, Federal Reserve Bank of St. Louis, vol. 102(4), pages 338-384, October.
  29. Bruce Mizrach & Christopher J. Neely, 2020. "Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities," Economic Synopses, Federal Reserve Bank of St. Louis, issue 19, April.
  30. Christopher J. Neely, 2019. "The Asset Holdings of the Bank of Japan," Economic Synopses, Federal Reserve Bank of St. Louis, issue 17, July.
  31. Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan, 2019. "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 32-47.
  32. Bibinger, Markus & Neely, Christopher & Winkelmann, Lars, 2019. "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Journal of Econometrics, Elsevier, vol. 209(2), pages 158-184.
  33. Christopher J. Neely, 2019. "What to Expect from Quantitative Tightening," Economic Synopses, Federal Reserve Bank of St. Louis, issue 8, April.
  34. Christopher J. Neely, 2018. "Why Are U.S. Bond Yields So High?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 18, pages 1-2.
  35. Christopher J. Neely, 2017. "The People’s Bank of China Boosts the Yuan," Economic Synopses, Federal Reserve Bank of St. Louis, issue 3, pages 1-2.
  36. Christopher J. Neely, 2017. "Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy," Review, Federal Reserve Bank of St. Louis, vol. 99(2).
  37. Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J., 2017. "Systematic cojumps, market component portfolios and scheduled macroeconomic announcements," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 43-58.
  38. Christopher J. Neely, 2016. "Chinese Foreign Exchange Reserves and the U.S. Economy," Economic Synopses, Federal Reserve Bank of St. Louis, issue 9, pages 1-2.
  39. Neely, Christopher J., 2015. "Unconventional monetary policy had large international effects," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 101-111.
  40. Christopher J. Neely & David E. Rapach, 2015. "Common Fluctuations in OECD Budget Balances," Review, Federal Reserve Bank of St. Louis, vol. 97(2), pages 109-132.
  41. Christopher J. Neely, 2015. "How Much Do Oil Prices Affect Inflation?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 10.
  42. Christopher J. Neely, 2015. "Financial Engineering Versus Cancer," Economic Synopses, Federal Reserve Bank of St. Louis, issue 18.
  43. Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J., 2015. "Which continuous-time model is most appropriate for exchange rates?," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 256-268.
  44. Christopher J. Neely, 2014. "Comparing international bond yields," Economic Synopses, Federal Reserve Bank of St. Louis, issue 19.
  45. Bauer, Michael D. & Neely, Christopher J., 2014. "International channels of the Fed's unconventional monetary policy," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 24-46.
  46. Brett W. Fawley & Christopher J. Neely, 2014. "The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 73-109.
  47. Christopher J. Neely, 2014. "Lessons from the taper tantrum," Economic Synopses, Federal Reserve Bank of St. Louis, issue 2.
  48. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2014. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Management Science, INFORMS, vol. 60(7), pages 1772-1791, July.
  49. Brett W. Fawley & Christopher J. Neely, 2013. "Four stories of quantitative easing," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 51-88.
  50. Christopher J. Neely, 2013. "Would it help to eliminate interest on reserves?," Economic Synopses, Federal Reserve Bank of St. Louis.
  51. Christopher J. Neely, 2013. "Political pressure on the bank of Japan: interference or accountability?," Economic Synopses, Federal Reserve Bank of St. Louis.
  52. Neely, Christopher J. & Weller, Paul A., 2013. "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3783-3798.
  53. Christopher J. Neely & Brett W. Fawley, 2012. "Capital Flows And Japanese Asset Volatility," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 391-414, August.
  54. Christopher J. Neely, 2012. "The mysterious Greek yield curve," Economic Synopses, Federal Reserve Bank of St. Louis.
  55. Christopher J. Neely, 2011. "The great foreign exchange intervention of 2011," Economic Synopses, Federal Reserve Bank of St. Louis.
  56. Christopher J. Neely, 2011. "A foreign exchange intervention in an era of restraint," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 303-324.
  57. Christopher J. Neely, 2011. "Fiscal policy and expected inflation," Economic Synopses, Federal Reserve Bank of St. Louis.
  58. Christopher J. Neely, 2011. "The difference between currency manipulation and monetary policy," Economic Synopses, Federal Reserve Bank of St. Louis.
  59. Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely, 2011. "Jumps, cojumps and macro announcements," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 893-921, September.
  60. Christopher J. Neely, 2011. "A survey of announcement effects on foreign exchange volatility and jumps," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 361-385.
  61. Neely, Christopher J. & Rapach, David E., 2011. "International comovements in inflation rates and country characteristics," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1471-1490.
  62. Christopher J. Neely, 2010. "\\"How central should the central bank be?\\" a comment," Economic Synopses, Federal Reserve Bank of St. Louis.
  63. Christopher J. Neely, 2010. "U.S. historical experience with deflation," Economic Synopses, Federal Reserve Bank of St. Louis.
  64. Christopher J. Neely, 2010. "Okun's law: output and unemployment," Economic Synopses, Federal Reserve Bank of St. Louis.
  65. S. Rubun Dey & Christopher J. Neely, 2010. "A survey of announcement effects on foreign exchange returns," Review, Federal Reserve Bank of St. Louis, vol. 92(Sep), pages 417-464.
  66. Massimo Guidolin & Christopher J. Neely, 2010. "The effects of large-scale asset purchases on TIPS inflation expectations," Economic Synopses, Federal Reserve Bank of St. Louis.
  67. Neely, Christopher J., 2009. "Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 188-205, February.
  68. James B. Bullard & Christopher J. Neely & David C. Wheelock, 2009. "Systemic risk and the financial crisis: a primer," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 403-418.
  69. Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M., 2009. "The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(2), pages 467-488, April.
  70. Christopher J. Neely, 2009. "Markets worry more about sovereign debt," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  71. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, vol. 90(Nov), pages 609-642.
  72. Mizrach, Bruce & Neely, Christopher J., 2008. "Information shares in the US Treasury market," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1221-1233, July.
  73. Hui Guo & Christopher J. Neely & Jason Higbee, 2008. "Foreign Exchange Volatility Is Priced in Equities," Financial Management, Financial Management Association International, vol. 37(4), pages 769-790, December.
  74. Christopher J. Neely, 2008. "The sovereign wealth funds of nations," International Economic Trends, Federal Reserve Bank of St. Louis, issue May.
  75. Neely, Christopher J., 2008. "Central bank authorities' beliefs about foreign exchange intervention," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 1-25, February.
  76. Guo, Hui & Neely, Christopher J., 2008. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Economics Letters, Elsevier, vol. 99(2), pages 371-374, May.
  77. Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 201-223.
  78. Christopher J. Neely, 2007. "One dollar = one loonie," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  79. Dueker, Michael & Neely, Christopher J., 2007. "Can Markov switching models predict excess foreign exchange returns?," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 279-296, February.
  80. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 249-260.
  81. Christopher J. Neely, 2007. "China's strategic petroleum reserve: a drop in the bucket," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jan.
  82. Justin P. Hauke & Christopher J. Neely, 2007. "Asian nations driving world oil prices," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 12-13.
  83. Christopher J. Neely & Mark P. Taylor, 2007. "Exchange rate intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 107-108.
  84. William R. Emmons & Christopher J. Neely, 2007. "Why do gasoline prices react to things that have not happened?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 10-11.
  85. Bruce Mizrach & Christopher J. Neely, 2006. "The transition to electronic communications networks in the secondary treasury market," Review, Federal Reserve Bank of St. Louis, vol. 88(Nov), pages 527-542.
  86. William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely, 2006. "What are the odds? option-based forecasts of FOMC target changes," Review, Federal Reserve Bank of St. Louis, vol. 88(Nov), pages 543-562.
  87. Christopher J. Neely, 2005. "Using implied volatility to measure uncertainty about interest rates," Review, Federal Reserve Bank of St. Louis, vol. 87(May), pages 407-425.
  88. Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 685-718.
  89. Christopher J. Neely, 2005. "Unwinding the current account deficit," International Economic Trends, Federal Reserve Bank of St. Louis, issue May.
  90. Christopher J. Neely, 2004. "The Federal Reserve responds to crises: September 11th was not the first," Review, Federal Reserve Bank of St. Louis, vol. 86(Mar), pages 27-42.
  91. Christopher J. Neely, 2004. "Miscommunication shook up mortgage, bond markets," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 4-9.
  92. Neely, Christopher J., 2003. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," International Review of Economics & Finance, Elsevier, vol. 12(1), pages 69-87.
  93. Neely, C. J. & Weller, P. A., 2003. "Intraday technical trading in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 223-237, April.
  94. Christopher J. Neely, 2003. "Global factors in budget deficits," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  95. Christopher J. Neely & Paul A. Weller & Dean Corbae, 2003. "Endogenous realignments in a target zone," Oxford Economic Papers, Oxford University Press, vol. 55(3), pages 494-511, July.
  96. Christopher J. Neely, 2003. "Bond market mania," Monetary Trends, Federal Reserve Bank of St. Louis, issue Oct.
  97. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
  98. Christopher J. Neely, 2002. "Options on economic data," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  99. Christopher J. Neely & Paul A. Weller, 2002. "Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics," Review, Federal Reserve Bank of St. Louis, vol. 84(May), pages 43-54.
  100. Christopher J. Neely, 2002. "How expensive are stocks?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jun.
  101. Christopher J. Neely, 2002. "The Fed responds to Sept. 11 attacks," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan., pages 12-13.
  102. Neely, Christopher J., 2002. "The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits," Journal of International Economics, Elsevier, vol. 58(1), pages 211-232, October.
  103. Neely, Christopher J. & Weller, Paul A., 2001. "Technical analysis and central bank intervention," Journal of International Money and Finance, Elsevier, vol. 20(7), pages 949-970, December.
  104. Christopher J. Neely, 2001. "September 11, 2001," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov.
  105. Christopher J. Neely, 2001. "International interest rate linkages," International Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  106. Christopher J. Neely, 2001. "The practice of central bank intervention: looking under the hood," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 1-10.
  107. Neely, Christopher J & Roy, Amlan & Whiteman, Charles H, 2001. "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, vol. 19(4), pages 395-403, October.
  108. Christopher J. Neely, 2000. "Are changes in foreign exchange reserves well correlated with official intervention?," Review, Federal Reserve Bank of St. Louis, vol. 82(Sep), pages 17-32.
  109. Neely, Christopher J. & Weller, Paul, 2000. "Predictability in International Asset Returns: A Reexamination," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(4), pages 601-620, December.
  110. Christopher J. Neely, 2000. "Stock prices and consumption," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  111. Christopher J. Neely, 2000. "What is the slope of the yield curve telling us?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
  112. Christopher J. Neely, 1999. "An E.U. withholding tax?," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  113. Neely, Christopher J. & Weller, Paul A., 1999. "Technical trading rules in the European Monetary System," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 429-458.
  114. Neely, Christopher J., 1999. "Target zones and conditional volatility: The role of realignments," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 177-192, April.
  115. Christopher J. Neely, 1999. "An introduction to capital controls," Review, Federal Reserve Bank of St. Louis, vol. 81(Nov), pages 13-30.
  116. Christopher J. Neely, 1999. "How big is Japan's debt?," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  117. Christopher J. Neely, 1998. "Technical analysis and the profitability of U.S. foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 3-17.
  118. Christopher J. Neely & Christopher J. Waller, 1997. "A Benefit‐Cost Analysis Of Disinflation," Contemporary Economic Policy, Western Economic Association International, vol. 15(1), pages 50-64, January.
  119. Neely, Christopher & Weller, Paul & Dittmar, Rob, 1997. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(4), pages 405-426, December.
  120. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38.
  121. Christopher J. Neely, 1996. "The giant sucking sound: did NAFTA devour the Mexican peso?," Review, Federal Reserve Bank of St. Louis, vol. 78(Jul), pages 33-48.
  122. Christopher J. Neely & Geoffrey E. Wood, 1995. "Deflation and real economic activity under the gold standard," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 27-37.
  123. Christopher J. Neely, 1994. "Realignment of target zone exchange rate systems: what do we know?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-34.

Chapters

  1. Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013. "Econometric modeling of exchange rate volatility and jumps," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 16, pages 373-427, Edward Elgar Publishing.

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This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 63 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (28) 1998-10-15 2000-05-08 2001-02-08 2005-05-23 2005-07-11 2006-05-27 2006-05-27 2006-08-05 2006-09-16 2008-07-14 2008-08-14 2010-07-24 2012-09-16 2012-09-30 2013-08-31 2014-02-21 2014-12-03 2016-11-13 2017-01-22 2017-12-03 2020-09-07 2020-09-21 2020-09-28 2020-11-16 2021-01-04 2023-06-26 2023-12-04 2024-06-24. Author is listed
  2. NEP-CBA: Central Banking (20) 2001-11-05 2002-11-04 2006-05-27 2006-05-27 2006-08-05 2006-09-16 2008-02-16 2008-07-14 2008-08-14 2009-11-14 2010-04-11 2010-07-24 2011-01-16 2014-02-21 2016-11-13 2017-12-03 2020-09-07 2020-11-16 2023-06-26 2023-08-14. Author is listed
  3. NEP-IFN: International Finance (18) 1998-10-15 1998-10-15 2002-04-15 2002-04-15 2002-04-15 2002-04-15 2002-04-15 2002-04-15 2002-11-04 2004-01-18 2004-08-09 2005-05-23 2005-07-11 2006-05-27 2006-08-05 2006-09-16 2008-02-16 2011-10-09. Author is listed
  4. NEP-MAC: Macroeconomics (17) 2001-10-29 2004-01-18 2004-02-29 2006-05-27 2008-07-14 2008-08-14 2014-02-21 2016-11-13 2017-01-22 2017-04-30 2017-08-06 2017-12-03 2020-09-07 2020-09-21 2020-09-28 2020-11-16 2021-01-04. Author is listed
  5. NEP-FMK: Financial Markets (14) 1998-10-15 2001-02-08 2001-11-05 2002-11-04 2004-02-29 2005-12-01 2006-03-18 2006-05-27 2006-05-27 2006-08-05 2006-09-16 2008-01-05 2011-01-16 2023-08-14. Author is listed
  6. NEP-FIN: Finance (10) 1999-06-08 1999-11-28 2001-02-08 2001-11-05 2002-11-04 2003-09-24 2004-02-29 2004-08-09 2005-05-23 2005-12-01. Author is listed
  7. NEP-MST: Market Microstructure (9) 2007-09-16 2008-01-05 2008-02-16 2011-01-16 2012-05-02 2013-08-31 2017-04-30 2017-08-06 2023-08-14. Author is listed
  8. NEP-RMG: Risk Management (8) 2002-11-04 2004-01-18 2005-05-23 2006-03-18 2006-09-16 2007-09-16 2023-06-26 2023-08-14. Author is listed
  9. NEP-ETS: Econometric Time Series (6) 1998-10-15 2002-11-04 2003-09-24 2004-08-09 2006-03-18 2014-12-03. Author is listed
  10. NEP-CMP: Computational Economics (5) 1998-10-15 1998-10-15 2000-02-03 2006-09-16 2023-06-26. Author is listed
  11. NEP-ECM: Econometrics (5) 2002-11-04 2003-09-24 2012-05-02 2013-08-31 2023-08-14. Author is listed
  12. NEP-OPM: Open Economy Macroeconomics (5) 2011-11-14 2012-09-16 2012-09-30 2017-01-22 2017-08-06. Author is listed
  13. NEP-CIS: Confederation of Independent States (3) 2022-10-31 2023-11-27 2023-12-04
  14. NEP-BAN: Banking (2) 2023-06-26 2023-08-14
  15. NEP-CNA: China (2) 2017-01-22 2024-11-11
  16. NEP-FOR: Forecasting (2) 2010-04-11 2011-11-14
  17. NEP-BEC: Business Economics (1) 2006-03-18
  18. NEP-BIG: Big Data (1) 2023-06-26
  19. NEP-CFN: Corporate Finance (1) 1998-10-15
  20. NEP-ENE: Energy Economics (1) 2023-11-27
  21. NEP-FDG: Financial Development and Growth (1) 2023-11-20
  22. NEP-HIS: Business, Economic and Financial History (1) 2004-01-18
  23. NEP-IAS: Insurance Economics (1) 2001-11-05
  24. NEP-INT: International Trade (1) 2024-11-11
  25. NEP-PAY: Payment Systems and Financial Technology (1) 2023-11-27
  26. NEP-PKE: Post Keynesian Economics (1) 2002-02-15
  27. NEP-TRA: Transition Economics (1) 2022-10-31
  28. NEP-UPT: Utility Models and Prospect Theory (1) 2010-04-11

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