Access Statistics for Christopher Neely

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Look at the Fed’s Emergency Lending Programs 0 0 1 1 0 0 1 1
A reconsideration of the properties of the generalized method moments in asset pricing models 0 0 0 42 0 0 0 328
An Analysis of the Literature on International Unconventional Monetary Policy 1 3 6 308 1 5 21 563
An analysis of recent studies of the effect of foreign exchange intervention 0 0 0 223 0 0 2 677
Can Markov switching models predict excess foreign exchange returns? 0 0 1 420 0 0 2 853
Can risk explain the profitability of technical trading in currency markets? 0 0 0 26 0 0 2 97
Capital flows and Japanese asset volatility 0 0 0 21 0 0 1 141
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 0 0 0 93
Central bank authorities’ beliefs about foreign exchange intervention 0 0 0 175 0 1 2 556
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 156 0 0 0 475
Central bank intervention with limited arbitrage 0 0 0 81 0 0 0 382
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 0 79 0 0 1 93
Common fluctuations in OECD budget balances 0 0 0 25 1 1 2 124
Econometric modeling of exchange rate volatility and jumps 0 0 1 279 0 3 7 811
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 0 0 2 203
Endogenous realignments and the sustainability of a target 0 0 0 35 0 0 1 435
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 1 0 0 0 6
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 0 0 0 52
Financial market reactions to the Russian invasion of Ukraine 0 0 1 16 0 1 4 24
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 0 0 3 1,955
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 2 38 1 4 20 171
Foreign exchange volatility is priced in equities 0 0 0 169 0 0 1 698
How Persistent Are Unconventional Monetary Policy Effects? 0 0 0 115 0 0 0 221
How well do monetary fundamentals forecast exchange rates? 0 1 3 820 0 1 6 2,510
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 0 0 1 591
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 0 403 0 2 8 1,804
Inflation and the Real Value of Debt: A Double-edged Sword 0 1 6 13 3 5 12 19
Information shares in the U.S. treasury market 0 0 2 157 0 0 2 653
International channels of the Fed’s unconventional monetary policy 0 0 1 86 1 1 5 231
International channels of the Fed’s unconventional monetary policy 0 0 0 141 0 1 2 443
Intraday technical trading in the foreign exchange market 0 1 2 414 0 1 2 933
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 0 0 0 297
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 1 559 0 0 5 1,582
Is inflation an international phenomenon? 1 2 2 192 1 2 4 418
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 0 1 1,080 1 1 3 1,419
Jumps, cojumps and macro announcements 0 0 0 16 0 0 0 77
Jumps, cojumps and macro announcements 0 0 0 145 0 2 2 467
Lessons from the evolution of foreign exchange trading strategies 0 0 0 121 2 3 5 294
Measuring Inflation: Headline, Core and “Supercore” Services 0 0 7 7 0 0 13 13
Mind Your Language: Market Responses to Central Bank Speeches 0 2 8 28 0 6 29 79
Mind Your Language: Market Responses to Central Bank Speeches 0 1 6 46 1 6 17 52
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 1 24 1 2 5 42
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 1 2 4 46
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 0 0 1 33
More Irrational Exuberance? A Look at Stock Prices 1 2 2 3 1 2 2 4
More Stories of Unconventional Monetary Policy 0 0 0 38 0 0 1 64
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 0 0 2 3
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 1 193 2 3 7 521
Predictability in international asset returns: a reexamination 0 0 0 166 0 0 0 609
Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics 0 0 0 542 0 0 0 1,412
Real interest rate persistence: evidence and implications 0 0 3 151 1 2 8 407
Realignments of target zone exchange systems: what do we know? 0 0 1 73 0 0 1 380
Reviewing the Impact of Energy Sanctions on Russia 0 1 6 12 1 3 11 15
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 1 1 1,629
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 1 1 1 673
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 0 1 2 1,534
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 1 5 1 1 2 8
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 1 2 2 0 3 13 13
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 1 2 3 3
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 1 10 0 2 3 21
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 0 0 1 42
Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications 0 1 1 36 0 4 5 27
Target zones and conditional volatility: the role of realignments 0 0 0 109 0 0 0 351
Technical analysis and central bank intervention 1 1 1 344 1 1 2 1,021
Technical analysis in the foreign exchange market 0 0 3 369 1 2 19 872
Technical trading rules in the European Monetary System 0 0 0 277 0 0 1 961
Testing asset pricing models with Euler equations: it's worse than you think 0 0 1 102 0 0 2 515
The Costless Disinflation of 2022-24 0 1 6 6 0 1 16 16
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 0 0 1 616
The Innocent Greenbacks Abroad: U.S. Currency Held Internationally 0 0 3 8 0 1 8 16
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 1 1 3 365
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 1 423 1 1 6 1,232
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 0 0 2 642
The dynamic interaction of order flows and the CAD/USD exchange rate 1 1 1 122 3 3 3 900
The economic effects of a potential armed conflict over Taiwan 2 4 11 11 3 7 20 20
The large scale asset purchases had large international effects 0 0 6 265 1 4 36 978
The microstructure of the U.S. treasury market 1 2 3 226 1 2 7 533
The practice of central bank intervention: looking under the hood 0 0 0 300 1 3 4 782
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 1 1 69 1 3 3 65
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 0 0 54 0 0 1 127
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits 0 0 0 145 0 0 2 577
Unconventional monetary policy and the behavior of shorts 0 0 0 40 0 1 1 62
What Happens to Expected Stock Volatility around Election Day? 3 11 11 11 2 10 10 10
What Is the Probability of a Recession? The Message from Yield Spreads 0 0 3 11 0 0 7 19
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 0 0 0 172
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 0 0 1 44
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 2 2 2 1,005
Total Working Papers 11 37 121 13,115 40 117 418 40,228
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A BENEFIT‐COST ANALYSIS OF DISINFLATION 0 0 0 25 0 0 0 168
A Shutoff of Russian Natural Gas 0 0 0 3 0 0 0 8
A foreign exchange intervention in an era of restraint 0 0 3 53 0 5 13 280
A survey of announcement effects on foreign exchange returns 0 2 2 100 0 6 8 337
A survey of announcement effects on foreign exchange volatility and jumps 0 0 1 84 0 1 5 253
An Analysis of the Literature on International Unconventional Monetary Policy 1 4 25 119 3 8 43 248
An E.U. withholding tax? 0 0 0 23 0 1 1 175
An analysis of recent studies of the effect of foreign exchange intervention 0 1 1 197 0 1 3 617
An introduction to capital controls 0 1 3 601 1 2 11 1,536
Are changes in foreign exchange reserves well correlated with official intervention? 0 0 0 218 0 0 1 744
Asian nations driving world oil prices 0 0 0 44 0 0 0 141
Bond market mania 0 0 0 18 0 0 0 93
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 0 13 0 0 0 56
Can Markov switching models predict excess foreign exchange returns? 0 1 1 170 0 1 4 443
Can risk explain the profitability of technical trading in currency markets? 0 0 0 7 1 1 2 31
Central Bank Responses to COVID-19 0 1 1 115 0 2 5 260
Central bank authorities' beliefs about foreign exchange intervention 0 1 1 170 0 2 8 475
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 0 0 0 298
Central bank intervention with limited arbitrage 0 0 0 24 0 1 2 186
China's strategic petroleum reserve: a drop in the bucket 1 1 2 73 1 1 2 227
Chinese Foreign Exchange Reserves and the U.S. Economy 0 0 0 15 0 0 0 43
Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy 0 0 2 9 0 1 7 44
Common Fluctuations in OECD Budget Balances 0 0 0 5 0 1 1 43
Comparing international bond yields 1 1 1 14 1 3 4 88
Deflation and real economic activity under the gold standard 0 0 0 60 0 0 0 428
Endogenous realignments in a target zone 0 0 0 0 0 0 0 158
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 1 7 2 2 5 37
Exchange rate intervention 0 0 1 76 0 0 1 187
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 0 1 48
Federal Reserve System International Facilities 0 0 0 2 0 0 0 21
Financial Engineering Versus Cancer 0 1 1 8 0 1 1 32
Financial Market Reactions to the Russian Invasion of Ukraine 0 0 1 8 0 0 11 34
Fiscal policy and expected inflation 0 0 0 34 0 0 0 93
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 1 140 1 1 11 595
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 5 27 119 4 15 77 432
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 1 2 2 130
Four stories of quantitative easing 1 4 11 239 3 18 43 914
Global factors in budget deficits 0 0 1 38 0 0 1 165
How Do Economists Think about the Environment and Climate Change? 0 0 1 6 0 0 2 9
How Much Do Oil Prices Affect Inflation? 0 0 0 22 1 1 1 97
How big is Japan's debt? 0 0 0 374 0 0 1 2,183
How expensive are stocks? 0 0 0 10 0 0 0 72
How persistent are unconventional monetary policy effects? 0 0 2 12 1 2 8 30
How well do monetary fundamentals forecast exchange rates? 0 1 1 709 0 2 5 1,946
Information shares in the US Treasury market 0 0 3 67 3 3 11 288
Interest Rate Risk, Bank Runs and Silicon Valley Bank 0 0 9 33 0 1 14 45
International Inflation Trends 0 0 0 5 0 0 2 11
International channels of the Fed's unconventional monetary policy 0 2 18 213 1 11 50 629
International comovements in inflation rates and country characteristics 0 0 4 146 1 1 12 438
International interest rate linkages 0 0 0 28 0 0 0 123
Intraday technical trading in the foreign exchange market 0 0 0 135 1 3 4 399
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 0 1 2 148
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 1 3 109 4 7 21 358
Jumps, cojumps and macro announcements 0 0 0 0 1 2 4 189
Lessons from the evolution of foreign exchange trading strategies 0 0 7 40 0 4 16 166
Lessons from the taper tantrum 1 1 7 85 1 4 19 248
Markets worry more about sovereign debt 0 0 0 46 0 0 0 119
Miscommunication shook up mortgage, bond markets 0 1 1 22 0 2 2 212
Modeling Professional Recession Forecasts 0 0 3 4 0 2 5 6
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 5 0 1 3 14
More Stories of Unconventional Monetary Policy 1 1 2 9 1 2 3 21
Negative U.S. Interest Rates? 0 0 0 5 0 0 0 16
Okun's law: output and unemployment 0 0 0 221 0 0 6 434
One dollar = one loonie 0 0 0 23 0 0 0 106
Options on economic data 0 0 0 5 0 0 0 52
Overshooting the Inflation Target 0 0 0 2 0 0 2 6
Political pressure on the bank of Japan: interference or accountability? 0 0 0 15 0 0 0 59
Predictability in International Asset Returns: A Reexamination 0 0 0 13 0 0 1 89
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 0 0 1 453
Real interest rate persistence: evidence and implications 0 0 1 91 2 3 5 284
Realignment of target zone exchange rate systems: what do we know? 0 0 0 33 0 0 0 223
Responses of International Central Banks to the COVID-19 Crisis 2 4 5 34 2 5 9 79
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 1 1 1 503
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 2 84 0 1 9 400
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 0 0 15
September 11, 2001 0 0 0 9 1 1 1 61
Stock prices and consumption 0 0 1 23 1 1 2 76
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 2 0 1 1 5
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 1 1 1 49
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements 0 0 0 3 0 0 0 35
Systemic Financial Risks, Macroprudential Tools and Monetary Policy 0 0 0 2 0 1 1 8
Systemic risk and the financial crisis: a primer 1 1 2 238 3 3 12 954
Target zones and conditional volatility: The role of realignments 0 0 0 17 0 0 1 104
Technical analysis and central bank intervention 0 0 1 83 1 1 5 326
Technical analysis and the profitability of U.S. foreign exchange intervention 0 0 3 871 4 5 18 3,759
Technical analysis in the foreign exchange market: a layman's guide 0 6 33 3,576 6 14 94 9,721
Technical trading rules in the European Monetary System 0 0 0 54 0 0 0 210
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 3 125 0 1 6 427
The Asset Holdings of the Bank of Japan 0 0 0 1 0 0 0 11
The FDIC Studies “Options for Deposit Insurance Reform” 0 2 2 3 1 6 7 10
The Fed responds to Sept. 11 attacks 0 0 0 23 0 0 0 137
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 0 0 2 780
The People’s Bank of China Boosts the Yuan 0 0 0 2 0 0 0 18
The Rise and Fall of M2 0 1 2 2 1 2 4 11
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 0 6 0 0 1 22
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 1 1 2 15
The Stock Market's Wild Ride 0 0 0 13 0 0 0 48
The difference between currency manipulation and monetary policy 0 0 0 78 0 0 2 258
The effects of large-scale asset purchases on TIPS inflation expectations 0 1 1 81 1 2 3 189
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 0 1 2 46 1 3 9 172
The giant sucking sound: did NAFTA devour the Mexican peso? 0 0 1 39 0 0 1 304
The great foreign exchange intervention of 2011 0 0 1 26 0 0 6 87
The mysterious Greek yield curve 0 0 0 48 0 0 2 177
The practice of central bank intervention: looking under the hood 0 0 0 22 0 2 4 97
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 0 1 2 61
The sovereign wealth funds of nations 0 0 0 96 0 0 0 167
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 0 60 0 0 4 236
The transition to electronic communications networks in the secondary treasury market 0 0 1 83 0 2 5 377
U.S. historical experience with deflation 0 0 0 30 0 0 0 75
Unconventional Monetary Policy and the Behavior of Shorts 0 0 1 1 0 1 10 10
Unconventional monetary policy had large international effects 0 4 24 470 2 11 60 1,122
Unwinding the current account deficit 0 0 0 30 0 0 0 126
Using implied volatility to measure uncertainty about interest rates 0 0 2 195 1 2 6 709
What are the odds? option-based forecasts of FOMC target changes 1 1 12 99 1 2 19 331
What is the slope of the yield curve telling us? 0 0 0 92 1 2 5 393
What to Expect from Quantitative Tightening 0 0 1 20 1 2 5 55
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 2 2 3 125
Why Are U.S. Bond Yields So High? 0 0 0 3 1 1 2 11
Why Have a Strategic Petroleum Reserve? 1 2 7 7 1 3 9 9
Why Price Controls Should Stay in the History Books 0 0 10 20 0 3 31 65
Why do gasoline prices react to things that have not happened? 0 0 0 33 0 0 1 182
Would it help to eliminate interest on reserves? 0 0 0 10 0 0 0 37
\\"How central should the central bank be?\\" a comment 0 0 0 7 0 0 0 42
Total Journal Articles 11 53 266 12,506 70 212 839 42,742


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric modeling of exchange rate volatility and jumps 0 0 0 26 1 1 3 107
Total Chapters 0 0 0 26 1 1 3 107


Statistics updated 2025-03-03