Access Statistics for Christopher J. Neely

Author contact details at EconPapers.

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 0 1 0 0 2 3
A reconsideration of the properties of the generalized method moments in asset pricing models 0 0 0 42 2 4 5 333
An Analysis of the Literature on International Unconventional Monetary Policy 0 0 3 310 1 4 12 573
An analysis of recent studies of the effect of foreign exchange intervention 0 0 2 225 1 7 13 690
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 1 2 2 855
Can risk explain the profitability of technical trading in currency markets? 0 0 1 27 0 4 9 106
Capital flows and Japanese asset volatility 0 0 0 21 4 7 10 151
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 2 4 4 97
Central bank authorities’ beliefs about foreign exchange intervention 0 0 0 175 5 9 12 567
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 1 157 1 5 8 483
Central bank intervention with limited arbitrage 0 0 0 81 2 3 6 388
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 1 80 2 4 6 99
Common fluctuations in OECD budget balances 0 0 0 25 1 4 8 131
Econometric modeling of exchange rate volatility and jumps 0 1 1 280 0 6 10 819
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 1 1 3 206
Endogenous realignments and the sustainability of a target 0 0 0 35 2 6 8 443
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 1 1 7 10 16
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 1 3 4 56
Financial Market Volatility in the Spring of 2025 0 0 12 12 10 12 26 26
Financial market reactions to the Russian invasion of Ukraine 1 2 3 19 11 16 23 47
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 5 8 11 1,966
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 1 39 6 8 15 184
Foreign exchange volatility is priced in equities 0 0 0 169 0 1 3 701
How Persistent Are Unconventional Monetary Policy Effects? 0 0 1 116 2 3 8 229
How well do monetary fundamentals forecast exchange rates? 1 2 3 823 1 6 7 2,517
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 1 6 6 597
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 0 403 32 42 49 1,853
Inflation and the Real Value of Debt: A Double-edged Sword 0 1 4 17 1 6 16 32
Information shares in the U.S. treasury market 0 0 0 157 0 3 3 656
International channels of the Fed’s unconventional monetary policy 0 0 1 142 1 1 4 446
International channels of the Fed’s unconventional monetary policy 0 0 0 86 0 4 6 236
Intraday technical trading in the foreign exchange market 0 1 2 415 3 7 10 942
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 0 1 3 300
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 1 1 560 1 8 11 1,593
Is inflation an international phenomenon? 0 0 2 192 1 2 6 422
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 1 1 1,081 3 10 18 1,436
Jumps, cojumps and macro announcements 0 0 0 145 1 10 15 480
Jumps, cojumps and macro announcements 0 0 0 16 2 2 3 80
Lessons from the evolution of foreign exchange trading strategies 0 1 2 123 1 5 11 302
Measuring Inflation: Headline, Core and “Supercore” Services 1 2 2 9 3 5 8 21
Mind Your Language: Market Responses to Central Bank Speeches 0 0 4 49 5 13 30 78
Mind Your Language: Market Responses to Central Bank Speeches 0 1 3 29 2 5 13 88
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 24 1 3 8 48
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 3 5 9 53
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 2 4 4 37
More Irrational Exuberance? A Look at Stock Prices 0 0 2 4 1 2 4 7
More Stories of Unconventional Monetary Policy 0 0 1 39 0 3 5 69
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 0 2 3 6
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 1 1 2 195 1 6 14 532
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 2 3 5 1,417
Real interest rate persistence: evidence and implications 0 0 2 153 1 3 9 414
Realignments of target zone exchange systems: what do we know? 0 0 0 73 0 3 5 385
Reviewing the Impact of Energy Sanctions on Russia 0 0 2 13 3 4 10 23
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 1 5 7 1,635
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 1 3 675
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 1 5 11 1,544
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 0 5 2 5 6 13
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 1 2 0 0 5 17
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 0 3 4
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 10 1 5 5 26
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 0 3 5 47
Target zones and conditional volatility: the role of realignments 0 0 0 109 1 3 3 354
Technical analysis and central bank intervention 0 0 1 344 4 7 9 1,029
Technical analysis in the foreign exchange market 0 3 8 377 3 13 27 897
Technical trading rules in the European Monetary System 0 1 1 278 0 5 7 968
Testing asset pricing models with Euler equations: it's worse than you think 0 0 0 102 3 4 6 521
Testing for Multi-Asset Systemic Tail Risk 0 0 2 37 2 6 17 40
The Costless Disinflation of 2022-24 1 1 2 8 3 4 6 22
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 1 3 3 619
The Innocent Greenbacks Abroad: U.S. Currency Held Internationally 0 0 2 10 0 1 12 27
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 3 5 6 370
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 3 426 4 5 17 1,248
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 3 5 5 647
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 1 122 2 6 19 916
The economic effects of a potential armed conflict over Taiwan 1 1 7 16 35 49 70 87
The large scale asset purchases had large international effects 0 0 2 267 3 11 28 1,003
The microstructure of the U.S. treasury market 1 3 5 230 3 6 9 541
The practice of central bank intervention: looking under the hood 0 0 0 300 3 3 10 790
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 1 2 6 69
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 0 0 54 1 3 4 131
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits 0 0 0 145 0 6 10 587
Unconventional monetary policy and the behavior of shorts 0 0 0 40 1 3 4 65
What Causes “Jumps” in Stock Prices? 3 13 13 13 7 25 25 25
What Happens to Expected Stock Volatility around Election Day? 0 0 12 12 0 3 13 17
What Is the Probability of a Recession? The Message from Yield Spreads 1 1 1 12 1 2 5 24
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 0 3 5 177
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 0 3 3 47
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 0 1 4 1,007
Total Working Papers 11 37 121 13,209 222 513 891 41,037
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 1 1 5 173
A Shutoff of Russian Natural Gas 0 0 0 3 3 4 6 14
A foreign exchange intervention in an era of restraint 0 1 2 55 15 20 27 305
A survey of announcement effects on foreign exchange returns 0 0 2 101 0 8 13 348
A survey of announcement effects on foreign exchange volatility and jumps 0 0 1 85 3 5 11 263
An Analysis of the Literature on International Unconventional Monetary Policy 0 1 5 122 5 11 30 273
An E.U. withholding tax? 0 0 0 23 0 0 1 176
An analysis of recent studies of the effect of foreign exchange intervention 1 1 2 199 3 6 12 629
An introduction to capital controls 1 1 1 602 4 10 18 1,553
Are changes in foreign exchange reserves well correlated with official intervention? 0 0 0 218 0 0 0 744
Asian nations driving world oil prices 0 0 0 44 1 3 3 144
Bond market mania 0 0 0 18 1 2 3 96
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 1 14 0 1 3 59
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 2 4 7 450
Can risk explain the profitability of technical trading in currency markets? 0 1 1 8 0 2 3 33
Central Bank Responses to COVID-19 0 0 2 116 0 4 8 266
Central bank authorities' beliefs about foreign exchange intervention 0 1 1 171 1 4 8 482
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 1 1 2 300
Central bank intervention with limited arbitrage 0 0 0 24 0 2 3 188
China's strategic petroleum reserve: a drop in the bucket 0 0 1 73 0 0 1 227
Chinese Foreign Exchange Reserves and the U.S. Economy 0 0 0 15 0 2 2 45
Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy 0 0 1 10 5 7 9 53
Common Fluctuations in OECD Budget Balances 0 0 0 5 3 5 7 49
Comparing international bond yields 0 0 3 16 3 6 14 100
Deflation and real economic activity under the gold standard 0 0 0 60 0 0 2 430
Endogenous realignments in a target zone 0 0 0 0 1 1 1 159
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 7 1 3 7 42
Exchange rate intervention 0 0 0 76 3 5 7 194
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 1 1 1 49
Federal Reserve System International Facilities 0 0 0 2 2 4 4 25
Financial Engineering Versus Cancer 0 0 0 8 0 0 0 32
Financial Market Reactions to the Russian Invasion of Ukraine 0 1 2 10 1 6 10 44
Fiscal policy and expected inflation 0 0 0 34 0 1 1 94
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 1 141 3 4 10 604
Forecasting the Equity Risk Premium: The Role of Technical Indicators 3 9 23 140 8 20 56 478
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 0 1 3 131
Four stories of quantitative easing 0 0 9 244 5 12 47 947
Global factors in budget deficits 0 0 0 38 0 0 2 167
How Do Economists Think about the Environment and Climate Change? 0 1 2 8 0 3 5 14
How Much Do Oil Prices Affect Inflation? 1 1 1 23 7 10 12 108
How big is Japan's debt? 0 0 0 374 0 1 1 2,184
How expensive are stocks? 0 0 0 10 0 2 4 76
How persistent are unconventional monetary policy effects? 0 0 0 12 1 5 6 35
How well do monetary fundamentals forecast exchange rates? 0 0 1 710 4 4 9 1,955
Information shares in the US Treasury market 0 0 0 67 2 2 7 292
Interest Rate Risk, Bank Runs and Silicon Valley Bank 0 0 1 34 1 3 8 53
International Inflation Trends 0 0 1 6 2 4 7 18
International channels of the Fed's unconventional monetary policy 1 2 11 224 3 7 34 660
International comovements in inflation rates and country characteristics 0 0 1 147 0 1 11 448
International interest rate linkages 0 0 0 28 0 1 1 124
Intraday technical trading in the foreign exchange market 0 1 1 136 1 3 6 403
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 3 4 6 153
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 1 110 1 7 20 374
Jumps, cojumps and macro announcements 0 0 0 0 1 5 14 201
Lessons from the evolution of foreign exchange trading strategies 0 1 1 41 2 8 12 176
Lessons from the taper tantrum 0 1 4 88 5 9 18 263
Markets worry more about sovereign debt 0 0 0 46 0 0 0 119
Mind your language: Market responses to central bank speeches 0 3 6 6 3 14 32 32
Miscommunication shook up mortgage, bond markets 0 0 0 22 1 2 2 214
Modeling Professional Recession Forecasts 1 1 1 5 1 3 6 10
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 1 6 0 3 7 20
More Stories of Unconventional Monetary Policy 0 0 1 9 4 6 13 32
Negative U.S. Interest Rates? 0 0 0 5 2 2 2 18
Okun's law: output and unemployment 1 1 2 223 2 2 4 438
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 2 4 0 0 5 11
Political pressure on the bank of Japan: interference or accountability? 0 0 1 16 0 0 1 60
Predictability in International Asset Returns: A Reexamination 0 0 0 13 1 3 6 95
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 1 2 3 456
Real interest rate persistence: evidence and implications 1 1 1 92 2 4 7 288
Realignment of target zone exchange rate systems: what do we know? 0 0 0 33 1 1 1 224
Responses of International Central Banks to the COVID-19 Crisis 0 0 4 34 1 1 9 83
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 1 2 3 505
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 84 1 3 7 407
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 1 4 19
September 11, 2001 0 0 0 9 1 1 2 62
Stock prices and consumption 0 0 1 24 0 0 2 77
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 2 0 2 3 7
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 1 3 4 52
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements 0 0 0 3 0 0 1 36
Systemic Financial Risks, Macroprudential Tools and Monetary Policy 0 1 2 4 1 3 6 14
Systemic risk and the financial crisis: a primer 0 0 1 238 2 7 14 965
Target zones and conditional volatility: The role of realignments 0 0 0 17 0 0 3 107
Technical analysis and central bank intervention 0 0 0 83 4 6 9 334
Technical analysis and the profitability of U.S. foreign exchange intervention 0 0 3 874 4 4 16 3,770
Technical analysis in the foreign exchange market: a layman's guide 0 5 21 3,596 5 18 63 9,776
Technical trading rules in the European Monetary System 0 0 0 54 5 8 12 222
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 0 125 1 3 15 441
The Asset Holdings of the Bank of Japan 0 0 0 1 5 5 8 19
The Economic Effects of a Potential Armed Conflict Over Taiwan 0 0 1 1 7 11 17 17
The FDIC Studies “Options for Deposit Insurance Reform” 0 0 1 3 2 3 11 16
The Fed responds to Sept. 11 attacks 0 0 0 23 1 1 3 140
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 3 6 7 787
The People’s Bank of China Boosts the Yuan 0 0 0 2 2 3 4 22
The Rise and Fall of M2 0 2 3 5 0 5 11 21
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 1 7 1 1 5 27
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 4 5 7 21
The Stock Market's Wild Ride 1 1 1 14 1 3 5 53
The difference between currency manipulation and monetary policy 0 0 0 78 2 5 7 265
The effects of large-scale asset purchases on TIPS inflation expectations 1 2 5 85 2 3 7 194
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 0 1 4 49 5 9 25 194
The giant sucking sound: did NAFTA devour the Mexican peso? 0 0 0 39 0 0 0 304
The great foreign exchange intervention of 2011 0 0 0 26 0 0 2 89
The mysterious Greek yield curve 1 1 1 49 1 4 5 182
The practice of central bank intervention: looking under the hood 1 1 1 23 4 5 11 106
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 2 5 5 66
The sovereign wealth funds of nations 0 0 0 96 0 0 1 168
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 0 60 4 9 11 247
The transition to electronic communications networks in the secondary treasury market 0 0 1 84 4 8 14 390
U.S. historical experience with deflation 0 0 0 30 0 0 0 75
Unconventional Monetary Policy and the Behavior of Shorts 0 0 0 1 2 3 5 15
Unconventional monetary policy had large international effects 1 5 23 490 6 24 85 1,200
Unwinding the current account deficit 0 0 0 30 1 3 3 129
Using implied volatility to measure uncertainty about interest rates 0 0 2 197 0 1 8 715
What are the odds? option-based forecasts of FOMC target changes 0 0 2 100 2 3 5 335
What is the slope of the yield curve telling us? 0 0 1 93 0 0 3 394
What to Expect from Quantitative Tightening 0 0 0 20 2 2 5 58
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 0 2 4 127
Why Are U.S. Bond Yields So High? 0 0 0 3 1 2 3 13
Why Have a Strategic Petroleum Reserve? 0 1 3 8 1 3 6 13
Why Price Controls Should Stay in the History Books 0 1 3 23 2 11 20 83
Why do gasoline prices react to things that have not happened? 0 0 0 33 0 2 2 184
Would it help to eliminate interest on reserves? 0 0 0 10 0 1 2 39
\\"How central should the central bank be?\\" a comment 0 0 1 8 0 0 1 43
Total Journal Articles 15 50 185 12,662 221 497 1,108 43,706


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 5 6 112
Total Chapters 0 0 0 26 1 5 6 112


Statistics updated 2026-01-08