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 1 4 7 8
A reconsideration of the properties of the generalized method moments in asset pricing models 0 0 0 42 2 4 10 338
An Analysis of the Literature on International Unconventional Monetary Policy 0 1 3 311 2 3 16 579
An analysis of recent studies of the effect of foreign exchange intervention 0 0 1 225 2 5 20 699
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 4 4 11 864
Can risk explain the profitability of technical trading in currency markets? 0 0 1 27 2 3 14 112
Capital flows and Japanese asset volatility 0 0 0 21 0 1 16 157
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 3 4 10 103
Central bank authorities’ beliefs about foreign exchange intervention 1 1 1 176 2 2 18 574
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 1 157 3 4 12 487
Central bank intervention with limited arbitrage 0 0 0 81 1 1 8 390
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 0 80 3 4 9 103
Common fluctuations in OECD budget balances 0 0 0 25 3 3 12 137
Determinants of Foreign Aid to Ukraine 0 0 0 0 0 0 0 0
Econometric modeling of exchange rate volatility and jumps 0 0 1 280 4 5 16 828
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 3 3 7 210
Endogenous realignments and the sustainability of a target 0 0 0 35 0 0 11 446
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 1 4 4 15 22
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 2 5 12 64
Financial Market Volatility in the Spring of 2025 0 0 12 12 2 8 41 41
Financial market reactions to the Russian invasion of Ukraine 0 0 3 19 4 11 39 65
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 1 4 14 1,970
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 0 39 1 5 21 193
Foreign exchange volatility is priced in equities 0 0 0 169 2 4 8 707
How Persistent Are Unconventional Monetary Policy Effects? 0 0 0 116 4 4 13 235
How well do monetary fundamentals forecast exchange rates? 0 0 2 823 4 4 12 2,523
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 0 1 8 599
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 0 403 8 15 73 1,877
Inflation and the Real Value of Debt: A Double-edged Sword 0 1 5 18 8 12 32 51
Information shares in the U.S. treasury market 0 0 1 158 1 3 10 663
International channels of the Fed’s unconventional monetary policy 0 0 0 142 2 5 9 453
International channels of the Fed’s unconventional monetary policy 0 0 0 86 4 5 11 243
Intraday technical trading in the foreign exchange market 0 0 1 415 2 8 19 953
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 0 0 9 306
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 1 560 1 4 19 1,601
Is inflation an international phenomenon? 0 0 0 192 0 3 11 429
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 0 1 1,081 0 6 26 1,448
Jumps, cojumps and macro announcements 0 0 0 145 2 6 31 498
Jumps, cojumps and macro announcements 0 0 0 16 1 2 9 86
Lessons from the evolution of foreign exchange trading strategies 0 0 1 123 3 4 14 309
Measuring Inflation: Headline, Core and “Supercore” Services 0 0 2 9 4 6 13 27
Mind Your Language: Market Responses to Central Bank Speeches 0 1 3 50 8 20 57 112
Mind Your Language: Market Responses to Central Bank Speeches 0 0 1 29 4 8 17 98
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 24 3 6 15 57
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 1 2 11 44
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 4 5 13 59
More Irrational Exuberance? A Look at Stock Prices 0 0 1 4 3 5 11 15
More Stories of Unconventional Monetary Policy 0 0 1 40 2 6 12 77
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 2 4 9 12
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 2 195 3 10 22 544
Predictability in international asset returns: a reexamination 0 0 0 166 5 6 14 623
Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics 0 0 0 542 2 3 12 1,424
Real interest rate persistence: evidence and implications 0 1 3 154 1 3 11 419
Realignments of target zone exchange systems: what do we know? 0 0 0 73 4 5 14 394
Reviewing the Impact of Energy Sanctions on Russia 0 0 1 13 2 5 12 29
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 1 1 11 1,640
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 2 3 5 678
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 1 1 16 1,550
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 0 5 6 7 13 21
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 2 3 5 8
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 2 5 9 23
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 10 2 4 15 36
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 2 2 8 50
Target zones and conditional volatility: the role of realignments 0 0 0 109 0 2 7 358
Technical analysis and central bank intervention 0 0 0 344 1 2 12 1,033
Technical analysis in the foreign exchange market 2 2 9 379 7 19 51 925
Technical trading rules in the European Monetary System 0 0 1 278 0 1 11 972
Testing asset pricing models with Euler equations: it's worse than you think 0 0 0 102 0 5 12 527
Testing for Multi-Asset Systemic Tail Risk 0 1 1 38 10 17 34 64
The Costless Disinflation of 2022-24 0 0 1 8 3 4 11 29
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 4 14 31 647
The Innocent Greenbacks Abroad: U.S. Currency Held Internationally 0 0 2 10 4 5 16 33
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 4 6 16 381
The U.S. Dollar’s Role as a Reserve Currency 2 38 38 38 4 18 18 18
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 3 426 3 7 24 1,257
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 1 1 8 650
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 3 5 22 922
The economic effects of a potential armed conflict over Taiwan 0 0 3 16 10 25 114 137
The large scale asset purchases had large international effects 0 0 1 267 5 7 39 1,023
The microstructure of the U.S. treasury market 0 0 4 230 3 5 16 549
The practice of central bank intervention: looking under the hood 0 0 0 300 1 1 11 795
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 0 2 8 73
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 0 0 54 1 2 10 138
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits 0 0 0 145 1 2 13 590
Unconventional monetary policy and the behavior of shorts 0 0 0 40 8 8 16 78
What Causes “Jumps” in Stock Prices? 0 3 18 18 1 6 34 34
What Happens to Expected Stock Volatility around Election Day? 0 0 1 12 0 0 6 18
What Is the Probability of a Recession? The Message from Yield Spreads 0 0 1 12 1 1 6 25
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 1 2 7 51
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 2 3 11 183
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 4 4 10 1,015
Total Working Papers 5 49 132 13,262 239 467 1,552 41,836
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 7 8 17 185
A Shutoff of Russian Natural Gas 0 0 0 3 0 1 6 16
A foreign exchange intervention in an era of restraint 0 0 2 55 2 7 37 318
A survey of announcement effects on foreign exchange returns 0 1 1 102 1 2 16 355
A survey of announcement effects on foreign exchange volatility and jumps 0 0 1 85 2 5 19 272
An Analysis of the Literature on International Unconventional Monetary Policy 0 0 3 123 4 6 33 284
An E.U. withholding tax? 0 0 0 23 1 2 3 179
An analysis of recent studies of the effect of foreign exchange intervention 0 0 1 199 3 4 19 637
An introduction to capital controls 0 0 2 603 1 3 30 1,567
Are changes in foreign exchange reserves well correlated with official intervention? 0 0 1 219 0 1 5 749
Asian nations driving world oil prices 0 0 0 44 0 0 3 144
Bond market mania 0 0 0 18 0 0 3 96
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 1 14 1 1 9 65
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 5 5 13 456
Can risk explain the profitability of technical trading in currency markets? 0 0 1 8 6 7 16 47
Central Bank Responses to COVID-19 0 0 0 116 0 2 8 269
Central bank authorities' beliefs about foreign exchange intervention 0 0 1 171 1 2 12 487
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 3 5 13 312
Central bank intervention with limited arbitrage 0 0 0 24 2 4 8 194
China's strategic petroleum reserve: a drop in the bucket 0 0 0 73 3 3 5 232
Chinese Foreign Exchange Reserves and the U.S. Economy 0 0 0 15 0 0 4 47
Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy 0 0 0 10 1 3 17 62
Common Fluctuations in OECD Budget Balances 0 0 0 5 4 4 14 57
Comparing international bond yields 0 0 2 16 1 2 16 105
Deflation and real economic activity under the gold standard 0 0 0 60 5 7 9 438
Endogenous realignments in a target zone 0 0 0 0 2 3 6 164
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 7 0 0 10 47
Exchange rate intervention 0 0 0 76 0 0 7 195
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 1 2 5 53
Federal Reserve System International Facilities 0 0 0 2 1 1 8 29
Financial Engineering Versus Cancer 0 0 0 8 4 4 4 36
Financial Market Reactions to the Russian Invasion of Ukraine 0 1 2 11 11 31 43 79
Fiscal policy and expected inflation 0 0 0 34 3 6 8 101
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 1 141 3 3 14 609
Forecasting the Equity Risk Premium: The Role of Technical Indicators 1 3 19 144 9 23 69 510
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 1 1 2 132
Four stories of quantitative easing 0 1 7 246 5 14 56 975
Global factors in budget deficits 0 0 0 38 3 3 4 170
How Do Economists Think about the Environment and Climate Change? 0 0 2 8 2 3 7 17
How Much Do Oil Prices Affect Inflation? 0 0 1 23 6 8 25 122
How big is Japan's debt? 0 0 0 374 1 4 5 2,188
How expensive are stocks? 0 0 0 10 1 2 7 79
How persistent are unconventional monetary policy effects? 0 0 0 12 3 5 12 42
How well do monetary fundamentals forecast exchange rates? 0 0 0 710 1 2 9 1,958
Information shares in the US Treasury market 0 0 0 67 2 3 11 299
Interest Rate Risk, Bank Runs and Silicon Valley Bank 0 0 2 35 1 1 11 58
International Inflation Trends 0 0 1 6 1 6 13 24
International channels of the Fed's unconventional monetary policy 1 2 13 226 3 6 38 669
International comovements in inflation rates and country characteristics 0 1 2 148 2 5 14 456
International interest rate linkages 0 0 0 28 1 4 7 130
Intraday technical trading in the foreign exchange market 0 1 3 138 8 17 27 426
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 2 2 11 159
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 1 110 10 10 26 386
Jumps, cojumps and macro announcements 0 0 0 0 3 5 22 211
Lessons from the evolution of foreign exchange trading strategies 0 1 2 42 9 17 30 196
Lessons from the taper tantrum 0 1 4 89 9 13 28 279
Markets worry more about sovereign debt 0 0 0 46 2 3 5 124
Mind your language: Market responses to central bank speeches 1 1 7 7 4 12 48 48
Miscommunication shook up mortgage, bond markets 0 0 0 22 4 5 9 221
Modeling Professional Recession Forecasts 0 0 1 5 0 0 7 13
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 6 2 5 15 31
More Stories of Unconventional Monetary Policy 0 1 1 10 0 8 25 49
Negative U.S. Interest Rates? 0 0 0 5 2 3 9 25
Okun's law: output and unemployment 0 0 2 223 1 3 7 442
One dollar = one loonie 0 0 0 23 4 5 6 112
Options on economic data 0 0 0 5 0 1 2 54
Overshooting the Inflation Target 0 0 2 4 1 5 11 18
Political pressure on the bank of Japan: interference or accountability? 0 0 1 16 0 1 4 63
Predictability in International Asset Returns: A Reexamination 0 0 0 13 4 6 14 103
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 0 1 7 460
Real interest rate persistence: evidence and implications 0 0 1 92 1 5 14 298
Realignment of target zone exchange rate systems: what do we know? 0 0 0 33 2 2 4 227
Responses of International Central Banks to the COVID-19 Crisis 0 0 0 34 0 2 7 88
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 3 4 8 511
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 84 2 7 13 415
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 2 2 5 22
September 11, 2001 0 0 0 9 0 0 3 64
Stock prices and consumption 0 0 1 24 2 3 4 80
Successful vs. Failed Disinflations: An Event Study 1 1 1 1 7 7 7 7
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 2 2 2 7 12
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 1 4 53
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements 0 0 0 3 1 3 7 42
Systemic Financial Risks, Macroprudential Tools and Monetary Policy 0 0 1 4 0 2 9 18
Systemic risk and the financial crisis: a primer 0 0 0 238 3 12 27 982
Target zones and conditional volatility: The role of realignments 0 0 0 17 0 0 4 110
Technical analysis and central bank intervention 0 0 0 83 1 4 17 344
Technical analysis and the profitability of U.S. foreign exchange intervention 0 0 2 874 4 7 20 3,781
Technical analysis in the foreign exchange market: a layman's guide 1 2 16 3,598 9 17 62 9,797
Technical trading rules in the European Monetary System 0 0 0 54 2 4 18 228
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 0 125 3 6 18 448
The Asset Holdings of the Bank of Japan 0 0 0 1 0 2 10 22
The Economic Effects of a Potential Armed Conflict Over Taiwan 0 0 0 1 18 40 63 64
The FDIC Studies “Options for Deposit Insurance Reform” 0 0 0 3 1 1 10 21
The Fed responds to Sept. 11 attacks 0 0 0 23 2 3 6 143
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 25 32 47 827
The People’s Bank of China Boosts the Yuan 0 0 0 2 1 2 13 31
The Rise and Fall of M2 2 2 4 7 6 8 20 32
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 1 7 0 2 10 32
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 0 2 10 25
The Stock Market's Wild Ride 0 0 1 14 2 2 6 55
The difference between currency manipulation and monetary policy 0 0 0 78 2 3 11 269
The effects of large-scale asset purchases on TIPS inflation expectations 0 0 3 85 1 5 9 199
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 0 1 4 50 4 25 56 230
The giant sucking sound: did NAFTA devour the Mexican peso? 0 0 0 39 1 4 4 308
The great foreign exchange intervention of 2011 0 0 0 26 1 1 4 91
The mysterious Greek yield curve 0 0 1 49 0 1 13 190
The practice of central bank intervention: looking under the hood 0 0 1 23 5 6 19 116
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 2 2 12 73
The sovereign wealth funds of nations 0 0 0 96 2 2 7 174
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 0 60 1 2 15 251
The transition to electronic communications networks in the secondary treasury market 0 0 0 84 3 5 18 398
U.S. historical experience with deflation 0 0 0 30 0 4 5 80
Unconventional Monetary Policy and the Behavior of Shorts 0 0 0 1 6 8 15 26
Unconventional monetary policy had large international effects 1 2 23 495 6 21 99 1,229
Unwinding the current account deficit 0 0 0 30 0 1 4 130
Using implied volatility to measure uncertainty about interest rates 1 1 3 198 4 9 18 728
What are the odds? option-based forecasts of FOMC target changes 2 3 6 105 4 8 19 350
What is the slope of the yield curve telling us? 0 0 1 93 3 3 4 397
What to Expect from Quantitative Tightening 0 0 0 20 0 1 4 60
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 0 2 6 131
Why Are U.S. Bond Yields So High? 0 0 0 3 0 2 6 17
Why Have a Strategic Petroleum Reserve? 0 0 1 8 1 4 8 17
Why Price Controls Should Stay in the History Books 1 1 4 24 1 4 23 89
Why do gasoline prices react to things that have not happened? 0 0 0 33 1 5 9 191
Would it help to eliminate interest on reserves? 0 0 0 10 0 0 5 42
\\"How central should the central bank be?\\" a comment 0 0 1 8 1 3 5 47
Total Journal Articles 12 27 167 12,701 333 661 1,894 44,747

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 4 5 16 123
Total Chapters 0 0 0 26 4 5 16 123

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Statistics updated 2026-05-06