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 7 8
A reconsideration of the properties of the generalized method moments in asset pricing models 0 0 0 42 0 1 11 339
An Analysis of the Literature on International Unconventional Monetary Policy 1 2 3 313 1 2 13 581
An analysis of recent studies of the effect of foreign exchange intervention 0 0 0 225 0 0 16 699
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 0 1 12 865
Can risk explain the profitability of technical trading in currency markets? 0 0 0 27 1 1 13 113
Capital flows and Japanese asset volatility 0 0 0 21 0 2 17 159
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 1 1 11 104
Central bank authorities’ beliefs about foreign exchange intervention 0 0 1 176 0 2 20 576
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 157 0 1 12 488
Central bank intervention with limited arbitrage 0 0 0 81 1 2 9 392
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 0 80 0 0 9 103
Common fluctuations in OECD budget balances 0 0 0 25 0 2 13 139
Determinants of Foreign Aid to Ukraine 0 7 7 7 0 3 3 3
Econometric modeling of exchange rate volatility and jumps 0 0 1 280 0 1 17 829
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 0 0 6 210
Endogenous realignments and the sustainability of a target 0 0 0 35 0 0 10 446
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 0 0 12 64
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 1 0 1 16 23
Financial Market Volatility in the Spring of 2025 1 1 6 13 1 3 39 44
Financial market reactions to the Russian invasion of Ukraine 0 0 2 19 0 2 39 67
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 0 1 14 1,971
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 1 1 40 4 7 27 200
Foreign exchange volatility is priced in equities 0 0 0 169 0 2 9 709
How Persistent Are Unconventional Monetary Policy Effects? 0 0 0 116 0 0 10 235
How well do monetary fundamentals forecast exchange rates? 0 0 2 823 1 2 14 2,525
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 0 1 9 600
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 0 403 1 6 75 1,883
Inflation and the Real Value of Debt: A Double-edged Sword 0 0 4 18 0 2 32 53
Information shares in the U.S. treasury market 0 0 1 158 0 1 11 664
International channels of the Fed’s unconventional monetary policy 1 1 1 87 1 2 13 245
International channels of the Fed’s unconventional monetary policy 0 0 0 142 0 0 8 453
Intraday technical trading in the foreign exchange market 0 0 1 415 5 8 27 961
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 0 1 10 307
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 1 560 3 8 26 1,609
Is inflation an international phenomenon? 0 0 0 192 0 0 10 429
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 0 1 1,081 1 1 24 1,449
Jumps, cojumps and macro announcements 0 0 0 16 0 1 9 87
Jumps, cojumps and macro announcements 0 0 0 145 0 1 32 499
Lessons from the evolution of foreign exchange trading strategies 0 0 1 123 4 10 23 319
Measuring Inflation: Headline, Core and “Supercore” Services 0 1 3 10 2 10 22 37
Mind Your Language: Market Responses to Central Bank Speeches 0 0 1 29 1 5 20 103
Mind Your Language: Market Responses to Central Bank Speeches 1 1 3 51 1 15 68 127
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 24 1 3 18 60
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 0 1 12 45
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 1 2 13 61
More Irrational Exuberance? A Look at Stock Prices 0 0 1 4 0 1 12 16
More Stories of Unconventional Monetary Policy 0 0 1 40 1 2 14 79
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 0 0 8 12
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 2 195 2 5 24 549
Predictability in international asset returns: a reexamination 0 0 0 166 2 3 17 626
Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics 0 0 0 542 1 2 14 1,426
Real interest rate persistence: evidence and implications 0 0 1 154 1 2 11 421
Realignments of target zone exchange systems: what do we know? 0 0 0 73 0 0 13 394
Reviewing the Impact of Energy Sanctions on Russia 0 0 0 13 0 0 11 29
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 0 11 1,640
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 1 6 679
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 1 1 13 1,551
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 0 5 0 0 13 21
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 0 2 10 25
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 0 5 8
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 10 0 0 15 36
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 0 0 8 50
Target zones and conditional volatility: the role of realignments 0 0 0 109 0 0 7 358
Technical analysis and central bank intervention 0 0 0 344 0 1 13 1,034
Technical analysis in the foreign exchange market 0 0 8 379 8 17 64 942
Technical trading rules in the European Monetary System 0 0 1 278 1 3 14 975
Testing asset pricing models with Euler equations: it's worse than you think 0 0 0 102 0 3 15 530
Testing for Multi-Asset Systemic Tail Risk 0 0 1 38 1 6 38 70
The Costless Disinflation of 2022-24 0 0 1 8 0 1 12 30
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 1 2 33 649
The Innocent Greenbacks Abroad: U.S. Currency Held Internationally 1 1 2 11 2 2 15 35
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 0 16 381
The U.S. Dollar’s Role as a Reserve Currency 2 3 41 41 2 6 24 24
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 0 426 4 10 25 1,267
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 0 2 10 652
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 0 1 16 923
The economic effects of a potential armed conflict over Taiwan 0 0 2 16 3 15 120 152
The large scale asset purchases had large international effects 0 0 0 267 1 4 37 1,027
The microstructure of the U.S. treasury market 0 0 3 230 0 0 15 549
The practice of central bank intervention: looking under the hood 0 0 0 300 0 1 11 796
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 1 2 10 75
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 0 0 54 1 1 11 139
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits 0 0 0 145 0 1 13 591
Unconventional monetary policy and the behavior of shorts 0 0 0 40 0 2 18 80
What Causes “Jumps” in Stock Prices? 0 2 20 20 0 4 38 38
What Happens to Expected Stock Volatility around Election Day? 0 0 0 12 1 1 5 19
What Is the Probability of a Recession? The Message from Yield Spreads 0 0 1 12 2 2 7 27
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 0 0 7 51
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 0 0 10 183
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 0 0 9 1,015
Total Working Papers 7 20 125 13,282 67 221 1,659 42,057
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
"How central should the central bank be?" a comment 0 0 0 8 0 0 4 47
A BENEFIT‐COST ANALYSIS OF DISINFLATION 0 0 0 25 1 1 15 186
A Shutoff of Russian Natural Gas 0 0 0 3 0 0 6 16
A foreign exchange intervention in an era of restraint 0 0 1 55 1 5 39 323
A survey of announcement effects on foreign exchange returns 0 0 1 102 0 5 21 360
A survey of announcement effects on foreign exchange volatility and jumps 0 1 2 86 0 3 19 275
An Analysis of the Literature on International Unconventional Monetary Policy 1 1 3 124 2 3 27 287
An E.U. withholding tax? 0 0 0 23 0 0 3 179
An analysis of recent studies of the effect of foreign exchange intervention 0 1 2 200 0 2 19 639
An introduction to capital controls 0 2 4 605 0 3 31 1,570
Are changes in foreign exchange reserves well correlated with official intervention? 0 0 1 219 0 0 5 749
Asian nations driving world oil prices 0 0 0 44 1 1 4 145
Bond market mania 0 0 0 18 0 1 3 97
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 0 14 0 0 8 65
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 2 4 16 460
Can risk explain the profitability of technical trading in currency markets? 0 0 1 8 0 5 21 52
Central Bank Responses to COVID-19 0 0 0 116 0 0 7 269
Central bank authorities' beliefs about foreign exchange intervention 0 0 1 171 1 2 11 489
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 1 1 14 313
Central bank intervention with limited arbitrage 0 0 0 24 0 0 8 194
China's strategic petroleum reserve: a drop in the bucket 0 0 0 73 0 1 6 233
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 0 2 18 64
Common Fluctuations in OECD Budget Balances 0 0 0 5 0 1 15 58
Comparing international bond yields 0 0 0 16 1 1 13 106
Deflation and real economic activity under the gold standard 0 0 0 60 0 0 8 438
Endogenous realignments in a target zone 0 0 0 0 1 2 8 166
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 7 1 1 9 48
Exchange rate intervention 0 0 0 76 0 1 7 196
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 0 5 53
Federal Reserve System International Facilities 0 0 0 2 0 0 8 29
Financial Engineering Versus Cancer 0 0 0 8 0 2 6 38
Financial Market Reactions to the Russian Invasion of Ukraine 1 1 3 12 1 10 53 89
Fiscal policy and expected inflation 0 0 0 34 0 1 9 102
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 0 141 0 0 11 609
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 2 17 146 9 19 77 529
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 0 4 6 136
Four stories of quantitative easing 1 1 4 247 1 8 55 983
Global factors in budget deficits 0 0 0 38 0 0 3 170
How Do Economists Think about the Environment and Climate Change? 0 0 2 8 0 0 7 17
How Much Do Oil Prices Affect Inflation? 0 0 1 23 0 1 25 123
How big is Japan's debt? 0 0 0 374 0 0 5 2,188
How expensive are stocks? 0 0 0 10 0 1 6 80
How persistent are unconventional monetary policy effects? 0 0 0 12 0 0 12 42
How well do monetary fundamentals forecast exchange rates? 0 0 0 710 1 2 11 1,960
Information shares in the US Treasury market 0 0 0 67 0 1 12 300
Interest Rate Risk, Bank Runs and Silicon Valley Bank 0 0 2 35 0 3 13 61
International Inflation Trends 0 0 1 6 0 0 11 24
International channels of the Fed's unconventional monetary policy 0 0 7 226 1 5 30 674
International comovements in inflation rates and country characteristics 0 0 1 148 0 2 12 458
International interest rate linkages 0 0 0 28 0 0 7 130
Intraday technical trading in the foreign exchange market 1 1 4 139 7 15 42 441
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 0 0 10 159
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 0 110 1 4 28 390
Jumps, cojumps and macro announcements 0 0 0 0 0 2 21 213
Lessons from the evolution of foreign exchange trading strategies 0 0 2 42 3 7 35 203
Lessons from the taper tantrum 0 0 3 89 1 2 28 281
Markets worry more about sovereign debt 0 0 0 46 0 1 6 125
Mind your language: Market responses to central bank speeches 1 3 9 10 2 12 49 60
Miscommunication shook up mortgage, bond markets 0 0 0 22 0 1 10 222
Modeling Professional Recession Forecasts 0 0 1 5 0 0 6 13
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 6 0 2 16 33
More Stories of Unconventional Monetary Policy 0 0 1 10 1 1 25 50
Negative U.S. Interest Rates? 0 0 0 5 0 0 9 25
Okun's law: output and unemployment 0 0 2 223 1 2 9 444
One dollar = one loonie 0 0 0 23 0 0 6 112
Options on economic data 0 0 0 5 0 0 2 54
Overshooting the Inflation Target 0 0 2 4 1 2 13 20
Paul Blustein: King Dollar: The Past and Future of the World’s Dominant Currency 0 0 0 0 1 1 2 2
Political pressure on the bank of Japan: interference or accountability? 0 0 0 16 0 0 3 63
Predictability in International Asset Returns: A Reexamination 0 0 0 13 2 4 18 107
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 1 2 9 462
Real interest rate persistence: evidence and implications 0 0 1 92 0 1 15 299
Realignment of target zone exchange rate systems: what do we know? 0 0 0 33 1 1 5 228
Responses of International Central Banks to the COVID-19 Crisis 0 0 0 34 0 0 6 88
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 0 0 8 511
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 84 0 1 14 416
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 0 5 22
September 11, 2001 0 0 0 9 0 0 3 64
Stock prices and consumption 0 0 0 24 0 0 3 80
Successful vs. Failed Disinflations: An Event Study 0 0 1 1 1 1 8 8
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 2 0 1 8 13
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 0 4 53
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements 0 0 0 3 0 1 7 43
Systemic Financial Risks, Macroprudential Tools and Monetary Policy 0 1 2 5 0 1 9 19
Systemic risk and the financial crisis: a primer 0 1 1 239 0 5 31 987
Target zones and conditional volatility: The role of realignments 0 0 0 17 0 2 6 112
Technical analysis and central bank intervention 0 0 0 83 0 0 16 344
Technical analysis and the profitability of U.S. foreign exchange intervention 0 1 1 875 0 2 18 3,783
Technical analysis in the foreign exchange market: a layman's guide 2 3 14 3,601 2 5 54 9,802
Technical trading rules in the European Monetary System 0 0 0 54 0 1 18 229
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 0 125 3 10 22 458
The Asset Holdings of the Bank of Japan 0 0 0 1 0 3 11 25
The Economic Effects of a Potential Armed Conflict Over Taiwan 2 2 2 3 4 16 76 80
The FDIC Studies “Options for Deposit Insurance Reform” 0 0 0 3 0 1 10 22
The Fed responds to Sept. 11 attacks 0 0 0 23 0 0 5 143
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 0 2 48 829
The People’s Bank of China Boosts the Yuan 0 0 0 2 0 0 12 31
The Rise and Fall of M2 0 1 5 8 1 2 22 34
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 0 7 1 2 10 34
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 0 3 12 28
The Stock Market's Wild Ride 0 0 1 14 0 0 5 55
The difference between currency manipulation and monetary policy 0 0 0 78 0 1 11 270
The effects of large-scale asset purchases on TIPS inflation expectations 0 0 2 85 0 0 8 199
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 0 0 3 50 5 14 62 244
The giant sucking sound: did NAFTA devour the Mexican peso? 0 0 0 39 0 13 17 321
The great foreign exchange intervention of 2011 0 1 1 27 0 1 3 92
The mysterious Greek yield curve 0 0 1 49 0 0 12 190
The practice of central bank intervention: looking under the hood 0 0 1 23 0 1 16 117
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 1 3 15 76
The sovereign wealth funds of nations 0 0 0 96 1 1 7 175
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 0 60 1 3 17 254
The transition to electronic communications networks in the secondary treasury market 0 0 0 84 0 2 19 400
U.S. historical experience with deflation 0 0 0 30 1 1 6 81
Unconventional Monetary Policy and the Behavior of Shorts 0 0 0 1 1 1 16 27
Unconventional monetary policy had large international effects 0 1 18 496 2 7 88 1,236
Unwinding the current account deficit 0 0 0 30 0 0 4 130
Using implied volatility to measure uncertainty about interest rates 0 0 1 198 1 1 17 729
What are the odds? option-based forecasts of FOMC target changes 1 2 8 107 4 7 26 357
What is the slope of the yield curve telling us? 0 0 0 93 0 1 4 398
What to Expect from Quantitative Tightening 0 0 0 20 0 1 5 61
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 1 1 7 132
Why Are U.S. Bond Yields So High? 0 0 0 3 0 0 6 17
Why Have a Strategic Petroleum Reserve? 0 0 1 8 0 0 8 17
Why Price Controls Should Stay in the History Books 1 1 5 25 1 3 24 92
Why do gasoline prices react to things that have not happened? 0 0 0 33 0 0 9 191
Would it help to eliminate interest on reserves? 0 0 0 10 0 0 4 42
Total Journal Articles 11 27 148 12,728 78 285 1,982 45,033


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 0 2 18 125
Total Chapters 0 0 0 26 0 2 18 125


Statistics updated 2026-08-07