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 0 3 3 331
An Analysis of the Literature on International Unconventional Monetary Policy 0 0 5 310 2 3 14 572
An analysis of recent studies of the effect of foreign exchange intervention 0 0 2 225 5 6 12 689
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 0 1 1 854
Can risk explain the profitability of technical trading in currency markets? 0 0 1 27 2 5 9 106
Capital flows and Japanese asset volatility 0 0 0 21 1 4 6 147
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 1 2 2 95
Central bank authorities’ beliefs about foreign exchange intervention 0 0 0 175 4 6 7 562
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 1 157 0 5 7 482
Central bank intervention with limited arbitrage 0 0 0 81 1 1 4 386
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 1 80 1 3 4 97
Common fluctuations in OECD budget balances 0 0 0 25 2 4 7 130
Econometric modeling of exchange rate volatility and jumps 1 1 1 280 2 6 11 819
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 0 0 2 205
Endogenous realignments and the sustainability of a target 0 0 0 35 1 5 6 441
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 1 3 8 9 15
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 0 3 3 55
Financial Market Volatility in the Spring of 2025 0 1 12 12 1 4 16 16
Financial market reactions to the Russian invasion of Ukraine 1 1 2 18 4 6 13 36
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 2 4 6 1,961
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 1 39 2 4 11 178
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 0 2 6 227
How well do monetary fundamentals forecast exchange rates? 0 1 3 822 1 5 7 2,516
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 0 5 5 596
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 0 403 5 11 19 1,821
Inflation and the Real Value of Debt: A Double-edged Sword 1 3 5 17 3 7 17 31
Information shares in the U.S. treasury market 0 0 0 157 2 3 3 656
International channels of the Fed’s unconventional monetary policy 0 0 1 142 0 0 3 445
International channels of the Fed’s unconventional monetary policy 0 0 0 86 4 4 6 236
Intraday technical trading in the foreign exchange market 0 1 2 415 0 4 7 939
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 1 2 3 300
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 1 1 560 4 7 10 1,592
Is inflation an international phenomenon? 0 0 2 192 0 2 5 421
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 1 1 1,081 5 8 15 1,433
Jumps, cojumps and macro announcements 0 0 0 145 6 11 14 479
Jumps, cojumps and macro announcements 0 0 0 16 0 0 1 78
Lessons from the evolution of foreign exchange trading strategies 0 1 2 123 1 4 10 301
Measuring Inflation: Headline, Core and “Supercore” Services 0 1 1 8 1 2 5 18
Mind Your Language: Market Responses to Central Bank Speeches 0 1 3 29 1 3 13 86
Mind Your Language: Market Responses to Central Bank Speeches 0 0 4 49 4 9 27 73
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 24 0 4 7 47
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 1 2 6 50
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 2 2 2 35
More Irrational Exuberance? A Look at Stock Prices 0 0 3 4 0 1 4 6
More Stories of Unconventional Monetary Policy 0 0 1 39 1 4 5 69
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 1 2 3 6
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 1 194 5 5 13 531
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 1 3 3 1,415
Real interest rate persistence: evidence and implications 0 0 2 153 1 3 8 413
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 1 2 8 20
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 3 4 6 1,634
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 2 3 675
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 2 4 10 1,543
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 0 5 2 3 4 11
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 1 2 0 0 7 17
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 1 3 4
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 10 2 4 6 25
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 1 4 5 47
Target zones and conditional volatility: the role of realignments 0 0 0 109 2 2 2 353
Technical analysis and central bank intervention 0 0 1 344 2 4 5 1,025
Technical analysis in the foreign exchange market 2 3 8 377 4 11 24 894
Technical trading rules in the European Monetary System 0 1 1 278 2 7 7 968
Testing asset pricing models with Euler equations: it's worse than you think 0 0 0 102 0 2 3 518
Testing for Multi-Asset Systemic Tail Risk 0 0 2 37 3 6 15 38
The Costless Disinflation of 2022-24 0 0 2 7 0 1 4 19
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 2 2 2 618
The Innocent Greenbacks Abroad: U.S. Currency Held Internationally 0 1 2 10 1 4 12 27
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 1 2 3 367
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 3 426 0 1 13 1,244
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 0 2 2 644
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 1 122 3 6 17 914
The economic effects of a potential armed conflict over Taiwan 0 0 8 15 7 17 39 52
The large scale asset purchases had large international effects 0 0 2 267 7 9 26 1,000
The microstructure of the U.S. treasury market 2 2 5 229 2 3 7 538
The practice of central bank intervention: looking under the hood 0 0 0 300 0 1 8 787
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 1 69 0 2 6 68
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 0 0 54 0 2 3 130
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits 0 0 0 145 5 8 10 587
Unconventional monetary policy and the behavior of shorts 0 0 0 40 1 2 3 64
What Causes “Jumps” in Stock Prices? 0 10 10 10 4 18 18 18
What Happens to Expected Stock Volatility around Election Day? 0 0 12 12 2 3 17 17
What Is the Probability of a Recession? The Message from Yield Spreads 0 0 0 11 0 2 4 23
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 1 4 5 177
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 2 3 3 47
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 0 1 4 1,007
Total Working Papers 7 30 120 13,198 146 351 704 40,815
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 4 172
A Shutoff of Russian Natural Gas 0 0 0 3 1 1 3 11
A foreign exchange intervention in an era of restraint 0 1 2 55 3 6 15 290
A survey of announcement effects on foreign exchange returns 0 0 3 101 3 8 17 348
A survey of announcement effects on foreign exchange volatility and jumps 0 1 1 85 1 4 8 260
An Analysis of the Literature on International Unconventional Monetary Policy 0 1 7 122 4 7 28 268
An E.U. withholding tax? 0 0 0 23 0 0 2 176
An analysis of recent studies of the effect of foreign exchange intervention 0 0 2 198 1 4 10 626
An introduction to capital controls 0 0 1 601 2 9 15 1,549
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 2 2 2 143
Bond market mania 0 0 0 18 1 1 2 95
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 1 14 1 1 3 59
Can Markov switching models predict excess foreign exchange returns? 0 1 2 171 2 3 6 448
Can risk explain the profitability of technical trading in currency markets? 1 1 1 8 2 2 3 33
Central Bank Responses to COVID-19 0 0 2 116 3 4 8 266
Central bank authorities' beliefs about foreign exchange intervention 1 1 2 171 2 3 8 481
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 0 0 1 299
Central bank intervention with limited arbitrage 0 0 0 24 1 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 0 2 5 48
Common Fluctuations in OECD Budget Balances 0 0 0 5 2 2 4 46
Comparing international bond yields 0 0 3 16 1 4 12 97
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 0 0 0 158
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 7 1 2 6 41
Exchange rate intervention 0 0 0 76 1 2 4 191
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 0 0 48
Federal Reserve System International Facilities 0 0 0 2 2 2 2 23
Financial Engineering Versus Cancer 0 0 1 8 0 0 1 32
Financial Market Reactions to the Russian Invasion of Ukraine 1 1 2 10 3 7 9 43
Fiscal policy and expected inflation 0 0 0 34 1 1 1 94
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 1 141 0 2 7 601
Forecasting the Equity Risk Premium: The Role of Technical Indicators 1 6 23 137 6 13 53 470
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 1 1 3 131
Four stories of quantitative easing 0 0 9 244 4 9 46 942
Global factors in budget deficits 0 0 0 38 0 0 2 167
How Do Economists Think about the Environment and Climate Change? 1 2 2 8 3 4 5 14
How Much Do Oil Prices Affect Inflation? 0 0 0 22 2 3 5 101
How big is Japan's debt? 0 0 0 374 1 1 1 2,184
How expensive are stocks? 0 0 0 10 2 2 4 76
How persistent are unconventional monetary policy effects? 0 0 0 12 3 4 6 34
How well do monetary fundamentals forecast exchange rates? 0 0 2 710 0 2 7 1,951
Information shares in the US Treasury market 0 0 0 67 0 0 5 290
Interest Rate Risk, Bank Runs and Silicon Valley Bank 0 1 1 34 1 3 8 52
International Inflation Trends 0 0 1 6 1 2 5 16
International channels of the Fed's unconventional monetary policy 1 4 12 223 3 12 39 657
International comovements in inflation rates and country characteristics 0 0 1 147 0 2 11 448
International interest rate linkages 0 0 0 28 1 1 1 124
Intraday technical trading in the foreign exchange market 0 1 1 136 1 2 6 402
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 0 1 3 150
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 2 110 3 11 22 373
Jumps, cojumps and macro announcements 0 0 0 0 3 6 13 200
Lessons from the evolution of foreign exchange trading strategies 0 1 1 41 3 6 12 174
Lessons from the taper tantrum 1 1 4 88 2 4 14 258
Markets worry more about sovereign debt 0 0 0 46 0 0 0 119
Mind your language: Market responses to central bank speeches 2 3 6 6 7 12 29 29
Miscommunication shook up mortgage, bond markets 0 0 1 22 1 1 3 213
Modeling Professional Recession Forecasts 0 0 0 4 2 2 5 9
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 1 6 3 3 7 20
More Stories of Unconventional Monetary Policy 0 0 1 9 1 3 9 28
Negative U.S. Interest Rates? 0 0 0 5 0 0 0 16
Okun's law: output and unemployment 0 1 1 222 0 1 2 436
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 1 2 4 0 3 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 5 5 94
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 1 1 2 455
Real interest rate persistence: evidence and implications 0 0 0 91 2 2 5 286
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 0 0 4 34 0 0 8 82
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 0 1 2 504
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 84 2 2 7 406
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 1 2 4 19
September 11, 2001 0 0 0 9 0 0 1 61
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 2 3 51
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 1 1 2 4 1 3 6 13
Systemic risk and the financial crisis: a primer 0 0 1 238 2 5 12 963
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 1 2 5 330
Technical analysis and the profitability of U.S. foreign exchange intervention 0 0 3 874 0 1 12 3,766
Technical analysis in the foreign exchange market: a layman's guide 1 7 26 3,596 5 16 64 9,771
Technical trading rules in the European Monetary System 0 0 0 54 3 4 7 217
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 0 125 2 2 14 440
The Asset Holdings of the Bank of Japan 0 0 0 1 0 0 3 14
The Economic Effects of a Potential Armed Conflict Over Taiwan 0 0 1 1 1 5 10 10
The FDIC Studies “Options for Deposit Insurance Reform” 0 0 2 3 1 1 10 14
The Fed responds to Sept. 11 attacks 0 0 0 23 0 1 2 139
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 3 3 4 784
The People’s Bank of China Boosts the Yuan 0 0 0 2 0 1 2 20
The Rise and Fall of M2 1 2 4 5 2 7 12 21
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 1 7 0 1 4 26
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 0 1 3 17
The Stock Market's Wild Ride 0 0 0 13 1 2 4 52
The difference between currency manipulation and monetary policy 0 0 0 78 2 4 5 263
The effects of large-scale asset purchases on TIPS inflation expectations 1 1 4 84 1 1 5 192
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 1 2 4 49 2 6 20 189
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 0 0 0 48 2 3 4 181
The practice of central bank intervention: looking under the hood 0 0 0 22 1 1 7 102
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 1 3 4 64
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 3 5 7 243
The transition to electronic communications networks in the secondary treasury market 0 0 1 84 1 5 11 386
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 0 2 4 13
Unconventional monetary policy had large international effects 1 8 23 489 9 30 83 1,194
Unwinding the current account deficit 0 0 0 30 2 2 2 128
Using implied volatility to measure uncertainty about interest rates 0 0 2 197 1 2 8 715
What are the odds? option-based forecasts of FOMC target changes 0 1 2 100 1 2 4 333
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 0 0 3 56
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 2 2 4 127
Why Are U.S. Bond Yields So High? 0 0 0 3 0 1 2 12
Why Have a Strategic Petroleum Reserve? 0 1 3 8 1 3 6 12
Why Price Controls Should Stay in the History Books 0 3 3 23 3 11 19 81
Why do gasoline prices react to things that have not happened? 0 0 0 33 2 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 54 194 12,647 158 355 955 43,485


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 4 5 111
Total Chapters 0 0 0 26 4 4 5 111


Statistics updated 2025-12-06