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 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 2 5 310 3 5 14 568
An analysis of recent studies of the effect of foreign exchange intervention 0 1 2 225 0 4 7 683
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 0 0 0 853
Can risk explain the profitability of technical trading in currency markets? 0 1 1 27 1 2 4 100
Capital flows and Japanese asset volatility 0 0 0 21 1 1 1 142
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 0 1 556
Central bank intervention and exchange rate volatility, its continuous and jump components 0 1 1 157 0 1 1 476
Central bank intervention with limited arbitrage 0 0 0 81 0 1 1 383
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 1 80 0 0 1 94
Common fluctuations in OECD budget balances 0 0 0 25 1 1 4 126
Econometric modeling of exchange rate volatility and jumps 0 0 0 279 0 0 4 812
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 0 1 3 204
Endogenous realignments and the sustainability of a target 0 0 0 35 0 1 2 436
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 0 0 0 52
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 1 0 0 1 7
Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications 0 0 2 37 0 2 9 32
Financial Market Volatility in the Spring of 2025 5 7 7 7 2 5 5 5
Financial market reactions to the Russian invasion of Ukraine 0 1 1 17 0 2 6 28
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 0 1 4 1,957
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 2 39 1 1 15 173
Foreign exchange volatility is priced in equities 0 0 0 169 1 1 3 700
How Persistent Are Unconventional Monetary Policy Effects? 0 0 1 116 3 3 4 225
How well do monetary fundamentals forecast exchange rates? 0 0 4 821 0 0 6 2,511
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 4 7 1,808
Inflation and the Real Value of Debt: A Double-edged Sword 0 1 4 14 1 2 10 21
Information shares in the U.S. treasury market 0 0 0 157 0 0 0 653
International channels of the Fed’s unconventional monetary policy 0 0 0 86 0 0 4 232
International channels of the Fed’s unconventional monetary policy 0 0 1 142 1 1 4 445
Intraday technical trading in the foreign exchange market 0 0 1 414 0 0 2 934
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 1 5 1,583
Is inflation an international phenomenon? 0 0 2 192 0 1 3 419
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 0 1 1,080 2 3 8 1,425
Jumps, cojumps and macro announcements 0 0 0 16 1 1 1 78
Jumps, cojumps and macro announcements 0 0 0 145 0 0 2 467
Lessons from the evolution of foreign exchange trading strategies 0 0 1 122 1 1 6 296
Measuring Inflation: Headline, Core and “Supercore” Services 0 0 3 7 1 1 8 15
Mind Your Language: Market Responses to Central Bank Speeches 0 1 4 48 1 4 15 59
Mind Your Language: Market Responses to Central Bank Speeches 0 0 4 28 0 2 18 83
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 24 0 0 4 42
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 0 0 0 33
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 0 2 5 48
More Irrational Exuberance? A Look at Stock Prices 0 0 2 3 0 0 2 4
More Stories of Unconventional Monetary Policy 0 0 1 39 0 0 1 65
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 0 1 2 4
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 0 193 3 3 8 525
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 2 2 153 0 2 5 410
Realignments of target zone exchange systems: what do we know? 0 0 1 73 1 1 2 381
Reviewing the Impact of Energy Sanctions on Russia 0 1 4 13 0 1 9 18
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 0 1 1,629
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 1 673
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 4 4 6 1,538
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 1 5 0 0 2 8
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 1 2 0 1 6 15
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 0 2 3
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 1 10 0 0 3 21
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 0 0 1 42
Target zones and conditional volatility: the role of realignments 0 0 0 109 0 0 0 351
Technical analysis and central bank intervention 0 0 1 344 0 0 1 1,021
Technical analysis in the foreign exchange market 0 1 4 371 0 4 16 878
Technical trading rules in the European Monetary System 0 0 0 277 0 0 0 961
Testing asset pricing models with Euler equations: it's worse than you think 0 0 1 102 0 0 1 515
The Costless Disinflation of 2022-24 0 0 7 7 0 0 18 18
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 1 1 3 9 3 3 9 20
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 0 2 365
The adaptive markets hypothesis: evidence from the foreign exchange market 0 3 3 426 4 9 14 1,242
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 0 0 1 122 3 7 10 907
The economic effects of a potential armed conflict over Taiwan 1 1 14 14 3 9 32 32
The large scale asset purchases had large international effects 0 1 4 267 4 6 24 990
The microstructure of the U.S. treasury market 0 1 4 227 0 1 6 534
The practice of central bank intervention: looking under the hood 0 0 0 300 0 1 7 785
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 1 69 0 0 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 2 128
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits 0 0 0 145 1 1 2 578
Unconventional monetary policy and the behavior of shorts 0 0 0 40 0 0 1 62
What Happens to Expected Stock Volatility around Election Day? 0 1 12 12 0 2 14 14
What Is the Probability of a Recession? The Message from Yield Spreads 0 0 1 11 0 1 5 20
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 1 1 1 173
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 0 0 0 44
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 1 1 3 1,006
Total Working Papers 8 27 119 13,157 49 114 425 40,398
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 3 3 3 171
A Shutoff of Russian Natural Gas 0 0 0 3 0 0 2 10
A foreign exchange intervention in an era of restraint 0 1 1 54 1 3 13 284
A survey of announcement effects on foreign exchange returns 0 0 3 101 0 0 9 339
A survey of announcement effects on foreign exchange volatility and jumps 0 0 1 84 0 3 6 256
An Analysis of the Literature on International Unconventional Monetary Policy 0 1 13 121 3 9 35 260
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 0 2 5 620
An introduction to capital controls 0 0 2 601 1 2 12 1,539
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 1 1 94
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 1 1 1 14 1 1 1 57
Can Markov switching models predict excess foreign exchange returns? 0 0 1 170 0 1 3 444
Can risk explain the profitability of technical trading in currency markets? 0 0 0 7 0 0 1 31
Central Bank Responses to COVID-19 0 0 2 116 0 1 6 262
Central bank authorities' beliefs about foreign exchange intervention 0 0 1 170 0 3 7 478
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 0 0 1 186
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 0 0 43
Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy 0 0 2 10 0 1 5 46
Common Fluctuations in OECD Budget Balances 0 0 0 5 0 0 1 43
Comparing international bond yields 0 2 3 16 1 4 9 93
Deflation and real economic activity under the gold standard 0 0 0 60 0 1 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 2 2 5 39
Exchange rate intervention 0 0 1 76 0 1 3 189
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 0 1 8 0 0 1 32
Financial Market Reactions to the Russian Invasion of Ukraine 0 0 2 9 0 0 6 36
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? 1 1 1 141 1 3 10 598
Forecasting the Equity Risk Premium: The Role of Technical Indicators 1 4 26 129 3 11 57 452
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 0 0 2 130
Four stories of quantitative easing 2 4 14 243 3 9 46 928
Global factors in budget deficits 0 0 1 38 0 1 3 167
How Do Economists Think about the Environment and Climate Change? 0 0 0 6 0 0 1 10
How Much Do Oil Prices Affect Inflation? 0 0 0 22 0 1 2 98
How big is Japan's debt? 0 0 0 374 0 0 1 2,183
How expensive are stocks? 0 0 0 10 1 2 2 74
How persistent are unconventional monetary policy effects? 0 0 0 12 0 0 3 30
How well do monetary fundamentals forecast exchange rates? 0 0 2 710 0 0 6 1,949
Information shares in the US Treasury market 0 0 1 67 0 0 5 288
Interest Rate Risk, Bank Runs and Silicon Valley Bank 0 0 6 33 0 1 11 48
International Inflation Trends 0 0 0 5 1 2 4 13
International channels of the Fed's unconventional monetary policy 0 6 20 219 2 13 51 644
International comovements in inflation rates and country characteristics 0 1 2 147 2 4 12 446
International interest rate linkages 0 0 0 28 0 0 0 123
Intraday technical trading in the foreign exchange market 0 0 0 135 0 0 3 399
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 1 1 3 149
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 1 2 110 0 2 18 362
Jumps, cojumps and macro announcements 0 0 0 0 2 3 6 192
Lessons from the evolution of foreign exchange trading strategies 0 0 1 40 1 2 10 168
Lessons from the taper tantrum 0 1 6 86 0 2 18 253
Markets worry more about sovereign debt 0 0 0 46 0 0 0 119
Mind your language: Market responses to central bank speeches 0 1 1 1 3 11 11 11
Miscommunication shook up mortgage, bond markets 0 0 1 22 0 0 2 212
Modeling Professional Recession Forecasts 0 0 3 4 1 1 6 7
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 1 6 0 1 6 17
More Stories of Unconventional Monetary Policy 0 0 1 9 0 1 6 25
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 2 435
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 1 7
Political pressure on the bank of Japan: interference or accountability? 0 1 1 16 0 1 1 60
Predictability in International Asset Returns: A Reexamination 0 0 0 13 0 0 0 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 0 91 0 0 4 284
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 0 0 4 34 0 1 10 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 0 1 503
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 1 84 0 0 10 402
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 0 2 17
September 11, 2001 0 0 0 9 0 0 1 61
Stock prices and consumption 0 1 1 24 0 1 2 77
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 2 0 0 1 5
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 0 1 49
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements 0 0 0 3 0 1 1 36
Systemic Financial Risks, Macroprudential Tools and Monetary Policy 0 0 1 3 0 1 3 10
Systemic risk and the financial crisis: a primer 0 0 1 238 0 1 7 956
Target zones and conditional volatility: The role of realignments 0 0 0 17 0 0 2 106
Technical analysis and central bank intervention 0 0 0 83 0 1 3 328
Technical analysis and the profitability of U.S. foreign exchange intervention 2 2 6 874 2 4 20 3,765
Technical analysis in the foreign exchange market: a layman's guide 3 5 30 3,587 4 13 71 9,748
Technical trading rules in the European Monetary System 0 0 0 54 0 1 1 211
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 1 125 1 6 11 436
The Asset Holdings of the Bank of Japan 0 0 0 1 2 2 3 14
The Economic Effects of a Potential Armed Conflict Over Taiwan 0 0 1 1 1 3 4 4
The FDIC Studies “Options for Deposit Insurance Reform” 0 0 2 3 0 1 8 12
The Fed responds to Sept. 11 attacks 0 0 0 23 1 1 1 138
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 1 1 2 781
The People’s Bank of China Boosts the Yuan 0 0 0 2 0 1 1 19
The Rise and Fall of M2 0 0 3 3 0 0 5 12
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 1 1 7 1 2 2 24
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 1 1 3 16
The Stock Market's Wild Ride 0 0 0 13 0 1 2 50
The difference between currency manipulation and monetary policy 0 0 0 78 0 1 1 259
The effects of large-scale asset purchases on TIPS inflation expectations 1 1 3 83 1 1 4 191
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 1 1 3 47 3 8 19 182
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 2 6 89
The mysterious Greek yield curve 0 0 0 48 0 1 2 178
The practice of central bank intervention: looking under the hood 0 0 0 22 2 4 7 101
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 0 0 1 61
The sovereign wealth funds of nations 0 0 0 96 0 1 1 168
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 0 60 0 1 5 237
The transition to electronic communications networks in the secondary treasury market 0 0 2 84 0 1 7 381
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 0 8 11
Unconventional monetary policy had large international effects 1 6 17 478 8 18 54 1,148
Unwinding the current account deficit 0 0 0 30 0 0 0 126
Using implied volatility to measure uncertainty about interest rates 2 2 4 197 2 2 7 712
What are the odds? option-based forecasts of FOMC target changes 0 0 5 99 0 0 8 331
What is the slope of the yield curve telling us? 0 1 1 93 0 1 6 394
What to Expect from Quantitative Tightening 0 0 0 20 0 0 5 56
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 0 0 2 125
Why Are U.S. Bond Yields So High? 0 0 0 3 0 0 2 11
Why Have a Strategic Petroleum Reserve? 0 0 4 7 0 0 5 9
Why Price Controls Should Stay in the History Books 0 0 7 20 0 2 29 68
Why do gasoline prices react to things that have not happened? 0 0 0 33 0 0 0 182
Would it help to eliminate interest on reserves? 0 0 0 10 0 1 1 38
\\"How central should the central bank be?\\" a comment 1 1 1 8 1 1 1 43
Total Journal Articles 16 46 228 12,580 64 198 817 43,051


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 0 1 107
Total Chapters 0 0 0 26 0 0 1 107


Statistics updated 2025-08-05