Access Statistics for Christopher J. Neely

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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 3 7 8
A reconsideration of the properties of the generalized method moments in asset pricing models 0 0 0 42 1 5 11 339
An Analysis of the Literature on International Unconventional Monetary Policy 1 1 3 312 1 3 15 580
An analysis of recent studies of the effect of foreign exchange intervention 0 0 1 225 0 4 19 699
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 0 4 11 864
Can risk explain the profitability of technical trading in currency markets? 0 0 0 27 0 2 13 112
Capital flows and Japanese asset volatility 0 0 0 21 1 1 17 158
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 0 4 10 103
Central bank authorities’ beliefs about foreign exchange intervention 0 1 1 176 1 3 19 575
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 1 157 0 3 12 487
Central bank intervention with limited arbitrage 0 0 0 81 0 1 8 390
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 0 80 0 4 9 103
Common fluctuations in OECD budget balances 0 0 0 25 2 5 14 139
Determinants of Foreign Aid to Ukraine 7 7 7 7 3 3 3 3
Econometric modeling of exchange rate volatility and jumps 0 0 1 280 0 5 16 828
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 0 3 6 210
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 1 5 16 23
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 0 4 12 64
Financial Market Volatility in the Spring of 2025 0 0 12 12 1 8 42 42
Financial market reactions to the Russian invasion of Ukraine 0 0 2 19 1 10 38 66
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 1 3 15 1,971
Forecasting the Equity Risk Premium: The Role of Technical Indicators 1 1 1 40 3 5 24 196
Foreign exchange volatility is priced in equities 0 0 0 169 1 4 9 708
How Persistent Are Unconventional Monetary Policy Effects? 0 0 0 116 0 4 13 235
How well do monetary fundamentals forecast exchange rates? 0 0 2 823 1 5 13 2,524
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 1 1 9 600
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 0 403 2 14 75 1,879
Inflation and the Real Value of Debt: A Double-edged Sword 0 0 4 18 2 11 33 53
Information shares in the U.S. treasury market 0 0 1 158 0 1 10 663
International channels of the Fed’s unconventional monetary policy 0 0 0 142 0 2 9 453
International channels of the Fed’s unconventional monetary policy 0 0 0 86 1 6 12 244
Intraday technical trading in the foreign exchange market 0 0 1 415 0 3 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 0 3 19 1,601
Is inflation an international phenomenon? 0 0 0 192 0 2 10 429
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 0 1 1,081 0 1 25 1,448
Jumps, cojumps and macro announcements 0 0 0 145 0 3 31 498
Jumps, cojumps and macro announcements 0 0 0 16 1 2 10 87
Lessons from the evolution of foreign exchange trading strategies 0 0 1 123 3 7 17 312
Measuring Inflation: Headline, Core and “Supercore” Services 1 1 3 10 5 9 18 32
Mind Your Language: Market Responses to Central Bank Speeches 0 0 1 29 1 7 17 99
Mind Your Language: Market Responses to Central Bank Speeches 0 0 3 50 7 21 62 119
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 24 2 6 17 59
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 1 6 12 60
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 1 2 12 45
More Irrational Exuberance? A Look at Stock Prices 0 0 1 4 1 4 12 16
More Stories of Unconventional Monetary Policy 0 0 1 40 0 2 12 77
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 0 4 9 12
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 2 195 1 7 23 545
Predictability in international asset returns: a reexamination 0 0 0 166 1 6 15 624
Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics 0 0 0 542 0 2 12 1,424
Real interest rate persistence: evidence and implications 0 0 1 154 1 3 10 420
Realignments of target zone exchange systems: what do we know? 0 0 0 73 0 4 14 394
Reviewing the Impact of Energy Sanctions on Russia 0 0 0 13 0 2 11 29
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 0 1 11 1,640
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 1 4 6 679
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 0 1 16 1,550
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 0 5 0 6 13 21
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 0 2 5 8
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 0 5 8 23
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 10 0 3 15 36
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 0 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 0 2 12 1,033
Technical analysis in the foreign exchange market 0 2 8 379 3 15 52 928
Technical trading rules in the European Monetary System 0 0 1 278 0 0 11 972
Testing asset pricing models with Euler equations: it's worse than you think 0 0 0 102 2 2 14 529
Testing for Multi-Asset Systemic Tail Risk 0 1 1 38 5 18 38 69
The Costless Disinflation of 2022-24 0 0 1 8 1 4 12 30
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 0 10 31 647
The Innocent Greenbacks Abroad: U.S. Currency Held Internationally 0 0 2 10 0 4 16 33
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 4 16 381
The U.S. Dollar’s Role as a Reserve Currency 1 39 39 39 4 22 22 22
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 1 426 1 6 22 1,258
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 1 2 9 651
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 0 4 18 922
The economic effects of a potential armed conflict over Taiwan 0 0 3 16 4 22 116 141
The large scale asset purchases had large international effects 0 0 1 267 1 7 39 1,024
The microstructure of the U.S. treasury market 0 0 3 230 0 4 15 549
The practice of central bank intervention: looking under the hood 0 0 0 300 0 1 10 795
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 0 0 8 73
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 0 0 54 0 1 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 0 1 13 590
Unconventional monetary policy and the behavior of shorts 0 0 0 40 0 8 16 78
What Causes “Jumps” in Stock Prices? 1 1 19 19 3 5 37 37
What Happens to Expected Stock Volatility around Election Day? 0 0 0 12 0 0 4 18
What Is the Probability of a Recession? The Message from Yield Spreads 0 0 1 12 0 1 6 25
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 0 2 11 183
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 0 2 7 51
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 0 4 10 1,015
Total Working Papers 12 54 132 13,274 75 419 1,591 41,911
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 8 17 185
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 2 55 3 7 40 321
A survey of announcement effects on foreign exchange returns 0 1 1 102 4 6 20 359
A survey of announcement effects on foreign exchange volatility and jumps 1 1 2 86 2 5 18 274
An Analysis of the Literature on International Unconventional Monetary Policy 0 0 3 123 0 4 31 284
An E.U. withholding tax? 0 0 0 23 0 2 3 179
An analysis of recent studies of the effect of foreign exchange intervention 0 0 1 199 0 3 19 637
An introduction to capital controls 2 2 4 605 3 6 33 1,570
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 1 1 4 97
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 1 14 0 1 9 65
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 1 6 14 457
Can risk explain the profitability of technical trading in currency markets? 0 0 1 8 2 9 18 49
Central Bank Responses to COVID-19 0 0 0 116 0 0 8 269
Central bank authorities' beliefs about foreign exchange intervention 0 0 1 171 1 2 12 488
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 0 3 13 312
Central bank intervention with limited arbitrage 0 0 0 24 0 4 8 194
China's strategic petroleum reserve: a drop in the bucket 0 0 0 73 1 4 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 2 3 19 64
Common Fluctuations in OECD Budget Balances 0 0 0 5 1 5 15 58
Comparing international bond yields 0 0 1 16 0 1 14 105
Deflation and real economic activity under the gold standard 0 0 0 60 0 5 8 438
Endogenous realignments in a target zone 0 0 0 0 1 4 7 165
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 1 1 8 196
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 1 5 53
Federal Reserve System International Facilities 0 0 0 2 0 1 8 29
Financial Engineering Versus Cancer 0 0 0 8 0 4 4 36
Financial Market Reactions to the Russian Invasion of Ukraine 0 0 2 11 3 31 46 82
Fiscal policy and expected inflation 0 0 0 34 1 4 9 102
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 1 141 0 3 14 609
Forecasting the Equity Risk Premium: The Role of Technical Indicators 1 4 20 145 5 21 72 515
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 2 3 4 134
Four stories of quantitative easing 0 0 6 246 5 15 57 980
Global factors in budget deficits 0 0 0 38 0 3 3 170
How Do Economists Think about the Environment and Climate Change? 0 0 2 8 0 3 7 17
How Much Do Oil Prices Affect Inflation? 0 0 1 23 0 7 24 122
How big is Japan's debt? 0 0 0 374 0 1 5 2,188
How expensive are stocks? 0 0 0 10 1 2 7 80
How persistent are unconventional monetary policy effects? 0 0 0 12 0 4 12 42
How well do monetary fundamentals forecast exchange rates? 0 0 0 710 1 2 10 1,959
Information shares in the US Treasury market 0 0 0 67 1 4 12 300
Interest Rate Risk, Bank Runs and Silicon Valley Bank 0 0 2 35 3 4 13 61
International Inflation Trends 0 0 1 6 0 1 12 24
International channels of the Fed's unconventional monetary policy 0 1 9 226 3 7 36 672
International comovements in inflation rates and country characteristics 0 1 2 148 2 6 15 458
International interest rate linkages 0 0 0 28 0 1 7 130
Intraday technical trading in the foreign exchange market 0 1 3 138 6 22 33 432
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 0 2 11 159
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 0 110 1 11 25 387
Jumps, cojumps and macro announcements 0 0 0 0 1 4 22 212
Lessons from the evolution of foreign exchange trading strategies 0 0 2 42 3 17 32 199
Lessons from the taper tantrum 0 0 4 89 0 11 28 279
Markets worry more about sovereign debt 0 0 0 46 1 4 6 125
Mind your language: Market responses to central bank speeches 1 2 7 8 5 15 50 53
Miscommunication shook up mortgage, bond markets 0 0 0 22 1 6 10 222
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 1 4 15 32
More Stories of Unconventional Monetary Policy 0 1 1 10 0 3 25 49
Negative U.S. Interest Rates? 0 0 0 5 0 2 9 25
Okun's law: output and unemployment 0 0 2 223 0 3 7 442
One dollar = one loonie 0 0 0 23 0 4 6 112
Options on economic data 0 0 0 5 0 0 2 54
Overshooting the Inflation Target 0 0 2 4 0 1 11 18
Paul Blustein: King Dollar: The Past and Future of the World’s Dominant Currency 0 0 0 0 0 1 1 1
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 1 6 15 104
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 0 0 7 460
Real interest rate persistence: evidence and implications 0 0 1 92 0 3 14 298
Realignment of target zone exchange rate systems: what do we know? 0 0 0 33 0 2 4 227
Responses of International Central Banks to the COVID-19 Crisis 0 0 0 34 0 2 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 4 8 511
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 84 1 5 14 416
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 2 5 22
September 11, 2001 0 0 0 9 0 0 3 64
Stock prices and consumption 0 0 1 24 0 2 4 80
Successful vs. Failed Disinflations: An Event Study 0 1 1 1 0 7 7 7
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 2 0 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 0 2 7 42
Systemic Financial Risks, Macroprudential Tools and Monetary Policy 1 1 2 5 1 2 10 19
Systemic risk and the financial crisis: a primer 1 1 1 239 3 11 30 985
Target zones and conditional volatility: The role of realignments 0 0 0 17 1 1 5 111
Technical analysis and central bank intervention 0 0 0 83 0 2 17 344
Technical analysis and the profitability of U.S. foreign exchange intervention 1 1 3 875 2 9 21 3,783
Technical analysis in the foreign exchange market: a layman's guide 1 3 17 3,599 3 15 60 9,800
Technical trading rules in the European Monetary System 0 0 0 54 0 2 18 228
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 0 125 4 10 18 452
The Asset Holdings of the Bank of Japan 0 0 0 1 0 0 10 22
The Economic Effects of a Potential Armed Conflict Over Taiwan 0 0 0 1 7 39 69 71
The FDIC Studies “Options for Deposit Insurance Reform” 0 0 0 3 0 1 9 21
The Fed responds to Sept. 11 attacks 0 0 0 23 0 2 6 143
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 1 33 48 828
The People’s Bank of China Boosts the Yuan 0 0 0 2 0 2 12 31
The Rise and Fall of M2 1 3 5 8 1 7 21 33
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 0 7 1 3 10 33
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 1 1 11 26
The Stock Market's Wild Ride 0 0 1 14 0 2 5 55
The difference between currency manipulation and monetary policy 0 0 0 78 1 3 11 270
The effects of large-scale asset purchases on TIPS inflation expectations 0 0 3 85 0 1 9 199
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 0 0 4 50 8 21 62 238
The giant sucking sound: did NAFTA devour the Mexican peso? 0 0 0 39 1 3 5 309
The great foreign exchange intervention of 2011 1 1 1 27 1 2 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 1 7 18 117
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 1 3 13 74
The sovereign wealth funds of nations 0 0 0 96 0 2 6 174
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 0 60 1 2 16 252
The transition to electronic communications networks in the secondary treasury market 0 0 0 84 1 5 19 399
U.S. historical experience with deflation 0 0 0 30 0 1 5 80
Unconventional Monetary Policy and the Behavior of Shorts 0 0 0 1 0 8 15 26
Unconventional monetary policy had large international effects 1 2 19 496 3 19 96 1,232
Unwinding the current account deficit 0 0 0 30 0 1 4 130
Using implied volatility to measure uncertainty about interest rates 0 1 3 198 0 4 18 728
What are the odds? option-based forecasts of FOMC target changes 1 3 7 106 3 7 22 353
What is the slope of the yield curve telling us? 0 0 0 93 1 4 4 398
What to Expect from Quantitative Tightening 0 0 0 20 1 1 5 61
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 0 0 6 131
Why Are U.S. Bond Yields So High? 0 0 0 3 0 1 6 17
Why Have a Strategic Petroleum Reserve? 0 0 1 8 0 3 8 17
Why Price Controls Should Stay in the History Books 0 1 4 24 1 5 22 90
Why do gasoline prices react to things that have not happened? 0 0 0 33 0 5 9 191
Would it help to eliminate interest on reserves? 0 0 0 10 0 0 4 42
\\"How central should the central bank be?\\" a comment 0 0 1 8 0 1 5 47
Total Journal Articles 13 32 165 12,714 120 619 1,946 44,868


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 17 124
Total Chapters 0 0 0 26 1 5 17 124


Statistics updated 2026-06-04