Access Statistics for Christopher 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 reconsideration of the properties of the generalized method moments in asset pricing models 0 0 0 42 0 0 1 328
An Analysis of the Literature on International Unconventional Monetary Policy 2 14 52 235 8 29 146 386
An analysis of recent studies of the effect of foreign exchange intervention 0 0 0 223 0 1 14 666
Can Markov switching models predict excess foreign exchange returns? 0 0 0 419 0 2 7 845
Can risk explain the profitability of technical trading in currency markets? 0 0 0 25 0 0 4 90
Capital flows and Japanese asset volatility 0 0 0 21 0 0 2 139
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 0 1 3 90
Central bank authorities’ beliefs about foreign exchange intervention 0 0 1 175 1 5 9 550
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 156 0 0 4 472
Central bank intervention with limited arbitrage 0 0 0 81 0 0 4 380
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 0 78 1 1 5 91
Common fluctuations in OECD budget balances 0 0 1 25 0 0 6 121
Econometric modeling of exchange rate volatility and jumps 0 0 0 277 6 9 27 765
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 0 2 2 198
Endogenous realignments and the sustainability of a target 0 0 0 35 0 0 0 432
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 0 0 3 44
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 1 1 1 1 2 6 6
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 0 0 1 1,948
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 0 29 0 0 5 124
Foreign exchange volatility is priced in equities 0 0 0 169 0 0 2 697
How Persistent Are Unconventional Monetary Policy Effects? 0 2 5 112 1 9 23 211
How well do monetary fundamentals forecast exchange rates? 0 0 0 812 1 4 19 2,487
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 0 1 5 588
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 1 399 0 1 15 1,765
Information shares in the U.S. treasury market 0 0 1 154 0 0 3 648
International channels of the Fed’s unconventional monetary policy 0 1 5 135 2 5 24 423
International channels of the Fed’s unconventional monetary policy 1 2 6 78 2 10 25 207
Intraday technical trading in the foreign exchange market 0 0 1 411 1 4 12 921
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 99 0 0 3 293
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 1 4 557 0 3 12 1,569
Is inflation an international phenomenon? 0 2 4 181 3 7 19 377
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 1 4 1,077 3 4 23 1,411
Jumps, cojumps and macro announcements 0 0 0 145 1 1 5 459
Jumps, cojumps and macro announcements 0 0 0 13 0 0 6 71
Lessons from the evolution of foreign exchange trading strategies 0 1 2 119 0 4 12 280
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 2 21 0 1 10 34
Monetary Policy and Economic Performance since the Financial Crisis 0 0 2 11 0 0 11 26
Monetary Policy and Economic Performance since the Financial Crisis 0 0 3 14 0 1 17 38
More Stories of Unconventional Monetary Policy 0 1 8 35 0 1 22 55
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 7 0 0 1 29
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 4 190 2 5 20 505
Predictability in international asset returns: a reexamination 0 0 0 166 0 1 4 605
Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics 0 0 0 542 0 0 6 1,411
Real interest rate persistence: evidence and implications 0 1 6 143 1 6 19 384
Realignments of target zone exchange systems: what do we know? 0 0 0 72 0 0 2 378
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 1 2 5 1,628
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 1 2 663
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 1 579 0 0 4 1,531
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 7 8 1 2 10 11
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 23 0 0 1 38
Target zones and conditional volatility: the role of realignments 0 0 0 109 0 1 4 350
Technical analysis and central bank intervention 0 0 1 343 1 1 8 1,014
Technical analysis in the foreign exchange market 2 3 5 361 3 4 19 803
Technical trading rules in the European Monetary System 0 0 0 277 0 0 3 957
Testing asset pricing models with Euler equations: it's worse than you think 0 0 0 101 0 0 1 512
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 0 1 4 613
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 0 0 3 359
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 0 418 1 4 7 1,211
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 0 0 6 635
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 121 0 1 2 892
The large scale asset purchases had large international effects 2 9 11 246 5 19 58 852
The microstructure of the U.S. treasury market 0 0 0 221 1 2 6 520
The practice of central bank intervention: looking under the hood 1 2 3 297 1 3 11 764
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 67 0 0 3 57
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 1 2 52 2 3 9 121
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits 0 0 1 145 0 0 4 572
Unconventional monetary policy and the behavior of shorts 0 0 0 39 0 0 5 59
Which continuous-time model is most appropriate for exchange rates? 0 0 1 73 2 3 15 160
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 1 3 12 31
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 1 1 6 1,000
Total Working Papers 8 42 145 12,691 54 171 777 38,900


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 1 1 3 162
A foreign exchange intervention in an era of restraint 2 3 6 45 5 9 28 246
A survey of announcement effects on foreign exchange returns 0 1 4 92 0 1 7 317
A survey of announcement effects on foreign exchange volatility and jumps 0 3 4 82 0 4 8 242
An E.U. withholding tax? 0 0 0 23 0 0 1 173
An analysis of recent studies of the effect of foreign exchange intervention 0 0 1 196 0 1 14 610
An introduction to capital controls 0 0 2 596 0 1 7 1,515
Are changes in foreign exchange reserves well correlated with official intervention? 0 0 0 217 0 0 5 741
Asian nations driving world oil prices 0 0 0 42 0 0 1 139
Bond market mania 0 0 0 18 0 0 1 93
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 0 12 0 0 1 54
Can Markov switching models predict excess foreign exchange returns? 0 0 0 164 0 2 6 428
Can risk explain the profitability of technical trading in currency markets? 1 2 4 4 3 5 14 14
Central Bank Responses to COVID-19 1 3 20 110 2 9 51 229
Central bank authorities' beliefs about foreign exchange intervention 0 1 3 158 1 3 15 447
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 1 74 0 1 5 295
Central bank intervention with limited arbitrage 0 0 0 24 0 0 5 182
China's strategic petroleum reserve: a drop in the bucket 0 0 1 71 0 0 3 225
Chinese Foreign Exchange Reserves and the U.S. Economy 0 0 0 13 1 1 1 41
Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy 0 0 0 6 0 2 5 34
Common Fluctuations in OECD Budget Balances 0 0 0 5 1 1 2 42
Comparing international bond yields 0 0 0 12 2 3 4 80
Deflation and real economic activity under the gold standard 0 0 0 60 0 0 2 428
Endogenous realignments in a target zone 0 0 0 0 0 0 1 158
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 1 4 0 2 4 26
Exchange rate intervention 0 0 1 75 0 0 7 186
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 2 3 9 43
Federal Reserve System International Facilities 0 0 0 1 1 1 4 18
Financial Engineering Versus Cancer 0 0 0 7 0 0 4 31
Fiscal policy and expected inflation 0 0 0 31 1 1 4 88
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 0 139 3 4 10 582
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 2 9 41 4 12 49 196
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 3 7 23 111
Four stories of quantitative easing 1 3 12 214 5 14 68 795
Global factors in budget deficits 0 0 1 36 1 1 7 161
How Much Do Oil Prices Affect Inflation? 0 0 1 20 0 0 6 88
How big is Japan's debt? 0 0 0 374 1 2 6 2,181
How expensive are stocks? 0 0 0 9 0 1 2 70
How well do monetary fundamentals forecast exchange rates? 0 1 2 702 2 4 12 1,928
Information shares in the US Treasury market 0 0 2 58 0 3 16 258
International Inflation Trends 1 1 4 4 1 1 8 8
International channels of the Fed's unconventional monetary policy 3 4 19 158 4 14 73 467
International comovements in inflation rates and country characteristics 8 13 18 115 8 15 43 346
International interest rate linkages 0 0 1 26 0 1 8 117
Intraday technical trading in the foreign exchange market 0 0 0 133 0 0 4 381
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 39 0 0 3 140
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 5 94 1 4 16 306
Jumps, cojumps and macro announcements 0 0 0 0 1 1 7 173
Lessons from the evolution of foreign exchange trading strategies 0 0 3 31 0 2 10 128
Lessons from the taper tantrum 1 1 13 65 1 3 48 198
Markets worry more about sovereign debt 0 0 0 46 0 1 2 118
Miscommunication shook up mortgage, bond markets 0 0 0 21 0 0 1 208
Monetary Policy and Economic Performance Since the Financial Crisis 1 2 2 2 1 4 4 4
More Stories of Unconventional Monetary Policy 1 1 3 3 1 2 10 10
Negative U.S. Interest Rates? 0 0 1 5 0 0 2 14
Okun's law: output and unemployment 1 1 8 214 2 4 24 397
One dollar = one loonie 0 0 0 23 0 0 3 106
Options on economic data 0 0 0 5 0 0 0 52
Overshooting the Inflation Target 0 0 0 0 0 0 0 0
Political pressure on the bank of Japan: interference or accountability? 0 0 0 15 0 1 3 59
Predictability in International Asset Returns: A Reexamination 0 0 1 13 0 1 2 86
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 0 0 2 451
Real interest rate persistence: evidence and implications 0 0 3 88 2 4 13 272
Realignment of target zone exchange rate systems: what do we know? 0 0 0 33 1 1 2 223
Responses of International Central Banks to the COVID-19 Crisis 1 2 13 16 2 5 31 38
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 0 2 7 498
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 78 5 8 18 372
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 2 4 8 14
September 11, 2001 0 0 0 9 0 0 2 59
Stock prices and consumption 0 0 1 20 0 0 3 71
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 0 0 0 2 2
Supporting Small Borrowers: ABS Markets and the TALF 0 0 1 5 1 1 10 45
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements 0 0 0 2 0 0 3 32
Systemic risk and the financial crisis: a primer 0 1 6 231 2 8 115 921
Target zones and conditional volatility: The role of realignments 0 0 0 17 0 0 2 103
Technical analysis and central bank intervention 0 0 2 79 0 0 9 300
Technical analysis and the profitability of U.S. foreign exchange intervention 0 2 11 855 14 26 94 3,650
Technical analysis in the foreign exchange market: a layman's guide 8 22 50 3,379 41 101 197 9,076
Technical trading rules in the European Monetary System 0 0 1 53 2 4 8 205
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 1 119 2 4 10 402
The Asset Holdings of the Bank of Japan 0 0 0 1 0 0 3 9
The Fed responds to Sept. 11 attacks 0 0 0 23 0 1 3 134
The Federal Reserve responds to crises: September 11th was not the first 0 0 1 145 2 2 8 767
The People’s Bank of China Boosts the Yuan 0 0 0 2 0 0 0 16
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 2 4 0 2 9 15
The Stock Market's Wild Ride 0 0 3 13 2 3 8 40
The difference between currency manipulation and monetary policy 0 8 14 72 5 22 45 227
The effects of large-scale asset purchases on TIPS inflation expectations 0 1 4 74 1 4 12 175
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 0 0 6 34 0 2 17 146
The giant sucking sound: did NAFTA devour the Mexican peso? 0 0 0 36 1 4 6 300
The great foreign exchange intervention of 2011 0 0 0 25 0 1 5 80
The mysterious Greek yield curve 0 0 1 45 0 0 6 169
The practice of central bank intervention: looking under the hood 0 0 0 20 0 1 4 82
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 1 6 0 1 11 46
The sovereign wealth funds of nations 0 0 0 96 0 0 1 167
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 1 59 0 1 7 225
The transition to electronic communications networks in the secondary treasury market 0 0 2 81 1 3 8 366
U.S. historical experience with deflation 0 0 0 30 0 0 0 72
Unconventional monetary policy had large international effects 3 13 50 377 6 27 136 883
Unwinding the current account deficit 0 0 0 30 0 0 1 125
Using implied volatility to measure uncertainty about interest rates 0 0 1 192 0 0 5 700
What are the odds? option-based forecasts of FOMC target changes 0 0 1 80 0 1 6 295
What is the slope of the yield curve telling us? 0 0 0 91 0 0 3 386
What to Expect from Quantitative Tightening 0 1 3 5 1 5 13 17
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 1 4 31 114
Why Are U.S. Bond Yields So High? 0 0 0 3 0 0 0 9
Why do gasoline prices react to things that have not happened? 0 0 1 32 0 2 12 177
Would it help to eliminate interest on reserves? 0 0 0 10 0 0 5 37
\\"How central should the central bank be?\\" a comment 0 0 0 6 0 0 2 39
Total Journal Articles 33 92 333 11,483 153 407 1,595 39,527


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 1 25 1 2 12 92
Total Chapters 0 0 1 25 1 2 12 92


Statistics updated 2022-01-05