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 1 1 3 4
A reconsideration of the properties of the generalized method moments in asset pricing models 0 0 0 42 1 3 6 334
An Analysis of the Literature on International Unconventional Monetary Policy 0 0 3 310 3 6 14 576
An analysis of recent studies of the effect of foreign exchange intervention 0 0 2 225 4 10 17 694
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 5 6 7 860
Can risk explain the profitability of technical trading in currency markets? 0 0 1 27 3 5 12 109
Capital flows and Japanese asset volatility 0 0 0 21 5 10 15 156
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 2 5 6 99
Central bank authorities’ beliefs about foreign exchange intervention 0 0 0 175 5 14 16 572
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 1 157 0 1 8 483
Central bank intervention with limited arbitrage 0 0 0 81 1 4 7 389
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 1 80 0 3 6 99
Common fluctuations in OECD budget balances 0 0 0 25 3 6 11 134
Econometric modeling of exchange rate volatility and jumps 0 1 1 280 4 6 12 823
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 1 2 4 207
Endogenous realignments and the sustainability of a target 0 0 0 35 3 6 11 446
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 1 2 6 12 18
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 3 4 7 59
Financial Market Volatility in the Spring of 2025 0 0 12 12 7 18 33 33
Financial market reactions to the Russian invasion of Ukraine 0 2 3 19 7 22 30 54
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 0 7 11 1,966
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 1 39 4 12 18 188
Foreign exchange volatility is priced in equities 0 0 0 169 2 2 5 703
How Persistent Are Unconventional Monetary Policy Effects? 0 0 1 116 2 4 10 231
How well do monetary fundamentals forecast exchange rates? 0 1 3 823 2 4 9 2,519
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 1 2 7 598
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 0 403 9 46 58 1,862
Inflation and the Real Value of Debt: A Double-edged Sword 0 1 4 17 7 11 23 39
Information shares in the U.S. treasury market 1 1 1 158 4 6 7 660
International channels of the Fed’s unconventional monetary policy 0 0 1 142 2 3 5 448
International channels of the Fed’s unconventional monetary policy 0 0 0 86 2 6 8 238
Intraday technical trading in the foreign exchange market 0 0 1 415 3 6 12 945
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 6 7 9 306
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 1 560 4 9 15 1,597
Is inflation an international phenomenon? 0 0 1 192 4 5 9 426
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 0 1 1,081 6 14 24 1,442
Jumps, cojumps and macro announcements 0 0 0 16 4 6 7 84
Jumps, cojumps and macro announcements 0 0 0 145 12 19 25 492
Lessons from the evolution of foreign exchange trading strategies 0 0 2 123 3 5 13 305
Measuring Inflation: Headline, Core and “Supercore” Services 0 1 2 9 0 4 8 21
Mind Your Language: Market Responses to Central Bank Speeches 0 0 3 49 14 23 41 92
Mind Your Language: Market Responses to Central Bank Speeches 0 0 1 29 2 5 11 90
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 24 3 4 10 51
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 1 5 9 54
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 5 9 9 42
More Irrational Exuberance? A Look at Stock Prices 0 0 2 4 3 4 7 10
More Stories of Unconventional Monetary Policy 1 1 2 40 2 3 7 71
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 2 3 5 8
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 1 2 195 2 8 15 534
Predictability in international asset returns: a reexamination 0 0 0 166 8 8 8 617
Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics 0 0 0 542 4 7 9 1,421
Real interest rate persistence: evidence and implications 0 0 2 153 2 4 10 416
Realignments of target zone exchange systems: what do we know? 0 0 0 73 4 4 9 389
Reviewing the Impact of Energy Sanctions on Russia 0 0 1 13 1 5 10 24
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 4 8 10 1,639
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 3 675
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 5 8 15 1,549
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 0 5 1 5 7 14
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 1 1 3 5
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 1 1 5 18
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 10 6 9 11 32
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 1 2 6 48
Target zones and conditional volatility: the role of realignments 0 0 0 109 2 5 5 356
Technical analysis and central bank intervention 0 0 1 344 2 8 11 1,031
Technical analysis in the foreign exchange market 0 2 8 377 9 16 35 906
Technical trading rules in the European Monetary System 0 0 1 278 3 5 10 971
Testing asset pricing models with Euler equations: it's worse than you think 0 0 0 102 1 4 7 522
Testing for Multi-Asset Systemic Tail Risk 0 0 1 37 7 12 20 47
The Costless Disinflation of 2022-24 0 1 2 8 3 6 9 25
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 14 17 17 633
The Innocent Greenbacks Abroad: U.S. Currency Held Internationally 0 0 2 10 1 2 12 28
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 5 9 11 375
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 3 426 2 6 19 1,250
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 2 5 7 649
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 1 122 1 6 20 917
The economic effects of a potential armed conflict over Taiwan 0 1 7 16 25 67 95 112
The large scale asset purchases had large international effects 0 0 2 267 13 23 39 1,016
The microstructure of the U.S. treasury market 0 3 5 230 3 8 12 544
The practice of central bank intervention: looking under the hood 0 0 0 300 4 7 13 794
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 2 3 7 71
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 0 0 54 5 6 9 136
The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits 0 0 0 145 1 6 11 588
Unconventional monetary policy and the behavior of shorts 0 0 0 40 5 7 8 70
What Causes “Jumps” in Stock Prices? 2 5 15 15 3 14 28 28
What Happens to Expected Stock Volatility around Election Day? 0 0 4 12 1 3 10 18
What Is the Probability of a Recession? The Message from Yield Spreads 0 1 1 12 0 1 5 24
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 3 4 8 180
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 2 4 5 49
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 4 4 8 1,011
Total Working Papers 4 22 109 13,213 332 700 1,181 41,369
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 4 5 9 177
A Shutoff of Russian Natural Gas 0 0 0 3 1 5 7 15
A foreign exchange intervention in an era of restraint 0 0 2 55 6 24 31 311
A survey of announcement effects on foreign exchange returns 0 0 1 101 5 8 16 353
A survey of announcement effects on foreign exchange volatility and jumps 0 0 1 85 4 8 14 267
An Analysis of the Literature on International Unconventional Monetary Policy 1 1 5 123 5 14 33 278
An E.U. withholding tax? 0 0 0 23 1 1 2 177
An analysis of recent studies of the effect of foreign exchange intervention 0 1 2 199 4 8 16 633
An introduction to capital controls 1 2 2 603 11 17 29 1,564
Are changes in foreign exchange reserves well correlated with official intervention? 1 1 1 219 4 4 4 748
Asian nations driving world oil prices 0 0 0 44 0 3 3 144
Bond market mania 0 0 0 18 0 2 3 96
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 1 14 5 6 8 64
Can Markov switching models predict excess foreign exchange returns? 0 0 1 171 1 5 8 451
Can risk explain the profitability of technical trading in currency markets? 0 1 1 8 7 9 10 40
Central Bank Responses to COVID-19 0 0 1 116 1 4 7 267
Central bank authorities' beliefs about foreign exchange intervention 0 1 1 171 3 6 10 485
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 7 8 9 307
Central bank intervention with limited arbitrage 0 0 0 24 2 3 4 190
China's strategic petroleum reserve: a drop in the bucket 0 0 1 73 2 2 3 229
Chinese Foreign Exchange Reserves and the U.S. Economy 0 0 0 15 2 2 4 47
Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy 0 0 1 10 6 11 15 59
Common Fluctuations in OECD Budget Balances 0 0 0 5 4 9 10 53
Comparing international bond yields 0 0 3 16 3 7 16 103
Deflation and real economic activity under the gold standard 0 0 0 60 1 1 3 431
Endogenous realignments in a target zone 0 0 0 0 2 3 3 161
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 7 5 7 12 47
Exchange rate intervention 0 0 0 76 1 5 8 195
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 2 3 3 51
Federal Reserve System International Facilities 0 0 0 2 3 7 7 28
Financial Engineering Versus Cancer 0 0 0 8 0 0 0 32
Financial Market Reactions to the Russian Invasion of Ukraine 0 1 2 10 4 8 14 48
Fiscal policy and expected inflation 0 0 0 34 1 2 2 95
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 1 141 2 5 12 606
Forecasting the Equity Risk Premium: The Role of Technical Indicators 1 5 22 141 9 23 59 487
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 0 1 2 131
Four stories of quantitative easing 1 1 7 245 14 23 50 961
Global factors in budget deficits 0 0 0 38 0 0 2 167
How Do Economists Think about the Environment and Climate Change? 0 1 2 8 0 3 5 14
How Much Do Oil Prices Affect Inflation? 0 1 1 23 6 15 18 114
How big is Japan's debt? 0 0 0 374 0 1 1 2,184
How expensive are stocks? 0 0 0 10 1 3 5 77
How persistent are unconventional monetary policy effects? 0 0 0 12 2 6 8 37
How well do monetary fundamentals forecast exchange rates? 0 0 1 710 1 5 10 1,956
Information shares in the US Treasury market 0 0 0 67 4 6 11 296
Interest Rate Risk, Bank Runs and Silicon Valley Bank 1 1 2 35 4 6 12 57
International Inflation Trends 0 0 1 6 0 3 7 18
International channels of the Fed's unconventional monetary policy 0 2 11 224 3 9 35 663
International comovements in inflation rates and country characteristics 0 0 1 147 3 3 14 451
International interest rate linkages 0 0 0 28 2 3 3 126
Intraday technical trading in the foreign exchange market 1 1 2 137 6 8 11 409
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 4 7 9 157
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 1 110 2 6 22 376
Jumps, cojumps and macro announcements 0 0 0 0 5 9 18 206
Lessons from the evolution of foreign exchange trading strategies 0 0 1 41 3 8 13 179
Lessons from the taper tantrum 0 1 4 88 3 10 19 266
Markets worry more about sovereign debt 0 0 0 46 2 2 2 121
Mind your language: Market responses to central bank speeches 0 2 6 6 4 14 36 36
Miscommunication shook up mortgage, bond markets 0 0 0 22 2 4 4 216
Modeling Professional Recession Forecasts 0 1 1 5 3 6 7 13
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 1 6 6 9 12 26
More Stories of Unconventional Monetary Policy 0 0 1 9 9 14 21 41
Negative U.S. Interest Rates? 0 0 0 5 4 6 6 22
Okun's law: output and unemployment 0 1 2 223 1 3 5 439
One dollar = one loonie 0 0 0 23 1 1 1 107
Options on economic data 0 0 0 5 1 1 1 53
Overshooting the Inflation Target 0 0 2 4 2 2 7 13
Political pressure on the bank of Japan: interference or accountability? 0 0 1 16 2 2 3 62
Predictability in International Asset Returns: A Reexamination 0 0 0 13 2 4 8 97
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 3 5 6 459
Real interest rate persistence: evidence and implications 0 1 1 92 5 9 11 293
Realignment of target zone exchange rate systems: what do we know? 0 0 0 33 1 2 2 225
Responses of International Central Banks to the COVID-19 Crisis 0 0 2 34 3 4 9 86
Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model 0 0 0 0 2 3 5 507
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 84 1 4 8 408
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 1 2 5 20
September 11, 2001 0 0 0 9 2 3 4 64
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 3 3 5 10
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 2 4 52
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements 0 0 0 3 3 3 4 39
Systemic Financial Risks, Macroprudential Tools and Monetary Policy 0 1 2 4 2 4 8 16
Systemic risk and the financial crisis: a primer 0 0 1 238 5 9 19 970
Target zones and conditional volatility: The role of realignments 0 0 0 17 3 3 6 110
Technical analysis and central bank intervention 0 0 0 83 6 11 15 340
Technical analysis and the profitability of U.S. foreign exchange intervention 0 0 3 874 4 8 19 3,774
Technical analysis in the foreign exchange market: a layman's guide 0 1 20 3,596 4 14 65 9,780
Technical trading rules in the European Monetary System 0 0 0 54 2 10 14 224
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 0 125 1 4 15 442
The Asset Holdings of the Bank of Japan 0 0 0 1 1 6 9 20
The Economic Effects of a Potential Armed Conflict Over Taiwan 0 0 1 1 7 15 24 24
The FDIC Studies “Options for Deposit Insurance Reform” 0 0 0 3 4 7 11 20
The Fed responds to Sept. 11 attacks 0 0 0 23 0 1 3 140
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 8 14 15 795
The People’s Bank of China Boosts the Yuan 0 0 0 2 7 9 11 29
The Rise and Fall of M2 0 1 3 5 3 5 14 24
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 1 7 3 4 8 30
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 2 6 9 23
The Stock Market's Wild Ride 0 1 1 14 0 2 5 53
The difference between currency manipulation and monetary policy 0 0 0 78 1 5 8 266
The effects of large-scale asset purchases on TIPS inflation expectations 0 2 4 85 0 3 6 194
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 0 1 3 49 11 18 34 205
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 1 1 3 90
The mysterious Greek yield curve 0 1 1 49 7 10 12 189
The practice of central bank intervention: looking under the hood 0 1 1 23 4 9 13 110
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 5 8 10 71
The sovereign wealth funds of nations 0 0 0 96 4 4 5 172
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 0 60 2 9 13 249
The transition to electronic communications networks in the secondary treasury market 0 0 1 84 3 8 16 393
U.S. historical experience with deflation 0 0 0 30 1 1 1 76
Unconventional Monetary Policy and the Behavior of Shorts 0 0 0 1 3 5 8 18
Unconventional monetary policy had large international effects 3 5 23 493 8 23 88 1,208
Unwinding the current account deficit 0 0 0 30 0 3 3 129
Using implied volatility to measure uncertainty about interest rates 0 0 2 197 4 5 11 719
What are the odds? option-based forecasts of FOMC target changes 2 2 4 102 7 10 12 342
What is the slope of the yield curve telling us? 0 0 1 93 0 0 2 394
What to Expect from Quantitative Tightening 0 0 0 20 1 3 5 59
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 2 4 6 129
Why Are U.S. Bond Yields So High? 0 0 0 3 2 3 5 15
Why Have a Strategic Petroleum Reserve? 0 0 2 8 0 2 5 13
Why Price Controls Should Stay in the History Books 0 0 3 23 2 7 20 85
Why do gasoline prices react to things that have not happened? 0 0 0 33 2 4 4 186
Would it help to eliminate interest on reserves? 0 0 0 10 3 3 5 42
\\"How central should the central bank be?\\" a comment 0 0 1 8 1 1 2 44
Total Journal Articles 12 42 179 12,674 380 759 1,414 44,086

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 6 11 12 118
Total Chapters 0 0 0 26 6 11 12 118

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Statistics updated 2026-02-12