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 5 8
A reconsideration of the properties of the generalized method moments in asset pricing models 0 0 0 42 0 0 10 339
An Analysis of the Literature on International Unconventional Monetary Policy 0 1 3 313 0 1 12 581
An Analysis of the Literature on Monetary Policy Shocks 0 0 0 0 0 0 0 0
An analysis of recent studies of the effect of foreign exchange intervention 0 0 0 225 0 2 18 701
Can Markov switching models predict excess foreign exchange returns? 0 0 0 420 1 1 13 866
Can risk explain the profitability of technical trading in currency markets? 0 0 0 27 1 2 12 114
Capital flows and Japanese asset volatility 0 0 0 21 0 0 15 159
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 1 3 13 106
Central bank authorities’ beliefs about foreign exchange intervention 0 0 1 176 1 2 20 578
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 157 0 0 10 488
Central bank intervention with limited arbitrage 0 0 0 81 0 2 8 393
Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy 0 0 0 80 0 0 8 103
Common fluctuations in OECD budget balances 0 0 0 25 0 3 15 142
Determinants of Foreign Aid to Ukraine 0 0 7 7 0 0 3 3
Econometric modeling of exchange rate volatility and jumps 0 0 1 280 0 0 16 829
Endogenous Realignments and the Sustainability of a Target Zone 0 0 0 16 1 1 6 211
Endogenous realignments and the sustainability of a target 0 0 0 35 1 2 11 448
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 24 0 0 11 64
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 1 1 1 15 24
Financial Market Volatility in the Spring of 2025 1 2 2 14 1 2 31 45
Financial market reactions to the Russian invasion of Ukraine 0 0 2 19 0 1 37 68
Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? 0 0 0 721 2 3 16 1,974
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 1 40 4 8 28 204
Foreign exchange volatility is priced in equities 0 0 0 169 1 2 11 711
How Persistent Are Unconventional Monetary Policy Effects? 0 0 0 116 0 0 9 235
How well do monetary fundamentals forecast exchange rates? 0 0 2 823 0 1 14 2,525
Identifying the effects of U.S. intervention on the levels of exchange rates 0 0 0 216 0 0 9 600
Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? 0 0 0 403 1 3 74 1,885
Inflation and the Real Value of Debt: A Double-edged Sword 0 0 2 18 1 1 28 54
Information shares in the U.S. treasury market 0 0 1 158 2 4 15 668
International channels of the Fed’s unconventional monetary policy 0 1 1 87 0 1 13 245
International channels of the Fed’s unconventional monetary policy 0 0 0 142 1 2 10 455
Intraday technical trading in the foreign exchange market 0 0 1 415 3 17 38 973
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 0 0 8 307
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 1 560 3 6 27 1,612
Is inflation an international phenomenon? 0 0 0 192 0 0 9 429
Is technical analysis in the foreign exchange market profitable? a genetic programming approach 0 0 1 1,081 2 4 26 1,452
Jumps, cojumps and macro announcements 0 0 0 16 0 0 9 87
Jumps, cojumps and macro announcements 0 0 0 145 0 1 30 500
Lessons from the evolution of foreign exchange trading strategies 0 0 1 123 2 6 24 321
Measuring Inflation: Headline, Core and “Supercore” Services 1 1 4 11 2 4 23 39
Mind Your Language: Market Responses to Central Bank Speeches 0 0 1 29 1 2 21 104
Mind Your Language: Market Responses to Central Bank Speeches 0 1 2 51 2 8 69 134
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 24 1 5 19 64
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 14 1 3 15 63
Monetary Policy and Economic Performance since the Financial Crisis 0 0 0 13 0 2 14 47
More Irrational Exuberance? A Look at Stock Prices 0 0 0 4 0 0 11 16
More Stories of Unconventional Monetary Policy 0 0 1 40 0 1 13 79
Optimal discrete hedging in the Heston Stochastic Volatility Model 0 0 0 0 1 1 9 13
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 1 1 2 196 4 10 31 557
Predictability in international asset returns: a reexamination 0 0 0 166 0 2 17 626
Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics 0 0 0 542 0 1 12 1,426
Real interest rate persistence: evidence and implications 0 0 1 154 0 1 10 421
Realignments of target zone exchange systems: what do we know? 0 0 0 73 0 1 13 395
Reviewing the Impact of Energy Sanctions on Russia 0 0 0 13 0 0 10 29
Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM 0 0 0 0 1 2 12 1,642
Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM 0 0 0 238 0 0 5 679
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 579 2 4 15 1,554
Russia’s Invasion of Ukraine and Its Impact on Stock Prices 0 0 0 5 0 0 13 21
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 2 0 2 10 27
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps 0 0 0 0 1 2 6 10
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 10 0 0 15 36
Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements 0 0 0 24 0 0 6 50
Target zones and conditional volatility: the role of realignments 0 0 0 109 0 0 7 358
Technical analysis and central bank intervention 0 0 0 344 0 0 12 1,034
Technical analysis in the foreign exchange market 1 2 7 381 8 29 79 963
Technical trading rules in the European Monetary System 0 0 1 278 1 2 13 976
Testing asset pricing models with Euler equations: it's worse than you think 0 0 0 102 0 0 13 530
Testing for Multi-Asset Systemic Tail Risk 0 0 1 38 2 4 39 73
The Costless Disinflation of 2022-24 0 0 1 8 0 1 13 31
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 180 0 1 33 649
The Innocent Greenbacks Abroad: U.S. Currency Held Internationally 0 2 2 12 2 44 51 77
The Transition to Electronic Trading in the Secondary Treasury Market 0 0 0 0 1 3 19 384
The U.S. Dollar’s Role as a Reserve Currency 0 2 41 41 1 4 26 26
The adaptive markets hypothesis: evidence from the foreign exchange market 0 0 0 426 12 29 49 1,292
The case for foreign exchange intervention: the government as an active reserve manager 0 0 0 181 0 0 10 652
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 1 2 15 925
The economic effects of a potential armed conflict over Taiwan 0 0 1 16 0 4 115 153
The large scale asset purchases had large international effects 0 0 0 267 1 2 36 1,028
The microstructure of the U.S. treasury market 1 1 4 231 2 3 17 552
The practice of central bank intervention: looking under the hood 0 0 0 300 1 1 10 797
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 69 0 1 8 75
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited 0 0 0 54 0 2 12 140
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 11 592
Unconventional monetary policy and the behavior of shorts 0 0 0 40 0 0 18 80
What Causes “Jumps” in Stock Prices? 0 0 20 20 0 0 38 38
What Happens to Expected Stock Volatility around Election Day? 0 0 0 12 0 5 9 23
What Is the Probability of a Recession? The Message from Yield Spreads 0 0 1 12 0 2 5 27
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 0 0 9 183
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 0 0 7 51
Why Does Per Capita Income Differ So Greatly across the World? 0 0 0 0 0 0 0 0
Year-end seasonality in one-month LIBOR derivatives 0 0 0 151 0 0 9 1,015
Total Working Papers 5 14 117 13,289 78 273 1,739 42,263
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
"How central should the central bank be?" a comment 0 0 0 8 0 1 5 48
A BENEFIT‐COST ANALYSIS OF DISINFLATION 0 0 0 25 0 2 15 187
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 1 55 0 8 45 330
A survey of announcement effects on foreign exchange returns 0 0 1 102 0 0 20 360
A survey of announcement effects on foreign exchange volatility and jumps 0 0 1 86 4 8 25 283
An Analysis of the Literature on International Unconventional Monetary Policy 0 1 3 124 3 5 28 290
An E.U. withholding tax? 0 0 0 23 0 0 3 179
An analysis of recent studies of the effect of foreign exchange intervention 0 0 2 200 1 3 19 642
An introduction to capital controls 0 0 4 605 0 1 28 1,571
Are changes in foreign exchange reserves well correlated with official intervention? 0 0 1 219 0 0 5 749
Asian nations driving world oil prices 0 0 0 44 0 1 4 145
Bond market mania 0 0 0 18 0 0 3 97
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY 0 0 0 14 0 0 7 65
Can Markov switching models predict excess foreign exchange returns? 1 1 1 172 3 6 18 464
Can risk explain the profitability of technical trading in currency markets? 0 0 1 8 0 0 21 52
Central Bank Responses to COVID-19 0 0 0 116 0 0 7 269
Central bank authorities' beliefs about foreign exchange intervention 0 0 1 171 0 3 13 491
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 1 2 15 314
Central bank intervention with limited arbitrage 0 0 0 24 0 0 8 194
China's strategic petroleum reserve: a drop in the bucket 0 0 0 73 0 0 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 1 1 19 65
Common Fluctuations in OECD Budget Balances 0 0 0 5 0 0 14 58
Comparing international bond yields 0 0 0 16 1 2 13 107
Deflation and real economic activity under the gold standard 0 0 0 60 0 0 8 438
Endogenous realignments in a target zone 0 0 0 0 0 1 8 166
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book 0 0 0 7 0 2 10 49
Exchange rate intervention 0 0 0 76 1 1 8 197
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities 0 0 0 4 0 0 5 53
Federal Reserve System International Facilities 0 0 0 2 0 0 8 29
Financial Engineering Versus Cancer 0 0 0 8 0 0 6 38
Financial Market Reactions to the Russian Invasion of Ukraine 0 1 3 12 0 3 53 91
Fiscal policy and expected inflation 0 0 0 34 0 0 9 102
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? 0 0 0 141 0 2 11 611
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 15 146 15 38 100 558
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 0 1 7 137
Four stories of quantitative easing 0 1 3 247 1 2 49 984
Global factors in budget deficits 0 0 0 38 0 0 3 170
How Do Economists Think about the Environment and Climate Change? 0 0 1 8 0 0 6 17
How Much Do Oil Prices Affect Inflation? 0 0 1 23 0 2 27 125
How big is Japan's debt? 0 0 0 374 0 0 5 2,188
How expensive are stocks? 0 0 0 10 0 0 6 80
How persistent are unconventional monetary policy effects? 0 0 0 12 0 0 12 42
How well do monetary fundamentals forecast exchange rates? 0 0 0 710 0 2 10 1,961
Information shares in the US Treasury market 0 0 0 67 1 1 11 301
Interest Rate Risk, Bank Runs and Silicon Valley Bank 0 0 1 35 0 1 12 62
International Inflation Trends 0 0 0 6 0 0 10 24
International channels of the Fed's unconventional monetary policy 0 1 5 227 2 6 26 679
International comovements in inflation rates and country characteristics 0 0 1 148 2 2 13 460
International interest rate linkages 0 0 0 28 0 0 7 130
Intraday technical trading in the foreign exchange market 0 1 4 139 11 32 66 466
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 0 0 10 159
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 0 0 0 110 0 7 29 396
Jumps, cojumps and macro announcements 0 0 0 0 0 1 18 214
Lessons from the evolution of foreign exchange trading strategies 0 0 2 42 4 7 39 207
Lessons from the taper tantrum 0 0 2 89 1 2 28 282
Markets worry more about sovereign debt 0 0 0 46 0 0 6 125
Mind your language: Market responses to central bank speeches 0 1 7 10 2 6 46 64
Miscommunication shook up mortgage, bond markets 0 0 0 22 0 0 10 222
Modeling Professional Recession Forecasts 0 0 1 5 0 0 6 13
Monetary Policy and Economic Performance Since the Financial Crisis 0 0 0 6 1 1 17 34
More Stories of Unconventional Monetary Policy 0 0 1 10 0 3 26 52
Negative U.S. Interest Rates? 0 0 0 5 0 0 9 25
Okun's law: output and unemployment 0 0 1 223 0 2 9 445
One dollar = one loonie 0 0 0 23 0 0 6 112
Options on economic data 0 0 0 5 0 0 2 54
Overshooting the Inflation Target 0 0 0 4 0 2 10 21
Paul Blustein: King Dollar: The Past and Future of the World’s Dominant Currency 0 0 0 0 0 2 3 3
Political pressure on the bank of Japan: interference or accountability? 0 0 0 16 0 0 3 63
Predictability in International Asset Returns: A Reexamination 0 0 0 13 0 3 16 108
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics 0 0 0 113 0 2 9 463
Real interest rate persistence: evidence and implications 0 1 2 93 0 1 16 300
Realignment of target zone exchange rate systems: what do we know? 0 0 0 33 1 3 7 230
Responses of International Central Banks to the COVID-19 Crisis 0 0 0 34 1 1 7 89
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 8 511
Risk-adjusted, ex ante, optimal technical trading rules in equity markets 0 0 0 84 1 1 13 417
Secondary Market Corporate Credit Facility Supports Main Street 0 0 0 3 0 0 4 22
September 11, 2001 0 0 0 9 0 0 3 64
Stock prices and consumption 0 0 0 24 0 0 3 80
Successful vs. Failed Disinflations: An Event Study 0 0 1 1 1 2 9 9
Supply and demand shifts of shorts before Fed announcements during QE1–QE3 0 0 0 2 0 0 8 13
Supporting Small Borrowers: ABS Markets and the TALF 0 0 0 5 0 0 4 53
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements 0 0 0 3 0 1 8 44
Systemic Financial Risks, Macroprudential Tools and Monetary Policy 0 0 2 5 0 0 8 19
Systemic risk and the financial crisis: a primer 0 0 1 239 1 2 31 989
Target zones and conditional volatility: The role of realignments 0 0 0 17 0 0 5 112
Technical analysis and central bank intervention 0 0 0 83 1 1 17 345
Technical analysis and the profitability of U.S. foreign exchange intervention 0 0 1 875 1 1 18 3,784
Technical analysis in the foreign exchange market: a layman's guide 1 4 12 3,603 5 9 51 9,809
Technical trading rules in the European Monetary System 0 0 0 54 1 1 16 230
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market 0 0 0 125 2 11 28 466
The Asset Holdings of the Bank of Japan 0 0 0 1 0 1 12 26
The Economic Effects of a Potential Armed Conflict Over Taiwan 0 2 2 3 1 9 79 85
The FDIC Studies “Options for Deposit Insurance Reform” 0 0 0 3 0 0 9 22
The Fed responds to Sept. 11 attacks 0 0 0 23 0 0 4 143
The Federal Reserve responds to crises: September 11th was not the first 0 0 0 147 0 0 48 829
The People’s Bank of China Boosts the Yuan 0 0 0 2 0 0 12 31
The Rise and Fall of M2 0 0 5 8 2 3 20 36
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited 0 0 0 7 1 3 10 36
The Russian Invasion, Oil and Gasoline Prices, and Recession 0 0 0 8 0 0 12 28
The Stock Market's Wild Ride 0 0 1 14 0 0 5 55
The difference between currency manipulation and monetary policy 0 0 0 78 0 1 11 271
The effects of large-scale asset purchases on TIPS inflation expectations 0 0 2 85 0 0 8 199
The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices 0 0 2 50 1 8 62 247
The giant sucking sound: did NAFTA devour the Mexican peso? 0 0 0 39 0 0 17 321
The great foreign exchange intervention of 2011 0 0 1 27 0 0 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 0 0 16 117
The response of multinationals’ foreign exchange rate exposure to macroeconomic news 0 0 0 10 0 1 15 76
The sovereign wealth funds of nations 0 0 0 96 0 1 7 175
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits 0 0 0 60 0 1 16 254
The transition to electronic communications networks in the secondary treasury market 0 0 0 84 1 2 20 402
U.S. historical experience with deflation 0 0 0 30 0 1 6 81
Unconventional Monetary Policy and the Behavior of Shorts 0 0 0 1 1 2 16 28
Unconventional monetary policy had large international effects 1 1 12 497 1 4 62 1,238
Unwinding the current account deficit 0 0 0 30 0 0 4 130
Using implied volatility to measure uncertainty about interest rates 1 1 2 199 1 2 16 730
What are the odds? option-based forecasts of FOMC target changes 0 1 7 107 2 6 27 359
What is the slope of the yield curve telling us? 0 0 0 93 1 1 5 399
What to Expect from Quantitative Tightening 0 0 0 20 0 0 5 61
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 0 1 7 132
Why Are U.S. Bond Yields So High? 0 0 0 3 0 0 6 17
Why Have a Strategic Petroleum Reserve? 0 0 1 8 0 0 7 17
Why Price Controls Should Stay in the History Books 0 1 3 25 0 2 21 93
Why do gasoline prices react to things that have not happened? 0 0 0 33 0 0 9 191
Would it help to eliminate interest on reserves? 0 0 0 10 0 0 4 42
Total Journal Articles 4 18 123 12,735 82 260 2,006 45,215


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 2 2 20 127
Total Chapters 0 0 0 26 2 2 20 127


Statistics updated 2026-10-11