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Christopher J. Neely

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This is information that was supplied by Christopher Neely in registering through RePEc. If you are Christopher J. Neely , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Christopher
Middle Name: J.
Last Name: Neely
Suffix:

RePEc Short-ID: pne3

Email:
Homepage: http://research.stlouisfed.org/econ/cneely/
Postal Address: Chris Neely 411 Locust St. St. Louis, MO 63102 United States
Phone:

Affiliation

Research Division
Federal Reserve Bank of St. Louis
Location: St. Louis, Missouri (United States)
Homepage: http://research.stlouisfed.org/
Email:
Phone:
Fax: (314)444-8753
Postal: P.O. Box 442, St. Louis, MO 63166
Handle: RePEc:edi:efrblus (more details at EDIRC)

Works

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Working papers

  1. Neely, Christopher J., 2014. "How Persistent are Monetary Policy Effects at the Zero Lower Bound?," Working Papers 2014-4, Federal Reserve Bank of St. Louis.
  2. Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013. "Which continuous-time model is most appropriate for exchange rates?," Working Papers 2013-024, Federal Reserve Bank of St. Louis.
  3. Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Paper Series 2012-12, Federal Reserve Bank of San Francisco.
  4. Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2012. "Econometric modeling of exchange rate volatility and jumps," Working Papers 2012-008, Federal Reserve Bank of St. Louis.
  5. Christopher J. Neely & Paul A. Weller, 2011. "Lessons from the evolution of foreign exchange trading strategies," Working Papers 2011-021, Federal Reserve Bank of St. Louis.
  6. Christopher J. Neely & Brett W. Fawley, 2011. "Capital flows and Japanese asset volatility," Working Papers 2011-034, Federal Reserve Bank of St. Louis.
  7. Christopher J. Neely & Paul A. Weller, 2011. "Technical analysis in the foreign exchange market," Working Papers 2011-001, Federal Reserve Bank of St. Louis.
  8. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2011. "Forecasting the Equity Risk Premium: The Role of Technical Indicators," Working Papers CoFie-02-2011, Sim Kee Boon Institute for Financial Economics.
  9. Christopher J. Neely, 2010. "The large scale asset purchases had large international effects," Working Papers 2010-018, Federal Reserve Bank of St. Louis.
  10. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
  11. Christopher J. Neely & David E. Rapach, 2009. "Common fluctuations in OECD budget balances," Working Papers 2009-055, Federal Reserve Bank of St. Louis.
  12. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Working Papers 2008-018, Federal Reserve Bank of St. Louis.
  13. Christopher J. Neely & David E. Rapach, 2008. "Is inflation an international phenomenon?," Working Papers 2008-025, Federal Reserve Bank of St. Louis.
  14. Nikola Gradojevic & Christopher J. Neely, 2008. "The dynamic interaction of order flows and the CAD/USD exchange rate," Working Papers 2008-006, Federal Reserve Bank of St. Louis.
  15. Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely, 2007. "Jumps, cojumps and macro announcements," Working Papers 2007-032, Federal Reserve Bank of St. Louis.
  16. Bruce Mizrach & Christopher J. Neely, 2007. "The microstructure of the U.S. treasury market," Working Papers 2007-052, Federal Reserve Bank of St. Louis.
  17. Christopher J. Neely & Paul A. Weller & Joshua M. Ulrich, 2007. "The adaptive markets hypothesis: evidence from the foreign exchange market," Working Papers 2006-046, Federal Reserve Bank of St. Louis.
  18. Bruce Mizrach & Christopher J. Neely, 2007. "Information shares in the U.S. treasury market," Working Papers 2005-070, Federal Reserve Bank of St. Louis.
  19. Christopher J. Neely, 2007. "Central bank authorities’ beliefs about foreign exchange intervention," Working Papers 2006-045, Federal Reserve Bank of St. Louis.
  20. Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers 2006-031, Federal Reserve Bank of St. Louis.
  21. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," Working Papers 2006-033, Federal Reserve Bank of St. Louis.
  22. Hui Guo & Christopher J. Neely & Jason Higbee, 2006. "Foreign exchange volatility is priced in equities," Working Papers 2004-029, Federal Reserve Bank of St. Louis.
  23. Christopher J. Neely, 2006. "Identifying the effects of U.S. intervention on the levels of exchange rates," Working Papers 2005-031, Federal Reserve Bank of St. Louis.
  24. Michael Dueker & Christopher J. Neely, 2006. "Can Markov switching models predict excess foreign exchange returns?," Working Papers 2001-021, Federal Reserve Bank of St. Louis.
  25. Bruce Mizrach & Chris Neely, 2006. "The Transition to Electronic Trading in the Secondary Treasury Market," Departmental Working Papers 200603, Rutgers University, Department of Economics.
  26. Hui Guo & Christopher J. Neely, 2006. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers 2006-006, Federal Reserve Bank of St. Louis.
  27. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis.
  28. Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Working Papers 2005-030, Federal Reserve Bank of St. Louis.
  29. Christopher J. Neely & Drew B. Winters, 2005. "Year-end seasonality in one-month LIBOR derivatives," Working Papers 2003-040, Federal Reserve Bank of St. Louis.
  30. Christopher J. Neely, 2004. "Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?," Working Papers 2003-018, Federal Reserve Bank of St. Louis.
  31. Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers 2002-017, Federal Reserve Bank of St. Louis.
  32. Christopher J. Neely, 2003. "The Federal Reserve responds to crises: September 11th was not the first," Working Papers 2003-034, Federal Reserve Bank of St. Louis.
  33. Christopher J. Neely, 2002. "The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits," Working Papers 2000-018, Federal Reserve Bank of St. Louis.
  34. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
  35. Christopher J. Neely & Paul A. Weller, 2001. "Intraday technical trading in the foreign exchange market," Working Papers 1999-016, Federal Reserve Bank of St. Louis.
  36. Christopher J. Neely, 2001. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," Working Papers 1999-015, Federal Reserve Bank of St. Louis.
  37. Christopher J. Neely & Paul A. Weller, 2001. "Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics," Working Papers 2001-009, Federal Reserve Bank of St. Louis.
  38. Christopher J. Neely, 2000. "The practice of central bank intervention: looking under the hood," Working Papers 2000-028, Federal Reserve Bank of St. Louis.
  39. Christopher Neely & Paul Weller, 2000. "Technical analysis and central bank intervention," Working Papers 1997-002, Federal Reserve Bank of St. Louis.
  40. Christopher Neely & Paul Weller, 1999. "Predictability in international asset returns: a reexamination," Working Papers 1997-010, Federal Reserve Bank of St. Louis.
  41. Dean Corbae & Chris Neely & Paul Weller, 1998. "Endogenous realignments and the sustainability of a target," Working Papers 1994-009, Federal Reserve Bank of St. Louis.
  42. Christopher J. Neely, 1998. "Target zones and conditional volatility: the role of realignments," Working Papers 1994-008, Federal Reserve Bank of St. Louis.
  43. Christopher Neely & Paul Weller, 1998. "Technical trading rules in the European Monetary System," Working Papers 1997-015, Federal Reserve Bank of St. Louis.
  44. Neely, C.J. & Roy, A. & Whiteman, C.H., 1998. "Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM," Working Papers 98-08, University of Iowa, Department of Economics.
  45. Dittmar, Robert & Neely, Christopher J & Weller, Paul, 1996. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," CEPR Discussion Papers 1480, C.E.P.R. Discussion Papers.
  46. Corbae, P Dean & Neely, Christopher J & Weller, Paul, 1995. "Endogenous Realignments and the Sustainability of a Target Zone," CEPR Discussion Papers 1253, C.E.P.R. Discussion Papers.
  47. Christopher J. Neely, 1995. "Testing asset pricing models with Euler equations: it's worse than you think," Working Papers 1995-018, Federal Reserve Bank of St. Louis.
  48. Christopher J. Neely, 1994. "Realignments of target zone exchange systems: what do we know?," Working Papers 1994-020, Federal Reserve Bank of St. Louis.
  49. Christopher J. Neely, 1994. "A reconsideration of the properties of the generalized method moments in asset pricing models," Working Papers 1994-010, Federal Reserve Bank of St. Louis.

Articles

  1. Fawley, Brett W. & Neely, Christopher J., 2014. "The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices," Review, Federal Reserve Bank of St. Louis, vol. 96(1), pages 73-109.
  2. Neely, Christopher J., 2014. "Lessons from the taper tantrum," Economic Synopses, Federal Reserve Bank of St. Louis, issue 2.
  3. Christopher J. Neely, 2013. "Political pressure on the bank of Japan: interference or accountability?," Economic Synopses, Federal Reserve Bank of St. Louis.
  4. Fawley, Brett W. & Neely, Christopher J., 2013. "Four stories of quantitative easing," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 51-88.
  5. Neely, Christopher J. & Weller, Paul A., 2013. "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3783-3798.
  6. Christopher J. Neely, 2013. "Would it help to eliminate interest on reserves?," Economic Synopses, Federal Reserve Bank of St. Louis.
  7. Christopher J. Neely & Brett W. Fawley, 2012. "Capital Flows And Japanese Asset Volatility," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 391-414, 08.
  8. Christopher J. Neely, 2012. "The mysterious Greek yield curve," Economic Synopses, Federal Reserve Bank of St. Louis.
  9. Christopher J. Neely, 2011. "A foreign exchange intervention in an era of restraint," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 303-324.
  10. Christopher J. Neely, 2011. "The great foreign exchange intervention of 2011," Economic Synopses, Federal Reserve Bank of St. Louis.
  11. Christopher J. Neely, 2011. "A survey of announcement effects on foreign exchange volatility and jumps," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 361-385.
  12. Christopher J. Neely, 2011. "Fiscal policy and expected inflation," Economic Synopses, Federal Reserve Bank of St. Louis.
  13. Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely, 2011. "Jumps, cojumps and macro announcements," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 893-921, 09.
  14. Neely, Christopher J. & Rapach, David E., 2011. "International comovements in inflation rates and country characteristics," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1471-1490.
  15. Christopher J. Neely, 2011. "The difference between currency manipulation and monetary policy," Economic Synopses, Federal Reserve Bank of St. Louis.
  16. Christopher J. Neely, 2010. ""How central should the central bank be?" a comment," Economic Synopses, Federal Reserve Bank of St. Louis.
  17. Christopher J. Neely & S. Rubun Dey, 2010. "A survey of announcement effects on foreign exchange returns," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 417-464.
  18. Christopher J. Neely, 2010. "Okun's law: output and unemployment," Economic Synopses, Federal Reserve Bank of St. Louis.
  19. Massimo Guidolin & Christopher J. Neely, 2010. "The effects of large-scale asset purchases on TIPS inflation expectations," Economic Synopses, Federal Reserve Bank of St. Louis.
  20. Christopher J. Neely, 2010. "U.S. historical experience with deflation," Economic Synopses, Federal Reserve Bank of St. Louis.
  21. Christopher J. Neely, 2009. "Markets worry more about sovereign debt," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  22. James B. Bullard & Christopher J. Neely & David C. Wheelock, 2009. "Systemic risk and the financial crisis: a primer," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 403-418.
  23. Neely, Christopher J., 2009. "Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 188-205, February.
  24. Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M., 2009. "The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(02), pages 467-488, April.
  25. Hui Guo & Christopher J. Neely & Jason Higbee, 2008. "Foreign Exchange Volatility Is Priced in Equities," Financial Management, Financial Management Association International, vol. 37(4), pages 769-790, December.
  26. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 609-642.
  27. Neely, Christopher J., 2008. "Central bank authorities' beliefs about foreign exchange intervention," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 1-25, February.
  28. Mizrach, Bruce & Neely, Christopher J., 2008. "Information shares in the US Treasury market," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1221-1233, July.
  29. Guo, Hui & Neely, Christopher J., 2008. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Economics Letters, Elsevier, vol. 99(2), pages 371-374, May.
  30. Christopher J. Neely, 2008. "The sovereign wealth funds of nations," International Economic Trends, Federal Reserve Bank of St. Louis, issue May.
  31. Christopher J. Neely, 2007. "China's strategic petroleum reserve: a drop in the bucket," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jan.
  32. William Emmons & Christopher J. Neely, 2007. "Why do gasoline prices react to things that have not happened?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 10-11.
  33. Christopher J. Neely & Mark P. Taylor, 2007. "Exchange rate intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 107-108.
  34. Christopher J. Neely, 2007. "One dollar = one loonie," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  35. Justin P. Hauke & Christopher J. Neely, 2007. "Asian nations driving world oil prices," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 12-13.
  36. Dueker, Michael & Neely, Christopher J., 2007. "Can Markov switching models predict excess foreign exchange returns?," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 279-296, February.
  37. Michel Beine & Jér�me Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 201-223.
  38. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 249-260.
  39. William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely, 2006. "What are the odds? option-based forecasts of FOMC target changes," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 543-562.
  40. Christopher J. Neely, 2006. "The puzzling convergence in foreign exchange volatility," International Economic Trends, Federal Reserve Bank of St. Louis, issue Jul.
  41. Bruce Mizrach & Christopher J. Neely, 2006. "The transition to electronic communications networks in the secondary treasury market," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 527-542.
  42. Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 685-718.
  43. Christopher J. Neely, 2005. "Using implied volatility to measure uncertainty about interest rates," Review, Federal Reserve Bank of St. Louis, issue May, pages 407-425.
  44. Christopher J. Neely, 2005. "Unwinding the current account deficit," International Economic Trends, Federal Reserve Bank of St. Louis, issue May.
  45. Christopher J. Neely, 2004. "The Federal Reserve responds to crises: September 11th was not the first," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 27-42.
  46. Christopher J. Neely, 2004. "Miscommunication shook up mortgage, bond markets," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 4-9.
  47. Christopher J. Neely, 2004. "Will oil prices choke growth?," International Economic Trends, Federal Reserve Bank of St. Louis, issue Jul.
  48. Christopher J. Neely, 2003. "Global factors in budget deficits," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  49. Neely, Christopher J., 2003. "Risk-adjusted, ex ante, optimal technical trading rules in equity markets," International Review of Economics & Finance, Elsevier, vol. 12(1), pages 69-87.
  50. Neely, C. J. & Weller, P. A., 2003. "Intraday technical trading in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 223-237, April.
  51. Christopher J. Neely, 2003. "Bond market mania," Monetary Trends, Federal Reserve Bank of St. Louis, issue Oct.
  52. Christopher J. Neely & Paul A. Weller & Dean Corbae, 2003. "Endogenous realignments in a target zone," Oxford Economic Papers, Oxford University Press, vol. 55(3), pages 494-511, July.
  53. Christopher J. Neely, 2002. "The Fed responds to Sept. 11 attacks," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan., pages 12-13.
  54. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
  55. Christopher J. Neely, 2002. "Options on economic data," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  56. Christopher J. Neely & Paul A. Weller, 2002. "Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics," Review, Federal Reserve Bank of St. Louis, issue May, pages 43-54.
  57. Christopher J. Neely, 2002. "How expensive are stocks?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jun.
  58. Neely, Christopher J., 2002. "The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits," Journal of International Economics, Elsevier, vol. 58(1), pages 211-232, October.
  59. Christopher J. Neely, 2001. "September 11, 2001," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov.
  60. Christopher J. Neely, 2001. "International interest rate linkages," International Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  61. Neely, Christopher J. & Weller, Paul A., 2001. "Technical analysis and central bank intervention," Journal of International Money and Finance, Elsevier, vol. 20(7), pages 949-970, December.
  62. Christopher J. Neely, 2001. "The practice of central bank intervention: looking under the hood," Review, Federal Reserve Bank of St. Louis, issue May, pages 1-10.
  63. Neely, Christopher J & Roy, Amlan & Whiteman, Charles H, 2001. "Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 395-403, October.
  64. Christopher J. Neely, 2000. "What is the slope of the yield curve telling us?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
  65. Christopher J. Neely, 2000. "Are changes in foreign exchange reserves well correlated with official intervention?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 17-32.
  66. Neely, Christopher J. & Weller, Paul, 2000. "Predictability in International Asset Returns: A Reexamination," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(04), pages 601-620, December.
  67. Christopher J. Neely, 2000. "Stock prices and consumption," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  68. Neely, Christopher J. & Weller, Paul A., 1999. "Technical trading rules in the European Monetary System," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 429-458.
  69. Christopher J. Neely, 1999. "An introduction to capital controls," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 13-30.
  70. Christopher J. Neely, 1999. "How big is Japan's debt?," International Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  71. Christopher J. Neely, 1999. "An E.U. withholding tax?," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
  72. Neely, Christopher J., 1999. "Target zones and conditional volatility: The role of realignments," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 177-192, April.
  73. Christopher J. Neely, 1998. "Technical analysis and the profitability of U.S. foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 3-17.
  74. Christopher J. Neely & Christopher J. Waller, 1997. "A Benefit-Cost Analysis Of Disinflation," Contemporary Economic Policy, Western Economic Association International, vol. 15(1), pages 50-64, 01.
  75. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38.
  76. Neely, Christopher & Weller, Paul & Dittmar, Rob, 1997. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(04), pages 405-426, December.
  77. Christopher J. Neely, 1996. "The giant sucking sound: did NAFTA devour the Mexican peso?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 33-48.
  78. Christopher J. Neely & Geoffrey E. Wood, 1995. "Deflation and real economic activity under the gold standard," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 27-37.
  79. Christopher J. Neely, 1994. "Realignment of target zone exchange rate systems: what do we know?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-34.

Editor

  1. Journal of International Financial Markets, Institutions and Money, Elsevier.

NEP Fields

30 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-03-18
  2. NEP-CBA: Central Banking (13) 2002-11-04 2006-05-27 2006-05-27 2006-08-05 2006-09-16 2008-02-16 2008-07-14 2008-08-14 2009-11-14 2010-04-11 2010-07-24 2011-01-16 2014-02-21. Author is listed
  3. NEP-CMP: Computational Economics (1) 2006-09-16
  4. NEP-ECM: Econometrics (4) 2002-11-04 2003-09-24 2012-05-02 2013-08-31
  5. NEP-ETS: Econometric Time Series (4) 2002-11-04 2003-09-24 2004-08-09 2006-03-18
  6. NEP-FIN: Finance (6) 2002-11-04 2003-09-24 2004-02-29 2004-08-09 2005-05-23 2005-12-01. Author is listed
  7. NEP-FMK: Financial Markets (10) 2002-11-04 2004-02-29 2005-12-01 2006-03-18 2006-05-27 2006-05-27 2006-08-05 2006-09-16 2008-01-05 2011-01-16. Author is listed
  8. NEP-FOR: Forecasting (2) 2010-04-11 2011-11-14
  9. NEP-HIS: Business, Economic & Financial History (1) 2004-01-18
  10. NEP-IFN: International Finance (10) 2002-11-04 2004-01-18 2004-08-09 2005-05-23 2005-07-11 2006-05-27 2006-08-05 2006-09-16 2008-02-16 2011-10-09. Author is listed
  11. NEP-MAC: Macroeconomics (6) 2004-01-18 2004-02-29 2006-05-27 2008-07-14 2008-08-14 2014-02-21. Author is listed
  12. NEP-MON: Monetary Economics (13) 2005-05-23 2005-07-11 2006-05-27 2006-05-27 2006-08-05 2006-09-16 2008-07-14 2008-08-14 2010-07-24 2012-09-16 2012-09-30 2013-08-31 2014-02-21. Author is listed
  13. NEP-MST: Market Microstructure (6) 2007-09-16 2008-01-05 2008-02-16 2011-01-16 2012-05-02 2013-08-31. Author is listed
  14. NEP-OPM: Open Economy Macroeconomics (3) 2011-11-14 2012-09-16 2012-09-30
  15. NEP-RMG: Risk Management (6) 2002-11-04 2004-01-18 2005-05-23 2006-03-18 2006-09-16 2007-09-16. Author is listed
  16. NEP-UPT: Utility Models & Prospect Theory (1) 2010-04-11

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