Education
Ph.D. Economics
University of Iowa
1993
B.S.F.S.
International Economics
Georgetown University
Washington, DC
1988
Contact Info
Phone: (314) 444-8568
Fax: (314) 444-8731
Email: neely@stls.frb.org
Research Division
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442
For media inquiries contact:
Adam Allington
mediainquiries@stls.frb.org
Office: (314) 444-8783
Cell: (314) 313-3783
Christopher J. Neely
Other Publications, Book Reviews and Edited Volumes
"Econometric Modeling of Exchange Rate Volatility and Jumps"
with Deniz Erdemlioglu, and Sébastien Laurent
in Adrian R. Bell, Chris Brooks, Marcel Prokopczuk, eds., Handbook of Research Methods and Applications in Empirical Finance, 2013, Cheltenham: Edward Elgar. Part V(16), pp. 373-427.
"The Microstructure of the U.S. Treasury Market"
with Bruce Mizrach
in Robert A. Meyers, ed., Encyclopedia of Complexity and Systems Science, 2009, New York: Springer-Verlag.
"Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics™"
with Paul A. Weller
Federal Reserve Bank of St. Louis Review, May/June 2002, 84(3), pp. 43-54.
Reprinted: Genetic Programming in Computational Finance, Kluwer Publishing, July 2002.
"The Practice of Central Bank Intervention: Looking Under the Hood."
Central Banking, November 2000, pp. 24-37.
Review of The Crisis of Global Capitalism by George Soros,
The Journal of Finance, October 1999, pp. 1923-27.
