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
Review Articles
"Four Stories of Quantitative Easing"
with Brett Fawley
Federal Reserve Bank of St. Louis Review, January/February 2013, 95(1), pp. 51-88.
"A Foreign Exchange Intervention in an Era of Restraint"
Federal Reserve Bank of St. Louis Review,September/October 2011, 93(5), pp. 303-324.
"A Survey of Announcement Effects on Foreign Exchange Volatility and Jumps"
Federal Reserve Bank of St. Louis Review,September/October 2011, 93(5), pp. 361-385.
Appendix
"A Survey of Announcement Effects on Foreign Exchange Returns"
with S. Rubun Dey
Federal Reserve Bank of St. Louis Review, September/October 2010, 92(5), pp. 417-63.
Appendix
"Systemic Risk and the Financial Crisis: A Primer"
with James Bullard and David C. Wheelock
Federal Reserve Bank of St. Louis Review, September/October 2009, 91(5, Part 1), pp. 403-17.
"Real Interest Rate Persistence: Evidence and Implications"
with David E. Rapach
Federal Reserve Bank of St. Louis Review, November/December 2008, 90(6), pp. 609-41.
"The Transition to Electronic Communications Networks in the Secondary Treasury Market"
with Bruce Mizrach
Federal Reserve Bank of St. Louis Review, November/December 2006, 88(6), pp. 527-41.
"What Are the Odds? Option-Based Forecasts of FOMC Target Changes"
with William R. Emmons and Aeimit K. Lakdawala
Federal Reserve Bank of St. Louis Review, November/December 2006, 88(6), pp. 543-61.
"An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention"
Federal Reserve Bank of St. Louis Review, November/December 2005, 87(6), pp. 685-717.
"Using Implied Volatility to Measure Uncertainty About Interest Rates"
Federal Reserve Bank of St. Louis Review, May/June 2005, 87(3), pp. 407-25.
"The Federal Reserve Responds to Crises: September 11th Was Not the First"
Federal Reserve Bank of St. Louis Review, March/April 2004, 86(2), pp. 27-42.
"How Well Do Monetary Fundamentals Forecast Exchange Rates?"
with Lucio Sarno
Federal Reserve Bank of St. Louis Review, September/October 2002, 84(5), pp. 51-74.
"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.
Reprinted: Federal Reserve Bank of St. Louis Review, May/June 2001, 83(3), pp. 1-10.
"Are Changes in Foreign Exchange Reserves Well Correlated with Official Intervention?"
Federal Reserve Bank of St. Louis Review, September/October 2000, 82(5), pp. 17-31.
"An Introduction to Capital Controls"
Federal Reserve Bank of St. Louis Review, November/December 1999, 81(6), pp. 13-30.
"Technical Analysis and the Profitability of U.S. Foreign Exchange Intervention"
Federal Reserve Bank of St. Louis Review, July/August 1998, 80(4), pp. 3-17.
"Technical Analysis in the Foreign Exchange Market: A Layman's Guide"
Federal Reserve Bank of St. Louis Review, September/October 1997, 79(5), pp. 23-38.
"The Giant Sucking Sound: Did NAFTA Swallow the Peso?"
Federal Reserve Bank of St. Louis Review, July/August 1996, 78(4), pp. 33-47.
"Deflation and Real Economic Activity Under the Gold Standard"
with G. Wood
Federal Reserve Bank of St. Louis Review, September/October 1995, 77(5), pp. 27-37.
"Realignments of Target Zone Exchange Rate Systems: What Do We Know?"
Federal Reserve Bank of St. Louis Review, September/October 1994, 76(5), pp. 23-34.
