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Christopher J. Neely

Standard Vita

Long Vita

IDEAS

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:
Ben C. Hardaway
mediainquiries@stls.frb.org
Office: (314) 444-8783
Cell: (314) 341-2714

Christopher J. Neely

Working Papers

"Capital Flows and Japanese Asset Volatility"
with Brett W. Fawley
Working Paper 2011-034B posted October 2011, updated January 2012

"Lessons from the Evolution of Foreign Exchange Trading Strategies"
with Paul A. Weller
Working Paper 2011-021A posted September 2011

"The Large-Scale Asset Purchases Had Large International Effects"
Working Paper 2010-018C posted July 2010, updated January 2011

"Forecasting the Equity Risk Premium: The Role of Technical Indicators"
with David E. Rapach, Jun Tu, and Guofu Zhou
Working Paper 2010-008E posted March 2010, updated January 2012

"Common Fluctuations in OECD Budget Balances"
with David E. Rapach
Working Paper 2009-055A posted October 2009

"The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate: Evidence from Disaggregated Data"
with Nikola Gradojevic
Working Paper 2008-006C posted February 2008, updated August 2009

"Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates"
Working Paper 2005-031C posted May 2005, updated May 2006

"The Case for Foreign Exchange Intervention: The Government as an Active Reserve Manager"
Working Paper 2004-031B posted November 2004, updated July 2005

"Implied Volatility from Options on Gold Futures: Do Econometric Forecasts Add Value or Simply Paint the Lilly?"
Working Paper 2003-018C posted July 2003, updated June 2004

"Testing Asset Pricing Models with Euler Equations: It's Far Worse Than You Think. Original version, 94-010A"
Working Paper 1995-018A posted September 1995

"A Reconsideration of the Properties of the Generalized Method of Moments in Asset Pricing Models"
Working Paper 1994-010A posted April 1994