Standard Vita
Ph.D. Economics B.S.F.S. Phone: (314) 444-8568 Research Division For media inquiries contact:Education
University of Iowa
1993
International Economics
Georgetown University
Washington, DC
1988Contact Info
Fax: (314) 444-8731
Email: neely@stls.frb.org
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442
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