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Christopher J. Neely

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Long Vita



Ph.D. Economics
University of Iowa

International Economics
Georgetown University
Washington, DC

Contact Info

Phone: (314) 444-8568
Fax: (314) 444-8731

Research Division
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442

For media inquiries contact:
Laura Taylor
Office: (314) 444-8783
Cell: (314) 313-4613

Christopher J. Neely

Other Publications, Book Reviews and Edited Volumes

"Econometric Modeling of Exchange Rate Volatility and Jumps"
with Deniz Erdemlioglu, and S├ębastien 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"
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.

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