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 Girresch
Office: (314) 444-6166
Cell: (314) 348-3639

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"
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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