Christopher J. Neely
Welcome to my web page. I do
empirical research in international finance, with an emphasis on issues of
Please feel free to contact me with comments, questions, or requests for hard
copies of these papers by e-mail firstname.lastname@example.org, phone (314-444-8568),
fax (314-444-8731), or postal mail at the address above. Please include your
name, mailing address, and the title of the paper requested.
"Econometric Modeling of Exchange Rate Volatility and Jumps"
Deniz Erdemlioglu and Sébastien Laurent
in Sébastien Laurent in Adrian R. Bell, Chris Brooks, Marcel Prokopczuk, ed., Handbook of Research Methods and Applications in Empirical Finance, 16th Edition
Cheltenham: Edward Elgar, 2013, Vol. V, pp. 373-427
"Technical Analysis in the Foreign Exchange Market"
Paul A. Weller
Wiley Handbook of Exchange Rates, June 2012, Vol. -, pp. 343-374
"The Microstructure of the U.S. Treasury Market"
in Robert A. Meyers, ed., Encyclopedia of Complexity and Systems Science
New York: Springer-Verlag, 2009
"The Practice of Central Banking Intervention: Looking Under the Hood"
Central Banking, November 2000, Vol. 11, pp. 24-37
Proceedings, Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset
Robert D. Dittmar and Paul A. Weller
Editorial position(s) at
Journal of Banking & Finance; Journal of Financial Research; Applied Economics; Annals of Financial Economics; Quantitative Finance; Journal of Money, Credit, and Banking