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Christopher J. Neely

Senior Economic Policy Advisor


Ph.D. Economics
University of Iowa

B.S.F.S 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:
Shera Dalin
Phone: (314) 444-3911

Christopher J. Neely

Senior Economic Policy Advisor

Welcome to my web page. I do empirical research in international finance, with an emphasis on issues of market efficiency. Please feel free to contact me with comments, questions, or requests for hard copies of these papers by e-mail, 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.

Selected Publications

"An Analysis of the Literature on International Unconventional Monetary Policy"
with  Saroj Bhattarai
Journal of Economic Literature, June 2022, Vol. 60, No. 2, 8, pp. 527–597
Working Paper

"Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book"
with  Markus Bibinger and  Lars Winkelmann
Journal of Econometrics, 04/01/2019, Vol. 209, No. 2, pp. 158-184
Working Paper

"Unconventional monetary policy had large international effects"
Journal of Banking & Finance, March 2015, Vol. 52, pp. 101-111
Working Paper

"Forecasting The Equity Risk Premium: The Role Of Technical Indicators,"
with  David E. Rapach,  Jun Tu, and  Guofu Zhou
Management Science, July 2014, Vol. 60, No. 7, pp. 1772-1791
Working Paper

"The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market,"
with  Joshua Ulrich and Paul A. Weller
Journal of Financial and Quantitative Analysis, April 2009, Vol. 44, No. 2, pp. 467-488
Working Paper

"The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits,"
Journal of International Economics, October 2002, Vol. 58, No. 1, pp. 211-32
Working Paper

"Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach,"
with  Robert D. Dittmar and Paul A. Weller
Journal of Financial and Quantitative Analysis, December 1997, Vol. 32, No. 4, pp. 405-426
Working Paper