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 email@example.com, 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.
"The response of multinationals’ foreign exchange rate exposure to macroeconomic news"
Kris Boudt, Piet Sercu, and Marjan Wauters
FORTHCOMING: Journal of International Money and Finance
"An Analysis of the Literature on International Unconventional Monetary Policy"
Federal Reserve Bank of St. Louis Working Paper 2016-021C, October 2018
"Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book"
Markus Bibinger and Lars Winkelmann
FORTHCOMING: Journal of Econometrics
"Unconventional monetary policy had large international effects"
Journal of Banking & Finance, March 2015, Vol. 52, pp. 101-111
"The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market,"
Joshua Ulrich and Paul A. Weller
Journal of Financial and Quantitative Analysis, April 2009, Vol. 44, No. 2, pp. 467-488
"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
"Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach,"
Robert D. Dittmar and Paul A. Weller
Journal of Financial and Quantitative Analysis, December 1997, Vol. 32, No. 4, pp. 405-426