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Christopher J. Neely

Vice President

Education

Ph.D. Economics
University of Iowa
1993

B.S.F.S International Economics
Georgetown University, Washington DC
1988

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
mediainquiries@stls.frb.org
Phone: (314) 444-3911




Selected Publications

"An Analysis of the Literature on International Unconventional Monetary Policy"
with  Saroj Bhattarai
FORTHCOMING: Journal of Economic Literature

"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
https://doi.org/10.1016/j.jeconom.2019.01.001

"Unconventional monetary policy had large international effects"
Journal of Banking & Finance, March 2015, Vol. 52, pp. 101-111
Working Paper
https://doi.org/10.1016/j.jbankfin.2014.11.019

"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
https://doi.org/10.1287/mnsc.2013.1838

"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
https://doi.org/10.1017/s0022109009090103

"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
https://doi.org/10.1016/S0022-1996(01)00163-5

"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
https://doi.org/10.2307/2331231