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Christopher J. Neely

Vice President


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:
Karen Mracek
Phone: (314) 444-3911

Selected Publications

"Jumps, Cojumps and Macro Announcements,"
with Jérôme Lahaye and Sébastien Laurent
Journal of Applied Econometrics, September/Ocotober 2011, Vol. 26, No. 6, pp. 893-921
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, 1997, Vol. 32, No. 4, pp. 405-426
Working Paper


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