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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

"Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book"
with 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
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


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