Skip to main content Skip to main content

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:
Karen Mracek
mediainquiries@stls.frb.org
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

 




Subscribe to our newsletter


Follow us

Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo
Back to Top