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Christopher J. Neely

Assistant 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:
Laura Girresch
Office: (314) 444-6166
Cell: (314) 348-3639

Welcome to my web page. I do empirical research in international finance, with an emphasis on issues of market efficiency. Almost all my working papers and early versions of published papers are available through this page in Adobe Acrobat format (PDF). You may download a free Acrobat reader from Adobe's web site. If you experience difficulties with the PDF files, you probably need a more recent version of Acrobat reader.

Please feel free to contact me with comments, questions, or requests for hard copies of these papers by e-mail, 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.

Selected Publications

"Unconventional Monetary Policy Had Large International Effects"
Journal of Banking and Finance, 52, pp. 101-111, March 2015.

"Jumps, Cojumps and Macro Announcements"
with Jérôme Lahaye and Sébastien Laurent.
Journal of Applied Econometrics, 26(6), pp. 893-921, September/October 2011.

"The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market"
with Paul A. Weller and Joshua M. Ulrich.
Journal of Financial and Quantitative Analysis, 44(2), pp. 467-88, April 2009.

"The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits"
Journal of International Economics, 58(1), pp. 211-32, October 2002.

"Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach"
with Paul A. Weller and Robert Dittmar.
Journal of Financial and Quantitative Analysis, December 1997.


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