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Details about Christopher J. Neely
Access statistics for papers by Christopher J. Neely.
Last updated 2025-05-15. Update your information in the RePEc Author Service.
Short-id: pne3
Jump to Journal Articles Chapters
Working Papers
2026
- Determinants of Foreign Aid to Ukraine
On the Economy, Federal Reserve Bank of St. Louis 
- Sluggish news reactions: A combinatorial approach for synchronizing stock jumps
Working Papers, Federal Reserve Bank of St. Louis
Also in Papers, arXiv.org (2023)
- Testing for Multi-Asset Systemic Tail Risk
Working Papers, Federal Reserve Bank of St. Louis
- The U.S. Dollar’s Role as a Reserve Currency
Open Vault, Federal Reserve Bank of St. Louis
2025
- Financial Market Volatility in the Spring of 2025
On the Economy, Federal Reserve Bank of St. Louis
- The economic effects of a potential armed conflict over Taiwan
Working Papers, Federal Reserve Bank of St. Louis
See also Journal Article The Economic Effects of a Potential Armed Conflict Over Taiwan, Review, Federal Reserve Bank of St. Louis (2025) (2025)
- What Causes “Jumps” in Stock Prices?
On the Economy, Federal Reserve Bank of St. Louis
2024
- Measuring Inflation: Headline, Core and “Supercore” Services
On the Economy, Federal Reserve Bank of St. Louis
- Mind Your Language: Market Responses to Central Bank Speeches
Working Papers, Federal Reserve Bank of St. Louis View citations (10)
Also in CEPR Discussion Papers, Centre for Economic Policy Research (2023)
See also Journal Article Mind your language: Market responses to central bank speeches, Journal of Econometrics, Elsevier (2025) View citations (8) (2025)
- The Costless Disinflation of 2022-24
On the Economy, Federal Reserve Bank of St. Louis
- What Happens to Expected Stock Volatility around Election Day?
On the Economy, Federal Reserve Bank of St. Louis
2023
- Reviewing the Impact of Energy Sanctions on Russia
On the Economy, Federal Reserve Bank of St. Louis
- What Is the Probability of a Recession? The Message from Yield Spreads
On the Economy, Federal Reserve Bank of St. Louis
2022
- Financial market reactions to the Russian invasion of Ukraine
Working Papers, Federal Reserve Bank of St. Louis View citations (6)
See also Journal Article Financial Market Reactions to the Russian Invasion of Ukraine, Review, Federal Reserve Bank of St. Louis (2022) View citations (1) (2022)
- How Persistent Are Unconventional Monetary Policy Effects?
Working Papers, Federal Reserve Bank of St. Louis View citations (3)
See also Journal Article How persistent are unconventional monetary policy effects?, Journal of International Money and Finance, Elsevier (2022) View citations (6) (2022)
- Inflation and the Real Value of Debt: A Double-edged Sword
On the Economy, Federal Reserve Bank of St. Louis View citations (1)
- Russia’s Invasion of Ukraine and Its Impact on Stock Prices
On the Economy, Federal Reserve Bank of St. Louis
- The Innocent Greenbacks Abroad: U.S. Currency Held Internationally
On the Economy, Federal Reserve Bank of St. Louis
2021
- More Irrational Exuberance? A Look at Stock Prices
On the Economy, Federal Reserve Bank of St. Louis
- Unconventional monetary policy and the behavior of shorts
Working Papers, Federal Reserve Bank of St. Louis
See also Journal Article Unconventional Monetary Policy and the Behavior of Shorts, Journal of Money, Credit and Banking, Blackwell Publishing (2024) (2024)
2020
- A Look at the Fed’s Emergency Lending Programs
On the Economy, Federal Reserve Bank of St. Louis
- An Analysis of the Literature on International Unconventional Monetary Policy
Working Papers, Federal Reserve Bank of St. Louis View citations (16)
See also Journal Article An Analysis of the Literature on International Unconventional Monetary Policy, Journal of Economic Literature, American Economic Association (2022) View citations (54) (2022)
- Can risk explain the profitability of technical trading in currency markets?
Working Papers, Federal Reserve Bank of St. Louis
See also Journal Article Can risk explain the profitability of technical trading in currency markets?, Journal of International Money and Finance, Elsevier (2021) View citations (6) (2021)
- Monetary Policy and Economic Performance Since the Financial Crisis
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (4)
Also in Working Papers, Federal Reserve Bank of St. Louis (2020) View citations (5)
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (4)
See also Journal Article Monetary Policy and Economic Performance Since the Financial Crisis, Review, Federal Reserve Bank of St. Louis (2021) (2021)
- More Stories of Unconventional Monetary Policy
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
See also Journal Article More Stories of Unconventional Monetary Policy, Review, Federal Reserve Bank of St. Louis (2021) View citations (2) (2021)
- Supply and demand shifts of shorts before Fed announcements during QE1–QE3
Working Papers, Federal Reserve Bank of St. Louis
See also Journal Article Supply and demand shifts of shorts before Fed announcements during QE1–QE3, Economics Letters, Elsevier (2021) (2021)
2018
- Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (1)
Also in Working Papers, Federal Reserve Bank of St. Louis (2017) View citations (1)
See also Journal Article Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book, Journal of Econometrics, Elsevier (2019) View citations (16) (2019)
2017
- Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy
Working Papers, Federal Reserve Bank of St. Louis View citations (3)
See also Journal Article Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy, Review, Federal Reserve Bank of St. Louis (2017) View citations (3) (2017)
- Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements
Working Papers, Federal Reserve Bank of St. Louis View citations (3)
See also Journal Article Systematic cojumps, market component portfolios and scheduled macroeconomic announcements, Journal of Empirical Finance, Elsevier (2017) View citations (3) (2017)
- The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Working Papers, Federal Reserve Bank of St. Louis View citations (2)
See also Journal Article The response of multinationals’ foreign exchange rate exposure to macroeconomic news, Journal of International Money and Finance, Elsevier (2019) View citations (8) (2019)
2015
- Which continuous-time model is most appropriate for exchange rates?
Post-Print, HAL View citations (5)
Also in Working Papers, Federal Reserve Bank of St. Louis (2013) View citations (1)
See also Journal Article Which continuous-time model is most appropriate for exchange rates?, Journal of Banking & Finance, Elsevier (2015) View citations (5) (2015)
2014
- The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Working Papers, Federal Reserve Bank of St. Louis View citations (5)
See also Journal Article The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (8) (2020)
2012
- Econometric modeling of exchange rate volatility and jumps
Working Papers, Federal Reserve Bank of St. Louis View citations (17)
See also Chapter Econometric modeling of exchange rate volatility and jumps, Chapters, Edward Elgar Publishing (2013) (2013)
- International channels of the Fed’s unconventional monetary policy
Working Papers, Federal Reserve Bank of St. Louis View citations (30)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2012) View citations (5)
See also Journal Article International channels of the Fed's unconventional monetary policy, Journal of International Money and Finance, Elsevier (2014) View citations (115) (2014)
2011
- Capital flows and Japanese asset volatility
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
See also Journal Article CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY, Pacific Economic Review, Wiley Blackwell (2012) View citations (1) (2012)
- Forecasting the Equity Risk Premium: The Role of Technical Indicators
Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics View citations (15)
Also in Working Papers, Federal Reserve Bank of St. Louis (2010) View citations (22)
See also Journal Article Forecasting the Equity Risk Premium: The Role of Technical Indicators, Management Science, INFORMS (2014) View citations (573) (2014)
- Jumps, cojumps and macro announcements
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (149)
Also in Working Papers, Federal Reserve Bank of St. Louis (2007) View citations (9)
See also Journal Article Jumps, cojumps and macro announcements, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2011) View citations (198) (2011)
- Lessons from the evolution of foreign exchange trading strategies
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
See also Journal Article Lessons from the evolution of foreign exchange trading strategies, Journal of Banking & Finance, Elsevier (2013) View citations (39) (2013)
- Technical analysis in the foreign exchange market
Working Papers, Federal Reserve Bank of St. Louis View citations (41)
2010
- The large scale asset purchases had large international effects
Working Papers, Federal Reserve Bank of St. Louis View citations (189)
See also Journal Article Unconventional monetary policy had large international effects, Journal of Banking & Finance, Elsevier (2015) View citations (315) (2015)
2009
- Common fluctuations in OECD budget balances
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
See also Journal Article Common Fluctuations in OECD Budget Balances, Review, Federal Reserve Bank of St. Louis (2015) View citations (1) (2015)
2008
- Is inflation an international phenomenon?
Working Papers, Federal Reserve Bank of St. Louis View citations (12)
- Optimal discrete hedging in the Heston Stochastic Volatility Model
Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation
- Real interest rate persistence: evidence and implications
Working Papers, Federal Reserve Bank of St. Louis View citations (76)
See also Journal Article Real interest rate persistence: evidence and implications, Review, Federal Reserve Bank of St. Louis (2008) View citations (33) (2008)
- The dynamic interaction of order flows and the CAD/USD exchange rate
Working Papers, Federal Reserve Bank of St. Louis View citations (3)
2007
- Central Bank intervention and exchange rate volatility: its continuous and jump components
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (52)
Also in Working Papers, Federal Reserve Bank of St. Louis (2007) View citations (56)
See also Journal Article Central bank intervention and exchange rate volatility, its continuous and jump components, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2007) View citations (48) (2007)
- Central bank authorities’ beliefs about foreign exchange intervention
Working Papers, Federal Reserve Bank of St. Louis View citations (9)
See also Journal Article Central bank authorities' beliefs about foreign exchange intervention, Journal of International Money and Finance, Elsevier (2008) View citations (75) (2008)
- Central bank intervention with limited arbitrage
Working Papers, Federal Reserve Bank of St. Louis View citations (5)
See also Journal Article Central bank intervention with limited arbitrage, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2007) View citations (4) (2007)
- Information shares in the U.S. treasury market
Working Papers, Federal Reserve Bank of St. Louis View citations (4)
See also Journal Article Information shares in the US Treasury market, Journal of Banking & Finance, Elsevier (2008) View citations (85) (2008)
- The adaptive markets hypothesis: evidence from the foreign exchange market
Working Papers, Federal Reserve Bank of St. Louis View citations (16)
See also Journal Article The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market, Journal of Financial and Quantitative Analysis, Cambridge University Press (2009) View citations (126) (2009)
- The microstructure of the U.S. treasury market
Working Papers, Federal Reserve Bank of St. Louis View citations (10)
2006
- Can Markov switching models predict excess foreign exchange returns?
Working Papers, Federal Reserve Bank of St. Louis View citations (27)
See also Journal Article Can Markov switching models predict excess foreign exchange returns?, Journal of Banking & Finance, Elsevier (2007) View citations (41) (2007)
- Foreign exchange volatility is priced in equities
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
See also Journal Article Foreign Exchange Volatility Is Priced in Equities, Financial Management, Financial Management Association International (2008) View citations (10) (2008)
- Identifying the effects of U.S. intervention on the levels of exchange rates
Working Papers, Federal Reserve Bank of St. Louis View citations (10)
- Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Working Papers, Federal Reserve Bank of St. Louis View citations (2)
See also Journal Article Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model, Economics Letters, Elsevier (2008) View citations (27) (2008)
- The Transition to Electronic Trading in the Secondary Treasury Market
Departmental Working Papers, Rutgers University, Department of Economics View citations (4)
2005
- An analysis of recent studies of the effect of foreign exchange intervention
Working Papers, Federal Reserve Bank of St. Louis View citations (146)
See also Journal Article An analysis of recent studies of the effect of foreign exchange intervention, Review, Federal Reserve Bank of St. Louis (2005) View citations (183) (2005)
- The case for foreign exchange intervention: the government as an active reserve manager
Working Papers, Federal Reserve Bank of St. Louis View citations (5)
- Year-end seasonality in one-month LIBOR derivatives
Working Papers, Federal Reserve Bank of St. Louis View citations (2)
2004
- Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?
Working Papers, Federal Reserve Bank of St. Louis View citations (7)
See also Journal Article Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) View citations (15) (2009)
- Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?
Working Papers, Federal Reserve Bank of St. Louis View citations (4)
2003
- The Federal Reserve responds to crises: September 11th was not the first
Working Papers, Federal Reserve Bank of St. Louis View citations (6)
See also Journal Article The Federal Reserve responds to crises: September 11th was not the first, Review, Federal Reserve Bank of St. Louis (2004) View citations (14) (2004)
2002
- How well do monetary fundamentals forecast exchange rates?
Working Papers, Federal Reserve Bank of St. Louis View citations (79)
See also Journal Article How well do monetary fundamentals forecast exchange rates?, Review, Federal Reserve Bank of St. Louis (2002) View citations (41) (2002)
- The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits
Working Papers, Federal Reserve Bank of St. Louis View citations (47)
See also Journal Article The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits, Journal of International Economics, Elsevier (2002) View citations (80) (2002)
2001
- Intraday technical trading in the foreign exchange market
Working Papers, Federal Reserve Bank of St. Louis View citations (12)
See also Journal Article Intraday technical trading in the foreign exchange market, Journal of International Money and Finance, Elsevier (2003) View citations (65) (2003)
- Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics
Working Papers, Federal Reserve Bank of St. Louis View citations (4)
- Risk-adjusted, ex ante, optimal technical trading rules in equity markets
Working Papers, Federal Reserve Bank of St. Louis
See also Journal Article Risk-adjusted, ex ante, optimal technical trading rules in equity markets, International Review of Economics & Finance, Elsevier (2003) View citations (18) (2003)
2000
- Technical analysis and central bank intervention
Working Papers, Federal Reserve Bank of St. Louis View citations (3)
See also Journal Article Technical analysis and central bank intervention, Journal of International Money and Finance, Elsevier (2001) View citations (51) (2001)
- The practice of central bank intervention: looking under the hood
Working Papers, Federal Reserve Bank of St. Louis View citations (83)
See also Journal Article The practice of central bank intervention: looking under the hood, Review, Federal Reserve Bank of St. Louis (2001) View citations (74) (2001)
1999
- Predictability in international asset returns: a reexamination
Working Papers, Federal Reserve Bank of St. Louis View citations (9)
See also Journal Article Predictability in International Asset Returns: A Reexamination, Journal of Financial and Quantitative Analysis, Cambridge University Press (2000) View citations (23) (2000)
- Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
Also in Working Papers, University of Iowa, Department of Economics (1998)
1998
- Endogenous realignments and the sustainability of a target
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
- Target zones and conditional volatility: the role of realignments
Working Papers, Federal Reserve Bank of St. Louis View citations (2)
See also Journal Article Target zones and conditional volatility: The role of realignments, Journal of Empirical Finance, Elsevier (1999) View citations (38) (1999)
- Technical trading rules in the European Monetary System
Working Papers, Federal Reserve Bank of St. Louis View citations (7)
See also Journal Article Technical trading rules in the European Monetary System, Journal of International Money and Finance, Elsevier (1999) View citations (40) (1999)
1997
- Is technical analysis in the foreign exchange market profitable? a genetic programming approach
Working Papers, Federal Reserve Bank of St. Louis View citations (215)
Also in CEPR Discussion Papers, Centre for Economic Policy Research (1996) View citations (45)
See also Journal Article Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach, Journal of Financial and Quantitative Analysis, Cambridge University Press (1997) View citations (216) (1997)
1995
- Endogenous Realignments and the Sustainability of a Target Zone
CEPR Discussion Papers, Centre for Economic Policy Research View citations (3)
- Testing asset pricing models with Euler equations: it's worse than you think
Working Papers, Federal Reserve Bank of St. Louis
1994
- A reconsideration of the properties of the generalized method moments in asset pricing models
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
- Realignments of target zone exchange systems: what do we know?
Working Papers, Federal Reserve Bank of St. Louis View citations (7)
Journal Articles
2026
- Paul Blustein: King Dollar: The Past and Future of the World’s Dominant Currency
Business Economics, 2026, 61, (1), 43-44
- Successful vs. Failed Disinflations: An Event Study
Review, 2026, 108, (3), 1-26
2025
- Mind your language: Market responses to central bank speeches
Journal of Econometrics, 2025, 249, (PC) View citations (8)
See also Working Paper Mind Your Language: Market Responses to Central Bank Speeches, Working Papers (2024) View citations (10) (2024)
- The Economic Effects of a Potential Armed Conflict Over Taiwan
Review, 2025, 107, (3), 1-23
See also Working Paper The economic effects of a potential armed conflict over Taiwan, Working Papers (2025) (2025)
2024
- Unconventional Monetary Policy and the Behavior of Shorts
Journal of Money, Credit and Banking, 2024, 56, (4), 805-835
See also Working Paper Unconventional monetary policy and the behavior of shorts, Working Papers (2021) (2021)
- Why Have a Strategic Petroleum Reserve?
Economic Synopses, 2024, (5), 3 pages
2023
- Interest Rate Risk, Bank Runs and Silicon Valley Bank
The Regional Economist, 2023
- Modeling Professional Recession Forecasts
Economic Synopses, 2023, (21), 3 pages
- Systemic Financial Risks, Macroprudential Tools and Monetary Policy
The Regional Economist, 2023
- The FDIC Studies “Options for Deposit Insurance Reform”
Economic Synopses, 2023, (14), 2 pages
- The Rise and Fall of M2
Economic Synopses, 2023
2022
- A Shutoff of Russian Natural Gas
Economic Synopses, 2022, (29), 1-2
- An Analysis of the Literature on International Unconventional Monetary Policy
Journal of Economic Literature, 2022, 60, (2), 527-97 View citations (54)
See also Working Paper An Analysis of the Literature on International Unconventional Monetary Policy, Working Papers (2020) View citations (16) (2020)
- Financial Market Reactions to the Russian Invasion of Ukraine
Review, 2022, 104, (4), 266-296 View citations (1)
See also Working Paper Financial market reactions to the Russian invasion of Ukraine, Working Papers (2022) View citations (6) (2022)
- How Do Economists Think about the Environment and Climate Change?
The Regional Economist, 2022
- How persistent are unconventional monetary policy effects?
Journal of International Money and Finance, 2022, 126, (C) View citations (6)
See also Working Paper How Persistent Are Unconventional Monetary Policy Effects?, Working Papers (2022) View citations (3) (2022)
- The Russian Invasion, Oil and Gasoline Prices, and Recession
Economic Synopses, 2022, (10), 1-2 View citations (3)
- Why Price Controls Should Stay in the History Books
The Regional Economist, 2022 View citations (2)
2021
- Can risk explain the profitability of technical trading in currency markets?
Journal of International Money and Finance, 2021, 110, (C) View citations (6)
See also Working Paper Can risk explain the profitability of technical trading in currency markets?, Working Papers (2020) (2020)
- International Inflation Trends
Economic Synopses, 2021, (9), 1-2
- Monetary Policy and Economic Performance Since the Financial Crisis
Review, 2021, 103, (4), 425-460
See also Working Paper Monetary Policy and Economic Performance Since the Financial Crisis, Globalization Institute Working Papers (2020) View citations (4) (2020)
- More Stories of Unconventional Monetary Policy
Review, 2021, 103, (2), 207-270 View citations (2)
See also Working Paper More Stories of Unconventional Monetary Policy, Working Papers (2020) View citations (1) (2020)
- Overshooting the Inflation Target
Economic Synopses, 2021, (24), 1-3
- Supply and demand shifts of shorts before Fed announcements during QE1–QE3
Economics Letters, 2021, 200, (C)
See also Working Paper Supply and demand shifts of shorts before Fed announcements during QE1–QE3, Working Papers (2020) (2020)
2020
- Central Bank Responses to COVID-19
Economic Synopses, 2020, (23) View citations (3)
- Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities
Economic Synopses, 2020, (19)
- Federal Reserve System International Facilities
Economic Synopses, 2020, (29) View citations (1)
- Negative U.S. Interest Rates?
Economic Synopses, 2020, (4)
- Responses of International Central Banks to the COVID-19 Crisis
Review, 2020, 102, (4), 338-384 View citations (11)
- Secondary Market Corporate Credit Facility Supports Main Street
Economic Synopses, 2020, (17) View citations (1)
- Supporting Small Borrowers: ABS Markets and the TALF
Economic Synopses, 2020, (20) View citations (1)
- The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
Journal of Business & Economic Statistics, 2020, 38, (2), 410-427 View citations (8)
See also Working Paper The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited, Working Papers (2014) View citations (5) (2014)
- The Stock Market's Wild Ride
Economic Synopses, 2020, (15)
2019
- Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
Journal of Econometrics, 2019, 209, (2), 158-184 View citations (16)
See also Working Paper Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book, IRTG 1792 Discussion Papers (2018) View citations (1) (2018)
- The Asset Holdings of the Bank of Japan
Economic Synopses, 2019, (17)
- The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Journal of International Money and Finance, 2019, 94, (C), 32-47 View citations (8)
See also Working Paper The response of multinationals’ foreign exchange rate exposure to macroeconomic news, Working Papers (2017) View citations (2) (2017)
- What to Expect from Quantitative Tightening
Economic Synopses, 2019, (8) View citations (3)
2018
- Why Are U.S. Bond Yields So High?
Economic Synopses, 2018, (18), 1-2
2017
- Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy
Review, 2017, 99, (2) View citations (3)
See also Working Paper Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy, Working Papers (2017) View citations (3) (2017)
- Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Journal of Empirical Finance, 2017, 43, (C), 43-58 View citations (3)
See also Working Paper Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements, Working Papers (2017) View citations (3) (2017)
- The People’s Bank of China Boosts the Yuan
Economic Synopses, 2017, (3), 1-2 View citations (1)
2016
- Chinese Foreign Exchange Reserves and the U.S. Economy
Economic Synopses, 2016, (9), 1-2
2015
- Common Fluctuations in OECD Budget Balances
Review, 2015, 97, (2), 109-132 View citations (1)
See also Working Paper Common fluctuations in OECD budget balances, Working Papers (2009) View citations (1) (2009)
- Financial Engineering Versus Cancer
Economic Synopses, 2015, (18)
- How Much Do Oil Prices Affect Inflation?
Economic Synopses, 2015, (10) View citations (10)
- Unconventional monetary policy had large international effects
Journal of Banking & Finance, 2015, 52, (C), 101-111 View citations (315)
See also Working Paper The large scale asset purchases had large international effects, Working Papers (2010) View citations (189) (2010)
- Which continuous-time model is most appropriate for exchange rates?
Journal of Banking & Finance, 2015, 61, (S2), S256-S268 View citations (5)
See also Working Paper Which continuous-time model is most appropriate for exchange rates?, Post-Print (2015) View citations (5) (2015)
2014
- Comparing international bond yields
Economic Synopses, 2014, (19)
- Forecasting the Equity Risk Premium: The Role of Technical Indicators
Management Science, 2014, 60, (7), 1772-1791 View citations (573)
See also Working Paper Forecasting the Equity Risk Premium: The Role of Technical Indicators, Working Papers (2011) View citations (15) (2011)
- International channels of the Fed's unconventional monetary policy
Journal of International Money and Finance, 2014, 44, (C), 24-46 View citations (115)
See also Working Paper International channels of the Fed’s unconventional monetary policy, Working Papers (2012) View citations (30) (2012)
- Lessons from the taper tantrum
Economic Synopses, 2014, (2) View citations (17)
- The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices
Review, 2014, 96, (1), 73-109 View citations (14)
2013
- Four stories of quantitative easing
Review, 2013, (Jan), 51-88 View citations (167)
- Lessons from the evolution of foreign exchange trading strategies
Journal of Banking & Finance, 2013, 37, (10), 3783-3798 View citations (39)
See also Working Paper Lessons from the evolution of foreign exchange trading strategies, Working Papers (2011) View citations (1) (2011)
- Political pressure on the bank of Japan: interference or accountability?
Economic Synopses, 2013 View citations (2)
- Would it help to eliminate interest on reserves?
Economic Synopses, 2013
2012
- CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY
Pacific Economic Review, 2012, 17, (3), 391-414 View citations (1)
See also Working Paper Capital flows and Japanese asset volatility, Working Papers (2011) View citations (1) (2011)
- The mysterious Greek yield curve
Economic Synopses, 2012 View citations (8)
2011
- A foreign exchange intervention in an era of restraint
Review, 2011, 93, (Sep), 303-324 View citations (31)
- A survey of announcement effects on foreign exchange volatility and jumps
Review, 2011, 93, (Sep), 361-385 View citations (26)
- Fiscal policy and expected inflation
Economic Synopses, 2011 View citations (1)
- International comovements in inflation rates and country characteristics
Journal of International Money and Finance, 2011, 30, (7), 1471-1490 View citations (125)
- Jumps, cojumps and macro announcements
Journal of Applied Econometrics, 2011, 26, (6), 893-921 View citations (198)
See also Working Paper Jumps, cojumps and macro announcements, LIDAM Reprints CORE (2011) View citations (149) (2011)
- The difference between currency manipulation and monetary policy
Economic Synopses, 2011 View citations (3)
- The great foreign exchange intervention of 2011
Economic Synopses, 2011 View citations (1)
2010
- "How central should the central bank be?" a comment
Economic Synopses, 2010
- A survey of announcement effects on foreign exchange returns
Review, 2010, 92, (Sep), 417-464 View citations (40)
- Okun's law: output and unemployment
Economic Synopses, 2010 View citations (5)
- The effects of large-scale asset purchases on TIPS inflation expectations
Economic Synopses, 2010 View citations (16)
- U.S. historical experience with deflation
Economic Synopses, 2010 View citations (1)
2009
- Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?
Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 188-205 View citations (15)
See also Working Paper Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?, Working Papers (2004) View citations (7) (2004)
- Markets worry more about sovereign debt
International Economic Trends, 2009, (Feb) View citations (1)
- Systemic risk and the financial crisis: a primer
Review, 2009, 91, (Sep), 403-418 View citations (21)
- The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
Journal of Financial and Quantitative Analysis, 2009, 44, (2), 467-488 View citations (126)
See also Working Paper The adaptive markets hypothesis: evidence from the foreign exchange market, Working Papers (2007) View citations (16) (2007)
2008
- Central bank authorities' beliefs about foreign exchange intervention
Journal of International Money and Finance, 2008, 27, (1), 1-25 View citations (75)
See also Working Paper Central bank authorities’ beliefs about foreign exchange intervention, Working Papers (2007) View citations (9) (2007)
- Foreign Exchange Volatility Is Priced in Equities
Financial Management, 2008, 37, (4), 769-790 | |
