Christopher J. Neely : Citation Profile

Federal Reserve Bank of St. Louis

31

H index

52

i10 index

3904

Citations

RESEARCH PRODUCTION:

125

Articles

86

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 125
   Journals where Christopher J. Neely has often published
   Relations with other researchers
   Recent citing documents: 178.    Total self citations: 92 (2.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pne3
   Updated: 2025-06-14    RAS profile: 2025-05-15    
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Relations with other researchers

Works with:

Mizrach, Bruce (5)

Martínez García, Enrique (4)

Caldara, Dario (4)

Gagnon, Etienne (4)

Boudt, Kris (2)

McInish, Thomas (2)

Bhattarai, Saroj (2)

Bouamara, Nabil (2)

Yang, Xiye (2)

Karson, Evan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christopher J. Neely.

Is cited by:

Menkhoff, Lukas (88)

Taylor, Mark (69)

Zhang, Yaojie (49)

Wang, Yudong (47)

GUPTA, RANGAN (46)

Sarno, Lucio (40)

Fatum, Rasmus (36)

Humpage, Owen (36)

Reitz, Stefan (34)

Beine, Michel (33)

Schrimpf, Andreas (30)

Cites to:

Bollerslev, Tim (82)

Andersen, Torben (45)

Diebold, Francis (42)

Laurent, Sébastien (39)

Taylor, Mark (33)

Fatum, Rasmus (29)

Sarno, Lucio (29)

Lyons, Richard (25)

Lebaron, Blake (25)

Campbell, John (24)

Engel, Charles (23)

Main data

Where Christopher J. Neely has published?

Journals with more than one article published# docs
Economic Synopses34
Review29
Journal of International Money and Finance9
International Economic Trends9
The Regional Economist8
Monetary Trends5
Journal of Banking & Finance5
International Journal of Finance & Economics3
Journal of Financial and Quantitative Analysis3
Journal of Empirical Finance2
Economics Letters2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis62
On the Economy / Federal Reserve Bank of St. Louis10
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Christopher J. Neely (2025 and 2024)

YearTitle of citing document
2024Impact of Selected Factors on International Trade of Bangladesh: An Empirical Analysis. (2024). Zafar, Abdullah Bin. In: International Journal of Science and Business. RePEc:aif:journl:v:35:y:2024:i:1:p:30-47.

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2024Le implicazioni economiche delle perdite delle banche centrali. (2024). Papi, Luca. In: Working Papers. RePEc:anc:wpaper:492.

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2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

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2024Jump detection in high-frequency order prices. (2024). Hautsch, Nikolaus ; Bibinger, Markus ; Ristig, Alexander. In: Papers. RePEc:arx:papers:2403.00819.

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2024Causality-Inspired Models for Financial Time Series Forecasting. (2024). Lu, Yutong ; Lin, XI ; Cucuringu, Mihai ; Oliveira, Daniel Cunha ; Fujita, Andre. In: Papers. RePEc:arx:papers:2408.09960.

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2024Central Bank Digital Currency and Transmission of Monetary Policy. (2024). Davoodalhosseini, S. Mohammad R. ; Bhattarai, Saroj ; Zhao, Zhenning. In: Staff Working Papers. RePEc:bca:bocawp:24-27.

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2024The macroeconomic effects of reducing a central bank monetary policy portfolio: a model-based evaluation. (2024). Pisani, Massimiliano ; Notarpietro, Alessandro ; Bartocci, Anna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1472_24.

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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370.

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2024Global Spillovers of Chinas Monetary Policy. (2024). Lei, Wenni ; Zhang, MI ; Mei, Dongzhou. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:3:p:1-30.

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2024International comovements of public debt. (2024). Yun, Youngjin ; Payne, James ; Lee, Junsoo ; Arčabić, Vladimir ; Arabi, Vladimir ; Isomitdinov, Hasan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:722-747.

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2024International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Rahman, Md Rashedur ; Schaffer, Matthew. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100.

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2024Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility. (2024). Yu, Jin ; Liu, Guangying ; Hao, Hongxia ; Lin, Jin Guan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:613-638.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024Optimal quantitative easing and tightening. (2024). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:1063.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Bank of England working papers. RePEc:boe:boeewp:1068.

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2024The yield curve impact of government debt issuance surprises and the implications for QT. (2024). Lengyel, Andras ; Joyce, Michael. In: Bank of England working papers. RePEc:boe:boeewp:1097.

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2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2449.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Janeway Institute Working Papers. RePEc:cam:camjip:2423.

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2024Financial advisory firms, asset reallocation and price pressure in the FOREX market. (2024). Pinto Avalos, Francisco ; Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1020.

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2024Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084.

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2025Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections. (2025). Chantaraboontha, Arisa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1276.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

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2024Trading Momentum in the U.S. Crude Oil Futures Market. (2024). Hamdan, Dalia ; Starkova, Olga ; Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-61.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Padhan, Rakesh ; Prabheesh, K P ; Bhat, Javed Ahmad. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

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2024Regulatory Effects of the Combinations of Aggregate and Structural Monetary Policy Instruments: an application of New Keynesian DSGE model to China. (2024). Wang, Li-Hui ; Li, Fu-An. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1120-1143.

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2024International spillovers of conventional versus new monetary policy. (2024). Hashmi, Aamir ; Nsafoah, Dennis. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001688.

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2024What drives labor force participation rate variability? The case of West Virginia. (2024). Stewart, Shamar ; Beverly, Josh ; Neill, Clinton L. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002189.

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2024A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Li, Xiaojing ; Bai, Wei ; Zhang, Junting ; Liu, Haifei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2024The asymmetric effects of quantitative tightening and easing on financial markets. (2024). Ostry, Daniel ; Lloyd, Simon. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524002052.

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2024Comovement and Global Imbalances of Current Accounts. (2024). Yang, Zheng ; Kim, Yoonbai ; Lee, Junsoo ; You, YU. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000219.

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2024Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor. (2024). Thomas, Carlos ; Gimeno, Ricardo ; Equiza-Goñi, Juan ; Moreno, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000734.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2024Impact of asymmetry on exchange rate determination: The role of fundamentals. (2024). Korap, Levent. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001018.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2024Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759.

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2024Forecasting carbon futures returns using feature selection and Markov chain with sample distribution. (2024). Zhang, Weiguo ; Xu, Weijun ; Zhao, Yuan ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006704.

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2025Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144.

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2024Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412.

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2024Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246.

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2024Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Wang, Yuejing ; Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Hansen, Erwin ; Diaz, Juan D ; Cabrera, Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2024Realized normal volatility and maximum outlying jumps in high frequency returns for Korean won–US Dollar. (2024). Chae-Deug, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s105752192400276x.

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2024Biodiversity and stock returns. (2024). Zeng, Qing ; Wu, Hanlin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003181.

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2024The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131.

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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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2024Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167.

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2024Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392.

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2024A note on the Gumbel convergence for the Lee and Mykland jump tests. (2024). Vidal, Joo Pedro ; Ruas, Joo Pedro. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011868.

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2024Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Zou, MI ; Han, Lin. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Jixiang, Zhang ; Feng, MA. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2024Market volatility and the trend factor. (2024). Xiong, Zhitao ; Xu, Weike ; Sun, Minxing ; Gu, Ming. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006251.

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2024Monetary policy, corporate credit and digital transformation. (2024). Jiang, Ruishi ; Long, Keru ; Ruan, Jia ; Ni, Jianhui. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007682.

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2024Stabilizing the financial markets through communication and informed trading. (2024). Wang, Gaowang ; Huang, Shaoan ; Guo, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000156.

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2024The effectiveness of FX interventions: A meta-analysis. (2024). Villamizar-Villegas, mauricio ; Rodríguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920300930.

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2024Effectiveness of FX intervention and the flimsiness of exchange rate expectations. (2024). Villamizar-Villegas, mauricio ; Vargas-Herrera, Hernando. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301169.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024The boom of corporate debt in emerging markets: Carry trade or save to invest?. (2024). Jara, Mauricio ; de Gregorio, Jose. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199623001307.

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2024Whatever-it-takes policymaking during the pandemic. (2024). Dominguez, Kathryn ; Foschi, Andrea. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000394.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Niu, Zibo ; Zhu, Xuehong ; Suleman, Muhammad Tahir ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2024Market timing with moving average distance: International evidence. (2024). Kaplanski, Guy ; Abudy, Menachem ; Mugerman, Yevgeny. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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2025Predicting the equity premium around the globe: Comprehensive evidence from a large sample. (2025). Tharann, Bjrn ; Simen, Chardin Wese ; Hollstein, Fabian ; Prokopczuk, Marcel. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:208-228.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2024State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031.

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2024From Man vs. Machine to Man + Machine: The art and AI of stock analyses. (2024). Jiang, Wei ; Cao, Sean ; Wang, Junbo ; Yang, Baozhong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001338.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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2024Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention. (2024). Naef, Alain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001165.

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2024Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

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2024Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396.

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2025Understanding the use of unconventional monetary policy for portfolio decarbonisation in Europe. (2025). Corbet, Shaen ; Muiz, Jos Antonio ; Larkin, Charles. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002183.

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2024Stock return predictability using economic narrative: Evidence from energy sectors. (2024). Ma, Tian ; Zhang, Huajing ; Li, Ganghui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000370.

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2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2024Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414.

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2024Make-up strategies with finite planning horizons but infinitely forward-looking asset prices. (2024). Matheron, Julien ; LE BIHAN, Hervé ; Dupraz, Stéphane. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001502.

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2024What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138.

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More than 100 citations found, this list is not complete...

Works by Christopher J. Neely:

YearTitleTypeCited
2022An Analysis of the Literature on International Unconventional Monetary Policy In: Journal of Economic Literature.
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2023Sluggish news reactions: A combinatorial approach for synchronizing stock jumps In: Papers.
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2001Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model. In: Journal of Business & Economic Statistics.
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1997A BENEFIT‐COST ANALYSIS OF DISINFLATION In: Contemporary Economic Policy.
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2008Foreign Exchange Volatility Is Priced in Equities In: Financial Management.
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2006Foreign exchange volatility is priced in equities.(2006) In: Working Papers.
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2012CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY In: Pacific Economic Review.
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2011Capital flows and Japanese asset volatility.(2011) In: Working Papers.
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2011Jumps, cojumps and macro announcements In: LIDAM Reprints CORE.
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2007Jumps, cojumps and macro announcements.(2007) In: Working Papers.
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2011Jumps, cojumps and macro announcements.(2011) In: Journal of Applied Econometrics.
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1995Endogenous Realignments and the Sustainability of a Target Zone In: CEPR Discussion Papers.
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1996Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach In: CEPR Discussion Papers.
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1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach.(1997) In: Journal of Financial and Quantitative Analysis.
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1997Is technical analysis in the foreign exchange market profitable? a genetic programming approach.(1997) In: Working Papers.
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2000Predictability in International Asset Returns: A Reexamination In: Journal of Financial and Quantitative Analysis.
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1999Predictability in international asset returns: a reexamination.(1999) In: Working Papers.
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2009The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market In: Journal of Financial and Quantitative Analysis.
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2021Supply and demand shifts of shorts before Fed announcements during QE1–QE3 In: Economics Letters.
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2008Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model In: Economics Letters.
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2006Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model.(2006) In: Working Papers.
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2019Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book In: Journal of Econometrics.
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2017Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book.(2017) In: Working Papers.
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2018Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book.(2018) In: IRTG 1792 Discussion Papers.
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2025Mind your language: Market responses to central bank speeches In: Journal of Econometrics.
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2017Systematic cojumps, market component portfolios and scheduled macroeconomic announcements In: Journal of Empirical Finance.
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1999Target zones and conditional volatility: The role of realignments In: Journal of Empirical Finance.
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1998Target zones and conditional volatility: the role of realignments.(1998) In: Working Papers.
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2002The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits In: Journal of International Economics.
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2009Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? In: Journal of International Financial Markets, Institutions and Money.
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2007Can Markov switching models predict excess foreign exchange returns? In: Journal of Banking & Finance.
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2008Information shares in the US Treasury market In: Journal of Banking & Finance.
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2013Lessons from the evolution of foreign exchange trading strategies In: Journal of Banking & Finance.
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2011Lessons from the evolution of foreign exchange trading strategies.(2011) In: Working Papers.
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2015Unconventional monetary policy had large international effects In: Journal of Banking & Finance.
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2010The large scale asset purchases had large international effects.(2010) In: Working Papers.
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2015Which continuous-time model is most appropriate for exchange rates? In: Journal of Banking & Finance.
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2021Can risk explain the profitability of technical trading in currency markets? In: Journal of International Money and Finance.
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2022How persistent are unconventional monetary policy effects? In: Journal of International Money and Finance.
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2016How Persistent Are Unconventional Monetary Policy Effects?.(2016) In: Working Papers.
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1999Technical trading rules in the European Monetary System In: Journal of International Money and Finance.
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1998Technical trading rules in the European Monetary System.(1998) In: Working Papers.
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2001Technical analysis and central bank intervention In: Journal of International Money and Finance.
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2000Technical analysis and central bank intervention.(2000) In: Working Papers.
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2003Intraday technical trading in the foreign exchange market In: Journal of International Money and Finance.
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2001Intraday technical trading in the foreign exchange market.(2001) In: Working Papers.
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2008Central bank authorities beliefs about foreign exchange intervention In: Journal of International Money and Finance.
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2007Central bank authorities’ beliefs about foreign exchange intervention.(2007) In: Working Papers.
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2011International comovements in inflation rates and country characteristics In: Journal of International Money and Finance.
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2014International channels of the Feds unconventional monetary policy In: Journal of International Money and Finance.
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2012International channels of the Fed’s unconventional monetary policy.(2012) In: Working Paper Series.
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2012International channels of the Fed’s unconventional monetary policy.(2012) In: Working Papers.
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2019The response of multinationals’ foreign exchange rate exposure to macroeconomic news In: Journal of International Money and Finance.
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2017The response of multinationals’ foreign exchange rate exposure to macroeconomic news.(2017) In: Working Papers.
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2003Risk-adjusted, ex ante, optimal technical trading rules in equity markets In: International Review of Economics & Finance.
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2001Risk-adjusted, ex ante, optimal technical trading rules in equity markets.(2001) In: Working Papers.
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2013Econometric modeling of exchange rate volatility and jumps In: Chapters.
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2020Monetary Policy and Economic Performance Since the Financial Crisis In: Globalization Institute Working Papers.
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2020Monetary Policy and Economic Performance since the Financial Crisis.(2020) In: Finance and Economics Discussion Series.
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2021Monetary Policy and Economic Performance Since the Financial Crisis.(2021) In: Review.
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2014Lessons from the taper tantrum In: Economic Synopses.
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2014Comparing international bond yields In: Economic Synopses.
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2015How Much Do Oil Prices Affect Inflation? In: Economic Synopses.
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2015Financial Engineering Versus Cancer In: Economic Synopses.
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2016Chinese Foreign Exchange Reserves and the U.S. Economy In: Economic Synopses.
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2017The People’s Bank of China Boosts the Yuan In: Economic Synopses.
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2018Why Are U.S. Bond Yields So High? In: Economic Synopses.
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2019What to Expect from Quantitative Tightening In: Economic Synopses.
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2019The Asset Holdings of the Bank of Japan In: Economic Synopses.
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2020Negative U.S. Interest Rates? In: Economic Synopses.
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2020The Stock Markets Wild Ride In: Economic Synopses.
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2020Secondary Market Corporate Credit Facility Supports Main Street In: Economic Synopses.
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2020Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities In: Economic Synopses.
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2020Supporting Small Borrowers: ABS Markets and the TALF In: Economic Synopses.
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2020Central Bank Responses to COVID-19 In: Economic Synopses.
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2020Federal Reserve System International Facilities In: Economic Synopses.
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2021International Inflation Trends In: Economic Synopses.
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2021Overshooting the Inflation Target In: Economic Synopses.
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2022The Russian Invasion, Oil and Gasoline Prices, and Recession In: Economic Synopses.
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2022A Shutoff of Russian Natural Gas In: Economic Synopses.
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2023The Rise and Fall of M2 In: Economic Synopses.
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2023The FDIC Studies “Options for Deposit Insurance Reform” In: Economic Synopses.
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2023Modeling Professional Recession Forecasts In: Economic Synopses.
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2024Why Have a Strategic Petroleum Reserve? In: Economic Synopses.
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2010U.S. historical experience with deflation In: Economic Synopses.
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2010Okuns law: output and unemployment In: Economic Synopses.
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2011The great foreign exchange intervention of 2011 In: Economic Synopses.
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2011The difference between currency manipulation and monetary policy In: Economic Synopses.
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2011Fiscal policy and expected inflation In: Economic Synopses.
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2012The mysterious Greek yield curve In: Economic Synopses.
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2013Political pressure on the bank of Japan: interference or accountability? In: Economic Synopses.
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2013Would it help to eliminate interest on reserves? In: Economic Synopses.
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2004Miscommunication shook up mortgage, bond markets In: The Regional Economist.
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2007Asian nations driving world oil prices In: The Regional Economist.
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2007Why do gasoline prices react to things that have not happened? In: The Regional Economist.
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2014The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices In: Review.
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2015Common Fluctuations in OECD Budget Balances In: Review.
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1996The giant sucking sound: did NAFTA devour the Mexican peso? In: Review.
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1998Technical analysis and the profitability of U.S. foreign exchange intervention In: Review.
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1999An introduction to capital controls In: Review.
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2000Are changes in foreign exchange reserves well correlated with official intervention? In: Review.
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2001The practice of central bank intervention: looking under the hood In: Review.
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2000The practice of central bank intervention: looking under the hood.(2000) In: Working Papers.
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2002Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics In: Review.
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2011A survey of announcement effects on foreign exchange volatility and jumps In: Review.
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2013Four stories of quantitative easing In: Review.
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1998Endogenous realignments and the sustainability of a target In: Working Papers.
[Full Text][Citation analysis]		paper1
1994A reconsideration of the properties of the generalized method moments in asset pricing models In: Working Papers.
[Full Text][Citation analysis]		paper1
1994Realignments of target zone exchange systems: what do we know? In: Working Papers.
[Full Text][Citation analysis]		paper6
1999Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM In: Working Papers.
[Full Text][Citation analysis]		paper1
1998Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM.(1998) In: Working Papers.
[Citation analysis]
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1995Testing asset pricing models with Euler equations: its worse than you think In: Working Papers.
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2001Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics In: Working Papers.
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2004Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? In: Working Papers.
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2005Year-end seasonality in one-month LIBOR derivatives In: Working Papers.
[Full Text][Citation analysis]		paper1
2005The case for foreign exchange intervention: the government as an active reserve manager In: Working Papers.
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2006Identifying the effects of U.S. intervention on the levels of exchange rates In: Working Papers.
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2007Central bank intervention and exchange rate volatility, its continuous and jump components In: Working Papers.
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2007Central bank intervention and exchange rate volatility, its continuous and jump components.(2007) In: International Journal of Finance & Economics.
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2007Central Bank intervention and exchange rate volatility: its continuous and jump components.(2007) In: ULB Institutional Repository.
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2007Central bank intervention with limited arbitrage In: Working Papers.
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2007Central bank intervention with limited arbitrage.(2007) In: International Journal of Finance & Economics.
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2007The microstructure of the U.S. treasury market In: Working Papers.
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2008The dynamic interaction of order flows and the CAD/USD exchange rate In: Working Papers.
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2008Is inflation an international phenomenon? In: Working Papers.
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2010Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules In: Working Papers.
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2014Forecasting the Equity Risk Premium: The Role of Technical Indicators.(2014) In: Management Science.
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2011Technical analysis in the foreign exchange market In: Working Papers.
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2014The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited In: Working Papers.
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2020The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited.(2020) In: Journal of Business & Economic Statistics.
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2020Unconventional monetary policy and the behavior of shorts In: Working Papers.
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2024Unconventional Monetary Policy and the Behavior of Shorts.(2024) In: Journal of Money, Credit and Banking.
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2025Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications In: Working Papers.
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2020A Look at the Fed’s Emergency Lending Programs In: On the Economy.
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2021More Irrational Exuberance? A Look at Stock Prices In: On the Economy.
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2022Russia’s Invasion of Ukraine and Its Impact on Stock Prices In: On the Economy.
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2022Inflation and the Real Value of Debt: A Double-edged Sword In: On the Economy.
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2022The Innocent Greenbacks Abroad: U.S. Currency Held Internationally In: On the Economy.
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2023Reviewing the Impact of Energy Sanctions on Russia In: On the Economy.
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2023What Is the Probability of a Recession? The Message from Yield Spreads In: On the Economy.
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2024Measuring Inflation: Headline, Core and “Supercore” Services In: On the Economy.
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2024The Costless Disinflation of 2022-24 In: On the Economy.
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2024What Happens to Expected Stock Volatility around Election Day? In: On the Economy.
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2007Exchange rate intervention In: International Journal of Finance & Economics.
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2003Endogenous realignments in a target zone In: Oxford Economic Papers.
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2006The Transition to Electronic Trading in the Secondary Treasury Market In: Departmental Working Papers.
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2008Optimal discrete hedging in the Heston Stochastic Volatility Model In: Working Paper Series.
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2008Optimal discrete hedging in the Heston Stochastic Volatility Model In: Working Paper Series.
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