Christopher Neely : Citation Profile

Are you Christopher Neely?

Federal Reserve Bank of St. Louis

31

H index

48

i10 index

3610

Citations

RESEARCH PRODUCTION:

120

Articles

74

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 124
   Journals where Christopher Neely has often published
   Relations with other researchers
   Recent citing documents: 317.    Total self citations: 88 (2.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pne3
   Updated: 2023-11-04    RAS profile: 2023-06-07    
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Relations with other researchers

Works with:

Mizrach, Bruce (5)

Caldara, Dario (4)

Martínez García, Enrique (4)

Gagnon, Etienne (4)

Karson, Evan (2)

McInish, Thomas (2)

Bhattarai, Saroj (2)

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

Is cited by:

Menkhoff, Lukas (87)

Taylor, Mark (68)

GUPTA, RANGAN (44)

Sarno, Lucio (40)

Humpage, Owen (36)

Fatum, Rasmus (35)

Reitz, Stefan (35)

Beine, Michel (33)

Wang, Yudong (33)

Schrimpf, Andreas (29)

Zhang, Yaojie (28)

Cites to:

Bollerslev, Tim (86)

Andersen, Torben (48)

Diebold, Francis (44)

Laurent, Sébastien (39)

Taylor, Mark (33)

Sarno, Lucio (29)

Fatum, Rasmus (29)

Swanson, Eric (26)

Lebaron, Blake (25)

Lyons, Richard (25)

Engel, Charles (23)

Main data

Where Christopher Neely has published?

Journals with more than one article published# docs
Economic Synopses32
Review28
International Economic Trends9
Journal of International Money and Finance9
The Regional Economist8
Journal of Banking & Finance5
Monetary Trends5
Journal of Financial and Quantitative Analysis3
International Journal of Finance & Economics3
Journal of Empirical Finance2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis60
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Christopher Neely (2023 and 2022)

YearTitle of citing document
2023Deep Reinforcement Learning for Active High Frequency Trading. (2021). Briola, Antonio ; Turiel, Jeremy ; Marcaccioli, Riccardo ; Aste, Tomaso. In: Papers. RePEc:arx:papers:2101.07107.

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2022Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2023Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

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2023Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297.

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2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2023The Federal Reserves Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis. (2023). KAMKOUM, Arnaud Cedric. In: Papers. RePEc:arx:papers:2305.12318.

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2022Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436.

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2022.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2022International Transmission of Quantitative Easing Policies: Evidence from Canada. (2022). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:22-30.

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2022Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices. (2022). Matheron, Julien ; le Bihan, Herve ; Dupraz, Stephane. In: Working Papers. RePEc:bde:wpaper:2218.

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023.

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2023.

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2022The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885.

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2023Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention. (2023). Naef, Alain. In: Working papers. RePEc:bfr:banfra:911.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: BIS Working Papers. RePEc:bis:biswps:1068.

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2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588.

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2022A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2022The Virus, the Dollar, and the Global Order: The COVID?19 Crisis in Comparative Perspective. (2022). Hung, Hofung. In: Development and Change. RePEc:bla:devchg:v:53:y:2022:i:6:p:1177-1199.

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2022Economic forecasts, anchoring bias, and stock returns. (2022). Yu, Han ; Dutta, Sandip ; Birz, Gene. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191.

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2022Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661.

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2022Driving Global Convergence in Green Financial Policies: China as Policy Pioneer and the EU as Standard Setter. (2022). Larsen, Mathias Lund. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:3:p:358-370.

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2022Detecting persistent one?sided intervention in foreign exchange markets: A simple test. (2022). Wang, Jenkuan ; Chen, Shiusheng. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:23-45.

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2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

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2023The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358.

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2023Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440.

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2022Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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2022A new volatility model: GQARCH?ItÔ model. (2022). Xu, LU ; Sun, Yulei ; Yuan, Huiling ; Cui, Xiangyu ; Zhou, Yong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:345-370.

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2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

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2022The Role of Global and Domestic Shocks for Inflation Dynamics: Evidence from Asia. (2022). Tillmann, Peter ; Finck, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1181-1208.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

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2022Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2022). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:606-628.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340.

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2022Monetary policy transmission during QE times: role of expectations and term premia channels. (2022). Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0978.

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2022Links between government bond and futures markets: dealer-client relationships and price discovery in the UK. (2022). Mankodi, Aakash ; Lazarov, Vladimir ; di Gangi, Domenico ; Silvestri, Laura. In: Bank of England working papers. RePEc:boe:boeewp:0991.

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2023Unwinding quantitative easing: state dependency and household heterogeneity. (2023). Cantore, Cristiano ; Meichtry, Pascal. In: Bank of England working papers. RePEc:boe:boeewp:1030.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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2022A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:301.

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2022Causal effects of the Feds large-scale asset purchases on firms capital structure. (2022). Pesaran, M H ; Nocera, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2224.

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2022Quantitative Easing and Macroeconomic Performance in the United States. (2022). Mulaahmetovi, Inda. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:3:p:79-98.

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2023UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9.

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2023An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629.

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2022Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure. (2022). Pesaran, Hashem M ; Nocera, Andrea . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9695.

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2022International Portfolio Rebalancing and Fiscal Policy Spillovers. (2022). Kabaca, Serdar ; Aysun, Uluc ; Alpanda, Sami. In: Working Papers. RePEc:cfl:wpaper:2022-01ua.

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2023Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2022Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28.

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2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura ; Westerhoff, Frank. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482.

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2023Quantitative easing in the US and financial cycles in emerging markets. (2023). Wesołowski, Grzegorz ; Kolasa, Marcin ; Wesoowski, Grzegorz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000374.

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2022Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence. (2022). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000463.

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2022Causal analysis of central bank holdings of corporate bonds under interference. (2022). Silvestrini, Andrea ; Mercatanti, Andrea ; Li, Fan ; Makinen, Taneli. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001195.

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2022Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

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2023To lend or not to lend? The ECB as the ‘intermediary of last resort’. (2023). Burietz, Aurore ; Picault, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000408.

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2022Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079.

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2022Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?. (2022). Sadorsky, Perry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000572.

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2022News and intraday jumps: Evidence from regularization and class imbalance. (2022). Poli, Francesco ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000900.

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2022Impact of network investor sentiment and news arrival on jumps. (2022). Xu, Lei ; Qiao, Gaoxiu ; Zhang, Chang ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001218.

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2022Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options. (2022). Peng, Cheng ; Bao, Ying ; Zhao, Yanlong ; Shi, Ruoshi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200122x.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023Is a co-jump in prices a sparse jump?. (2023). Li, Handong ; Song, Shijia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000463.

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2022Informal central bank communication: The role of investor memories. (2022). Ricci, Ornella ; Galloppo, Giuseppe ; Fiordelisi, Franco ; Caiazza, Stefano . In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002002.

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2022Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. (2022). Vega, Clara ; Scotti, Chiara ; Gardner, Ben. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:387-409.

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2023Optimal quantitative easing in a monetary union. (2023). Mavromatis, Kostas ; Maas, Renske ; Kabaca, Serdar ; Priftis, Romanos. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002227.

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2022Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies. (2022). Serletis, Apostolos ; Azad, Nahiyan Faisal. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000832.

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2022Monetary policy surprises and interest rates under Chinas evolving monetary policy framework. (2022). Ho, Chun-Yu ; Fu, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000127.

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2022Economic evaluation of asset pricing models under predictability. (2022). Hansen, Erwin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:50-66.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2023A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465.

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2023Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2022Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648.

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2022Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x.

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2022Carbon prices forecasting in quantiles. (2022). Yan, Cheng ; Shi, Yukun ; Tao, Lizhu ; Duan, Kun ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000457.

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2022Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions. (2022). Zhong, Juandan ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000846.

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2022Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244.

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2022Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?. (2022). Zhang, Yue-Jun ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001852.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic. (2022). Zhang, Hongwei ; Ma, Feng ; Niu, Zibo. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002791.

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2022Oil implied volatility and expected stock returns along the worldwide supply chain. (2022). Wang, Yudong ; Wu, Chongfeng ; Li, Chenchen. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004510.

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2022Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345.

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2023Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. (2023). Chevallier, Julien ; Ma, Feng ; Tan, Xueping ; Guo, Xiaozhu ; Wang, Jiqian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005485.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2022Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x.

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2022Geopolitical risk trends and crude oil price predictability. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222017273.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Forecasting European Union allowances futures: The role of technical indicators. (2023). Tang, Pan ; Zhang, Ditian. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003109.

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2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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2022Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

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

Works by Christopher 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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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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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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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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2008Central bank authorities beliefs about foreign exchange intervention In: Journal of International Money and Finance.
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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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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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2010The effects of large-scale asset purchases on TIPS inflation expectations 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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1999How big is Japans debt? In: International Economic Trends.
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1999An E.U. withholding tax? In: International Economic Trends.
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2001International interest rate linkages In: International Economic Trends.
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2003Global factors in budget deficits In: International Economic Trends.
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2007One dollar = one loonie In: International Economic Trends.
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1994Realignment of target zone exchange rate systems: what do we know? In: Review.
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1995Deflation and real economic activity under the gold standard In: Review.
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1996The giant sucking sound: did NAFTA devour the Mexican peso? In: Review.
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1997Technical analysis in the foreign exchange market: a laymans guide 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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2006The transition to electronic communications networks in the secondary treasury market In: Review.
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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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