Christopher J. Neely - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Other author(s)
Full text	International Channels of the Fed's Unconventional Monetary Policy San Francisco Fed Working Papers [View] (Paper: 2012-12, 07.09.2012)	Michael D. Bauer
Abstract Full text	Econometric Modeling of Exchange Rate Volatility and Jumps St Louis Fed Working Papers [View] (Paper: 2012-008, 04.04.2012) JEL: C13, C14, C58, F31	Deniz Erdemlioglu Sébastien Laurent
Abstract Full text	Capital Flows and Japanese Asset Volatility St Louis Fed Working Papers [View] (Paper: 2011-034, 26.10.2011)	Brett W. Fawley
Abstract Full text	Lessons from the Evolution of Foreign Exchange Trading Strategies St Louis Fed Working Papers [View] (Paper: 2011-021, 21.09.2011)	Paul A. Weller
Abstract Full text	Technical Analysis in the Foreign Exchange Market St Louis Fed Working Papers [View] (Paper: 2011-001, 22.02.2011)	Paul A. Weller
Abstract Full text	The Large Scale Asset Purchases Had Large International Effects St Louis Fed Working Papers [View] (Paper: 2010-018, 07.07.2010)
Abstract Full text	Out-of-Sample Equity Premium Prediction: Economic Fundamentals vs. Moving-Average Rules St Louis Fed Working Papers [View] (Paper: 2010-008, 11.03.2010)	Jun Tu Ge Zhou David E. Rapach
Abstract Full text	Common Fluctuations in OECD Budget Balances St Louis Fed Working Papers [View] (Paper: 2009-055, 26.10.2009)	David E. Rapach
Abstract Full text	Is Inflation an International Phenomenon? St Louis Fed Working Papers [View] (Paper: 2008-025, 02.08.2008) JEL: C32, E31, E52, F42	David E. Rapach
Abstract Full text	Real Interest Rate Persistence: Evidence and Implications St Louis Fed Working Papers [View] (Paper: 2008-018, 04.07.2008) JEL: C22, E21, E44, E52, E62, G12	David E. Rapach
Full text	The Dynamic Interaction of Order Flows and the CAD/USD Exchange Rate St Louis Fed Working Papers [View] (Paper: 2008-006, 02.04.2008) JEL: C32, F31, F37	Nikola Gradojevic
Full text	The Microstructure of the U.S. Treasury Market St Louis Fed Working Papers [View] (Paper: 2007-052, 12.12.2007) JEL: D53, E43, E44, G12	Bruce Mizrach
Full text	Jumps, Cojumps and Macro Announcements St Louis Fed Working Papers [View] (Paper: 2007-032, 29.08.2007)	Sébastien Laurent Jérôme Lahaye
Full text	The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market St Louis Fed Working Papers [View] (Paper: 2006-046, 05.08.2006) JEL: F31, G11, G14	Joshua M. Ulrich Paul A. Weller
Full text	Authorities’ Beliefs about Foreign Exchange Intervention: Getting Back Under the Hood St Louis Fed Working Papers [View] (Paper: 2006-045, 17.07.2006) JEL: E58, F31, F42
Full text	Central Bank Intervention with Limited Arbitrage St Louis Fed Working Papers [View] (Paper: 2006-033, 10.05.2006) JEL: E58, F3, F31	Paul A. Weller
Full text	Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components St Louis Fed Working Papers [View] (Paper: 2006-031, 09.05.2006)	Sébastien Laurent Jérôme Lahaye Franz C. Palm Michel Beine
Full text	The Transition to Electronic Trading in the Secondary Treasury Market St Louis Fed Working Papers [View] (Paper: 2006-012, 04.03.2006) JEL: C32, D4, G12, G14	Bruce Mizrach
Full text	Investigating the Intertemporal Risk-Return Relation in International Stock Markets with the Component GARCH Model St Louis Fed Working Papers [View] (Paper: 2006-006, 03.03.2006)	Hui Guo
Full text	The Microstructure of Bond Market Tatonnement St Louis Fed Working Papers [View] (Paper: 2005-070, 07.11.2005) JEL: C32, D4, G12, G14	Bruce Mizrach
Full text	The Case for Foreign Exchange Intervention: The Government as a Long-term Speculator St Louis Fed Working Papers [View] (Paper: 2004-031, 10.11.2004)
Full text	Is Foreign Exchange Delta Hedging Risk Priced? St Louis Fed Working Papers [View] (Paper: 2004-029, 05.11.2004) JEL: F31, G15	Hui Guo

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004