Christopher J. Neely

Standard Vita

Long Vita

IDEAS

Education

Ph.D. Economics
University of Iowa
1993

B.S.F.S.
International Economics
Georgetown University
Washington, DC
1988

Contact Info

Phone: (314) 444-8568
Fax: (314) 444-8731
Email: neely@stls.frb.org

Research Division
Federal Reserve Bank of St. Louis
P.O. Box 442
St. Louis, MO 63166-0442

For media inquiries contact:
Adam Allington
mediainquiries@stls.frb.org
Office: (314) 444-8783
Cell: (314) 313-3783

Christopher J. Neely

Review Articles

"The Evolution of Federal Reserve Policy and the Impact of Monetary Policy Surprises on Asset Prices"
with Brett Fawley
Federal Reserve Bank of St. Louis Review, First Quarter 2014, 96(1), pp. 73-109.

"Four Stories of Quantitative Easing"
with Brett Fawley
Federal Reserve Bank of St. Louis Review, January/February 2013, 95(1), pp. 51-88.

"A Foreign Exchange Intervention in an Era of Restraint"
Federal Reserve Bank of St. Louis Review,September/October 2011, 93(5), pp. 303-324.

"A Survey of Announcement Effects on Foreign Exchange Volatility and Jumps"
Federal Reserve Bank of St. Louis Review,September/October 2011, 93(5), pp. 361-385.
Appendix

"A Survey of Announcement Effects on Foreign Exchange Returns"
with S. Rubun Dey
Federal Reserve Bank of St. Louis Review, September/October 2010, 92(5), pp. 417-63.
Appendix

"Systemic Risk and the Financial Crisis: A Primer"
with James Bullard and David C. Wheelock
Federal Reserve Bank of St. Louis Review, September/October 2009, 91(5, Part 1), pp. 403-17.

"Real Interest Rate Persistence: Evidence and Implications"
with David E. Rapach
Federal Reserve Bank of St. Louis Review, November/December 2008, 90(6), pp. 609-41.

"The Transition to Electronic Communications Networks in the Secondary Treasury Market"
with Bruce Mizrach
Federal Reserve Bank of St. Louis Review, November/December 2006, 88(6), pp. 527-41.

"What Are the Odds? Option-Based Forecasts of FOMC Target Changes"
with William R. Emmons and Aeimit K. Lakdawala
Federal Reserve Bank of St. Louis Review, November/December 2006, 88(6), pp. 543-61.

"An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention"
Federal Reserve Bank of St. Louis Review, November/December 2005, 87(6), pp. 685-717.

"Using Implied Volatility to Measure Uncertainty About Interest Rates"
Federal Reserve Bank of St. Louis Review, May/June 2005, 87(3), pp. 407-25.

"The Federal Reserve Responds to Crises: September 11th Was Not the First"
Federal Reserve Bank of St. Louis Review, March/April 2004, 86(2), pp. 27-42.

"How Well Do Monetary Fundamentals Forecast Exchange Rates?"
with Lucio Sarno
Federal Reserve Bank of St. Louis Review, September/October 2002, 84(5), pp. 51-74.

"Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics™"
with Paul A. Weller
Federal Reserve Bank of St. Louis Review, May/June 2002, 84(3), pp. 43-54.
Reprinted: Genetic Programming in Computational Finance, Kluwer Publishing, July 2002.

"The Practice of Central Bank Intervention: Looking Under the Hood"
Central Banking, November 2000, pp. 24-37.
Reprinted: Federal Reserve Bank of St. Louis Review, May/June 2001, 83(3), pp. 1-10.

"Are Changes in Foreign Exchange Reserves Well Correlated with Official Intervention?"
Federal Reserve Bank of St. Louis Review, September/October 2000, 82(5), pp. 17-31.

"An Introduction to Capital Controls"
Federal Reserve Bank of St. Louis Review, November/December 1999, 81(6), pp. 13-30.

"Technical Analysis and the Profitability of U.S. Foreign Exchange Intervention"
Federal Reserve Bank of St. Louis Review, July/August 1998, 80(4), pp. 3-17.

"Technical Analysis in the Foreign Exchange Market: A Layman's Guide"
Federal Reserve Bank of St. Louis Review, September/October 1997, 79(5), pp. 23-38.

"The Giant Sucking Sound: Did NAFTA Swallow the Peso?"
Federal Reserve Bank of St. Louis Review, July/August 1996, 78(4), pp. 33-47.

"Deflation and Real Economic Activity Under the Gold Standard"
with G. Wood
Federal Reserve Bank of St. Louis Review, September/October 1995, 77(5), pp. 27-37.

"Realignments of Target Zone Exchange Rate Systems: What Do We Know?"
Federal Reserve Bank of St. Louis Review, September/October 1994, 76(5), pp. 23-34.


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