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Christopher J. Neely

Global rank #3333 96%

Institution: Federal Reserve Bank of St. Louis

Primary Field: International (weighted toward more recent publications)

Homepage: http://research.stlouisfed.org/econ/cneely/

First Publication: 1997

Most Recent: 2025

RePEc ID: pne3 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.40 3.18 0.00 4.32
Last 10 Years 0.00 2.08 3.69 0.00 8.18
All Time 0.00 4.09 19.44 0.00 28.79

Publication Statistics

Raw Publications 26
Coauthorship-Adjusted Count 25.98

Publications (26)

Year Article Journal Tier Authors
2025 Mind your language: Market responses to central bank speeches Journal of Econometrics A 5
2024 Unconventional Monetary Policy and the Behavior of Shorts Journal of Money, Credit, and Banking B 3
2022 How persistent are unconventional monetary policy effects? Journal of International Money and Finance B 1
2021 Supply and demand shifts of shorts before Fed announcements during QE1–QE3 Economics Letters C 3
2021 Can risk explain the profitability of technical trading in currency markets? Journal of International Money and Finance B 4
2020 The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited Journal of Business & Economic Statistics A 2
2019 The response of multinationals’ foreign exchange rate exposure to macroeconomic news Journal of International Money and Finance B 4
2019 Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book Journal of Econometrics A 3
2015 Which continuous-time model is most appropriate for exchange rates? Journal of Banking & Finance B 3
2015 Unconventional monetary policy had large international effects Journal of Banking & Finance B 1
2014 International channels of the Fed's unconventional monetary policy Journal of International Money and Finance B 2
2013 Lessons from the evolution of foreign exchange trading strategies Journal of Banking & Finance B 2
2011 Jumps, cojumps and macro announcements Journal of Applied Econometrics B 3
2011 International comovements in inflation rates and country characteristics Journal of International Money and Finance B 2
2009 The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market Journal of Financial and Quantitative Analysis B 3
2008 Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model Economics Letters C 2
2008 Information shares in the US Treasury market Journal of Banking & Finance B 2
2008 Central bank authorities' beliefs about foreign exchange intervention Journal of International Money and Finance B 1
2007 Can Markov switching models predict excess foreign exchange returns? Journal of Banking & Finance B 2
2003 Endogenous realignments in a target zone Oxford Economic Papers C 3
2003 Intraday technical trading in the foreign exchange market Journal of International Money and Finance B 2
2002 The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits Journal of International Economics A 1
2001 Technical analysis and central bank intervention Journal of International Money and Finance B 2
2000 Predictability in International Asset Returns: A Reexamination Journal of Financial and Quantitative Analysis B 2
1999 Technical trading rules in the European Monetary System Journal of International Money and Finance B 2
1997 Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach Journal of Financial and Quantitative Analysis B 3