Details about Christopher Neely

E-mail:
Homepage:	http://research.stlouisfed.org/econ/cneely/
Postal address:	Chris Neely 411 Locust St. St. Louis, MO 63102 United States
Workplace:	Research Division, Federal Reserve Bank of St. Louis, (more information at EDIRC)

Access statistics for papers by Christopher Neely.

Last updated 2022-12-05. Update your information in the RePEc Author Service.

Short-id: pne3

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Working Papers

2022

1. Financial market reactions to the Russian invasion of Ukraine
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article in Review (2022)
2. How Persistent Are Unconventional Monetary Policy Effects?
   Working Papers, Federal Reserve Bank of St. Louis View citations (3)
   See also Journal Article in Journal of International Money and Finance (2022)

2021

3. Unconventional monetary policy and the behavior of shorts
   Working Papers, Federal Reserve Bank of St. Louis

2020

4. An Analysis of the Literature on International Unconventional Monetary Policy
   Working Papers, Federal Reserve Bank of St. Louis View citations (16)
   See also Journal Article in Journal of Economic Literature (2022)
5. Can risk explain the profitability of technical trading in currency markets?
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article in Journal of International Money and Finance (2021)
6. Monetary Policy and Economic Performance Since the Financial Crisis
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (4)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (4)
   Working Papers, Federal Reserve Bank of St. Louis (2020) View citations (5)
   See also Journal Article in Review (2021)
7. More Stories of Unconventional Monetary Policy
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article in Review (2021)
8. Supply and demand shifts of shorts before Fed announcements during QE1–QE3
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article in Economics Letters (2021)

2018

9. Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (1)
   Also in Working Papers, Federal Reserve Bank of St. Louis (2017) View citations (1)
   See also Journal Article in Journal of Econometrics (2019)

2017

10. Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy
    Working Papers, Federal Reserve Bank of St. Louis View citations (2)
    See also Journal Article in Review (2017)
11. Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)
    See also Journal Article in Journal of Empirical Finance (2017)
12. The response of multinationals’ foreign exchange rate exposure to macroeconomic news
    Working Papers, Federal Reserve Bank of St. Louis View citations (2)
    See also Journal Article in Journal of International Money and Finance (2019)

2015

13. Which continuous-time model is most appropriate for exchange rates?
    Post-Print, HAL View citations (3)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2013) View citations (1)
    See also Journal Article in Journal of Banking & Finance (2015)

2014

14. The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
    Working Papers, Federal Reserve Bank of St. Louis View citations (5)
    See also Journal Article in Journal of Business & Economic Statistics (2020)

2012

15. Econometric modeling of exchange rate volatility and jumps
    Working Papers, Federal Reserve Bank of St. Louis View citations (14)
    See also Chapter (2013)
16. International channels of the Fed’s unconventional monetary policy
    Working Papers, Federal Reserve Bank of St. Louis View citations (30)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2012) View citations (5)
    See also Journal Article in Journal of International Money and Finance (2014)

2011

17. Capital flows and Japanese asset volatility
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
    See also Journal Article in Pacific Economic Review (2012)
18. Forecasting the Equity Risk Premium: The Role of Technical Indicators
    Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics View citations (15)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2010) View citations (20)
    See also Journal Article in Management Science (2014)
19. Jumps, cojumps and macro announcements
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (122)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2007) View citations (9)
    See also Journal Article in Journal of Applied Econometrics (2011)
20. Lessons from the evolution of foreign exchange trading strategies
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
    See also Journal Article in Journal of Banking & Finance (2013)
21. Technical analysis in the foreign exchange market
    Working Papers, Federal Reserve Bank of St. Louis View citations (34)

2010

22. The large scale asset purchases had large international effects
    Working Papers, Federal Reserve Bank of St. Louis View citations (132)
    See also Journal Article in Journal of Banking & Finance (2015)

2009

23. Common fluctuations in OECD budget balances
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
    See also Journal Article in Review (2015)

2008

24. Is inflation an international phenomenon?
    Working Papers, Federal Reserve Bank of St. Louis View citations (12)
25. Real interest rate persistence: evidence and implications
    Working Papers, Federal Reserve Bank of St. Louis View citations (70)
    See also Journal Article in Review (2008)
26. The dynamic interaction of order flows and the CAD/USD exchange rate
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)

2007

27. Central Bank intervention and exchange rate volatility: its continuous and jump components
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (49)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2007) View citations (51)
    See also Journal Article in International Journal of Finance & Economics (2007)
28. Central bank authorities’ beliefs about foreign exchange intervention
    Working Papers, Federal Reserve Bank of St. Louis View citations (8)
    See also Journal Article in Journal of International Money and Finance (2008)
29. Central bank intervention with limited arbitrage
    Working Papers, Federal Reserve Bank of St. Louis View citations (5)
    See also Journal Article in International Journal of Finance & Economics (2007)
30. Information shares in the U.S. treasury market
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    See also Journal Article in Journal of Banking & Finance (2008)
31. The adaptive markets hypothesis: evidence from the foreign exchange market
    Working Papers, Federal Reserve Bank of St. Louis View citations (14)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2009)
32. The microstructure of the U.S. treasury market
    Working Papers, Federal Reserve Bank of St. Louis View citations (9)

2006

33. Can Markov switching models predict excess foreign exchange returns?
    Working Papers, Federal Reserve Bank of St. Louis View citations (27)
    See also Journal Article in Journal of Banking & Finance (2007)
34. Foreign exchange volatility is priced in equities
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
    See also Journal Article in Financial Management (2008)
35. Identifying the effects of U.S. intervention on the levels of exchange rates
    Working Papers, Federal Reserve Bank of St. Louis View citations (10)
36. Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
    Working Papers, Federal Reserve Bank of St. Louis View citations (2)
    See also Journal Article in Economics Letters (2008)
37. The Transition to Electronic Trading in the Secondary Treasury Market
    Departmental Working Papers, Rutgers University, Department of Economics View citations (4)

2005

38. An analysis of recent studies of the effect of foreign exchange intervention
    Working Papers, Federal Reserve Bank of St. Louis View citations (94)
    See also Journal Article in Review (2005)
39. The case for foreign exchange intervention: the government as an active reserve manager
    Working Papers, Federal Reserve Bank of St. Louis View citations (5)
40. Year-end seasonality in one-month LIBOR derivatives
    Working Papers, Federal Reserve Bank of St. Louis View citations (2)

2004

41. Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?
    Working Papers, Federal Reserve Bank of St. Louis View citations (6)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)
42. Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)

2003

43. The Federal Reserve responds to crises: September 11th was not the first
    Working Papers, Federal Reserve Bank of St. Louis View citations (6)
    See also Journal Article in Review (2004)

2002

44. How well do monetary fundamentals forecast exchange rates?
    Working Papers, Federal Reserve Bank of St. Louis View citations (74)
    See also Journal Article in Review (2002)
45. The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits
    Working Papers, Federal Reserve Bank of St. Louis View citations (47)
    See also Journal Article in Journal of International Economics (2002)

2001

46. Intraday technical trading in the foreign exchange market
    Working Papers, Federal Reserve Bank of St. Louis View citations (11)
    See also Journal Article in Journal of International Money and Finance (2003)
47. Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)
48. Risk-adjusted, ex ante, optimal technical trading rules in equity markets
    Working Papers, Federal Reserve Bank of St. Louis
    See also Journal Article in International Review of Economics & Finance (2003)

2000

49. Technical analysis and central bank intervention
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)
    See also Journal Article in Journal of International Money and Finance (2001)
50. The practice of central bank intervention: looking under the hood
    Working Papers, Federal Reserve Bank of St. Louis View citations (81)
    See also Journal Article in Review (2001)

1999

51. Predictability in international asset returns: a reexamination
    Working Papers, Federal Reserve Bank of St. Louis View citations (9)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2000)
52. Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM
    Working Papers, Federal Reserve Bank of St. Louis
    Also in Working Papers, University of Iowa, Department of Economics (1998)

1998

53. Endogenous realignments and the sustainability of a target
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
54. Target zones and conditional volatility: the role of realignments
    Working Papers, Federal Reserve Bank of St. Louis View citations (2)
    See also Journal Article in Journal of Empirical Finance (1999)
55. Technical trading rules in the European Monetary System
    Working Papers, Federal Reserve Bank of St. Louis View citations (7)
    See also Journal Article in Journal of International Money and Finance (1999)

1997

56. Is technical analysis in the foreign exchange market profitable? a genetic programming approach
    Working Papers, Federal Reserve Bank of St. Louis View citations (197)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996) View citations (45)
    See also Journal Article in Journal of Financial and Quantitative Analysis (1997)

1995

57. Endogenous Realignments and the Sustainability of a Target Zone
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
58. Testing asset pricing models with Euler equations: it's worse than you think
    Working Papers, Federal Reserve Bank of St. Louis

1994

59. A reconsideration of the properties of the generalized method moments in asset pricing models
    Working Papers, Federal Reserve Bank of St. Louis View citations (1)
60. Realignments of target zone exchange systems: what do we know?
    Working Papers, Federal Reserve Bank of St. Louis View citations (6)

Journal Articles

2022

1. A Shutoff of Russian Natural Gas
   Economic Synopses, 2022, (29), 1-2
2. An Analysis of the Literature on International Unconventional Monetary Policy
   Journal of Economic Literature, 2022, 60, (2), 527-97 View citations (10)
   See also Working Paper (2020)
3. Financial Market Reactions to the Russian Invasion of Ukraine
   Review, 2022, 104, (4), 266-296
   See also Working Paper (2022)
4. How persistent are unconventional monetary policy effects?
   Journal of International Money and Finance, 2022, 126, (C) View citations (1)
   See also Working Paper (2022)
5. The Russian Invasion, Oil and Gasoline Prices, and Recession
   Economic Synopses, 2022, (10), 1-2 View citations (2)
6. Why Price Controls Should Stay in the History Books
   The Regional Economist, 2022

2021

7. Can risk explain the profitability of technical trading in currency markets?
   Journal of International Money and Finance, 2021, 110, (C) View citations (4)
   See also Working Paper (2020)
8. International Inflation Trends
   Economic Synopses, 2021, (9), 1-2
9. Monetary Policy and Economic Performance Since the Financial Crisis
   Review, 2021, 103, (4), 425-460
   See also Working Paper (2020)
10. More Stories of Unconventional Monetary Policy
    Review, 2021, 103, (2), 207-270 View citations (2)
    See also Working Paper (2020)
11. Overshooting the Inflation Target
    Economic Synopses, 2021, (24), 1-3
12. Supply and demand shifts of shorts before Fed announcements during QE1–QE3
    Economics Letters, 2021, 200, (C)
    See also Working Paper (2020)

2020

13. Central Bank Responses to COVID-19
    Economic Synopses, 2020, (23) View citations (2)
14. Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities
    Economic Synopses, 2020, (19)
15. Federal Reserve System International Facilities
    Economic Synopses, 2020, (29) View citations (1)
16. Negative U.S. Interest Rates?
    Economic Synopses, 2020, (4)
17. Responses of International Central Banks to the COVID-19 Crisis
    Review, 2020, 102, (4), 338-384 View citations (9)
18. Secondary Market Corporate Credit Facility Supports Main Street
    Economic Synopses, 2020, (17)
19. Supporting Small Borrowers: ABS Markets and the TALF
    Economic Synopses, 2020, (20) View citations (1)
20. The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
    Journal of Business & Economic Statistics, 2020, 38, (2), 410-427 View citations (3)
    See also Working Paper (2014)
21. The Stock Market's Wild Ride
    Economic Synopses, 2020, (15)

2019

22. Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
    Journal of Econometrics, 2019, 209, (2), 158-184 View citations (7)
    See also Working Paper (2018)
23. The Asset Holdings of the Bank of Japan
    Economic Synopses, 2019, (17)
24. The response of multinationals’ foreign exchange rate exposure to macroeconomic news
    Journal of International Money and Finance, 2019, 94, (C), 32-47 View citations (6)
    See also Working Paper (2017)
25. What to Expect from Quantitative Tightening
    Economic Synopses, 2019, (8)

2018

26. Why Are U.S. Bond Yields So High?
    Economic Synopses, 2018, (18), 1-2

2017

27. Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy
    Review, 2017, 99, (2) View citations (3)
    See also Working Paper (2017)
28. Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
    Journal of Empirical Finance, 2017, 43, (C), 43-58 View citations (3)
    See also Working Paper (2017)
29. The People’s Bank of China Boosts the Yuan
    Economic Synopses, 2017, (3), 1-2 View citations (1)

2016

30. Chinese Foreign Exchange Reserves and the U.S. Economy
    Economic Synopses, 2016, (9), 1-2

2015

31. Common Fluctuations in OECD Budget Balances
    Review, 2015, 97, (2), 109-132 View citations (1)
    See also Working Paper (2009)
32. Financial Engineering Versus Cancer
    Economic Synopses, 2015, (18)
33. How Much Do Oil Prices Affect Inflation?
    Economic Synopses, 2015, (10) View citations (9)
34. Unconventional monetary policy had large international effects
    Journal of Banking & Finance, 2015, 52, (C), 101-111 View citations (270)
    See also Working Paper (2010)
35. Which continuous-time model is most appropriate for exchange rates?
    Journal of Banking & Finance, 2015, 61, (S2), S256-S268 View citations (3)
    See also Working Paper (2015)

2014

36. Comparing international bond yields
    Economic Synopses, 2014, (19)
37. Forecasting the Equity Risk Premium: The Role of Technical Indicators
    Management Science, 2014, 60, (7), 1772-1791 View citations (395)
    See also Working Paper (2011)
38. International channels of the Fed's unconventional monetary policy
    Journal of International Money and Finance, 2014, 44, (C), 24-46 View citations (104)
    See also Working Paper (2012)
39. Lessons from the taper tantrum
    Economic Synopses, 2014, (2) View citations (16)
40. The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices
    Review, 2014, 96, (1), 73-109 View citations (14)

2013

41. Four stories of quantitative easing
    Review, 2013, (Jan), 51-88 View citations (161)
42. Lessons from the evolution of foreign exchange trading strategies
    Journal of Banking & Finance, 2013, 37, (10), 3783-3798 View citations (32)
    See also Working Paper (2011)
43. Political pressure on the bank of Japan: interference or accountability?
    Economic Synopses, 2013 View citations (2)
44. Would it help to eliminate interest on reserves?
    Economic Synopses, 2013

2012

45. CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY
    Pacific Economic Review, 2012, 17, (3), 391-414 View citations (1)
    See also Working Paper (2011)
46. The mysterious Greek yield curve
    Economic Synopses, 2012 View citations (8)

2011

47. A foreign exchange intervention in an era of restraint
    Review, 2011, 93, (Sep), 303-324 View citations (31)
48. A survey of announcement effects on foreign exchange volatility and jumps
    Review, 2011, 93, (Sep), 361-385 View citations (25)
49. Fiscal policy and expected inflation
    Economic Synopses, 2011 View citations (1)
50. International comovements in inflation rates and country characteristics
    Journal of International Money and Finance, 2011, 30, (7), 1471-1490 View citations (97)
51. Jumps, cojumps and macro announcements
    Journal of Applied Econometrics, 2011, 26, (6), 893-921 View citations (175)
    See also Working Paper (2011)
52. The difference between currency manipulation and monetary policy
    Economic Synopses, 2011 View citations (3)
53. The great foreign exchange intervention of 2011
    Economic Synopses, 2011 View citations (1)

2010

54. A survey of announcement effects on foreign exchange returns
    Review, 2010, 92, (Sep), 417-464 View citations (40)
55. Okun's law: output and unemployment
    Economic Synopses, 2010 View citations (5)
56. The effects of large-scale asset purchases on TIPS inflation expectations
    Economic Synopses, 2010 View citations (15)
57. U.S. historical experience with deflation
    Economic Synopses, 2010 View citations (1)
58. \\"How central should the central bank be?\\" a comment
    Economic Synopses, 2010

2009

59. Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 188-205 View citations (14)
    See also Working Paper (2004)
60. Markets worry more about sovereign debt
    International Economic Trends, 2009, (Feb) View citations (1)
61. Systemic risk and the financial crisis: a primer
    Review, 2009, 91, (Sep), 403-418 View citations (20)
62. The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
    Journal of Financial and Quantitative Analysis, 2009, 44, (2), 467-488 View citations (110)
    See also Working Paper (2007)

2008

63. Central bank authorities' beliefs about foreign exchange intervention
    Journal of International Money and Finance, 2008, 27, (1), 1-25 View citations (63)
    See also Working Paper (2007)
64. Foreign Exchange Volatility Is Priced in Equities
    Financial Management, 2008, 37, (4), 769-790 View citations (10)
    See also Working Paper (2006)
65. Information shares in the US Treasury market
    Journal of Banking & Finance, 2008, 32, (7), 1221-1233 View citations (75)
    See also Working Paper (2007)
66. Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
    Economics Letters, 2008, 99, (2), 371-374 View citations (24)
    See also Working Paper (2006)
67. Real interest rate persistence: evidence and implications
    Review, 2008, 90, (Nov), 609-642 View citations (32)
    See also Working Paper (2008)
68. The sovereign wealth funds of nations
    International Economic Trends, 2008, (May)

2007

69. Asian nations driving world oil prices
    The Regional Economist, 2007, (Apr), 12-13
70. Can Markov switching models predict excess foreign exchange returns?
    Journal of Banking & Finance, 2007, 31, (2), 279-296 View citations (41)
    See also Working Paper (2006)
71. Central bank intervention and exchange rate volatility, its continuous and jump components
    International Journal of Finance & Economics, 2007, 12, (2), 201-223 View citations (44)
    See also Working Paper (2007)
72. Central bank intervention with limited arbitrage
    International Journal of Finance & Economics, 2007, 12, (2), 249-260 View citations (4)
    See also Working Paper (2007)
73. China's strategic petroleum reserve: a drop in the bucket
    National Economic Trends, 2007, (Jan)
74. Exchange rate intervention
    International Journal of Finance & Economics, 2007, 12, (2), 107-108 View citations (24)
75. One dollar = one loonie
    International Economic Trends, 2007, (Nov)
76. Why do gasoline prices react to things that have not happened?
    The Regional Economist, 2007, (Jul), 10-11

2006

77. The transition to electronic communications networks in the secondary treasury market
    Review, 2006, 88, (Nov), 527-542 View citations (32)
78. What are the odds? option-based forecasts of FOMC target changes
    Review, 2006, 88, (Nov), 543-562 View citations (13)

2005

79. An analysis of recent studies of the effect of foreign exchange intervention
    Review, 2005, 87, (Nov), 685-718 View citations (171)
    See also Working Paper (2005)
80. Unwinding the current account deficit
    International Economic Trends, 2005, (May)
81. Using implied volatility to measure uncertainty about interest rates
    Review, 2005, 87, (May), 407-425 View citations (19)

2004

82. Miscommunication shook up mortgage, bond markets
    The Regional Economist, 2004, (Apr), 4-9 View citations (1)
83. The Federal Reserve responds to crises: September 11th was not the first
    Review, 2004, 86, (Mar), 27-42 View citations (12)
    See also Working Paper (2003)

2003

84. Bond market mania
    Monetary Trends, 2003, (Oct) View citations (2)
85. Endogenous realignments in a target zone
    Oxford Economic Papers, 2003, 55, (3), 494-511
86. Global factors in budget deficits
    International Economic Trends, 2003, (Nov) View citations (2)
87. Intraday technical trading in the foreign exchange market
    Journal of International Money and Finance, 2003, 22, (2), 223-237 View citations (62)
    See also Working Paper (2001)
88. Risk-adjusted, ex ante, optimal technical trading rules in equity markets
    International Review of Economics & Finance, 2003, 12, (1), 69-87 View citations (16)
    See also Working Paper (2001)

2002

89. How expensive are stocks?
    Monetary Trends, 2002, (Jun) View citations (2)
90. How well do monetary fundamentals forecast exchange rates?
    Review, 2002, 84, (Sep), 51-74 View citations (39)
    See also Working Paper (2002)
91. Options on economic data
    International Economic Trends, 2002, (Nov)
92. Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics
    Review, 2002, 84, (May), 43-54 View citations (9)
93. The Fed responds to Sept. 11 attacks
    The Regional Economist, 2002, (Jan.), 12-13
94. The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
    Journal of International Economics, 2002, 58, (1), 211-232 View citations (80)
    See also Working Paper (2002)

2001

95. International interest rate linkages
    International Economic Trends, 2001, (Aug) View citations (3)
96. Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model
    Journal of Business & Economic Statistics, 2001, 19, (4), 395-403 View citations (45)
97. September 11, 2001
    Monetary Trends, 2001, (Nov)
98. Technical analysis and central bank intervention
    Journal of International Money and Finance, 2001, 20, (7), 949-970 View citations (51)
    See also Working Paper (2000)
99. The practice of central bank intervention: looking under the hood
    Review, 2001, 83, (May), 1-10 View citations (72)
    See also Working Paper (2000)

2000

100. Are changes in foreign exchange reserves well correlated with official intervention?
     Review, 2000, 82, (Sep), 17-32 View citations (38)
101. Predictability in International Asset Returns: A Reexamination
     Journal of Financial and Quantitative Analysis, 2000, 35, (4), 601-620 View citations (22)
     See also Working Paper (1999)
102. Stock prices and consumption
     Monetary Trends, 2000, (Jul)
103. What is the slope of the yield curve telling us?
     Monetary Trends, 2000, (Aug) View citations (1)

1999

104. An E.U. withholding tax?
     International Economic Trends, 1999, (Nov)
105. An introduction to capital controls
     Review, 1999, 81, (Nov), 13-30 View citations (71)
106. How big is Japan's debt?
     International Economic Trends, 1999, (Feb)
107. Target zones and conditional volatility: The role of realignments
     Journal of Empirical Finance, 1999, 6, (2), 177-192 View citations (37)
     See also Working Paper (1998)
108. Technical trading rules in the European Monetary System
     Journal of International Money and Finance, 1999, 18, (3), 429-458 View citations (39)
     See also Working Paper (1998)

1998

109. Technical analysis and the profitability of U.S. foreign exchange intervention
     Review, 1998, (Jul), 3-17 View citations (57)

1997

110. A BENEFIT‐COST ANALYSIS OF DISINFLATION
     Contemporary Economic Policy, 1997, 15, (1), 50-64 View citations (7)
111. Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
     Journal of Financial and Quantitative Analysis, 1997, 32, (4), 405-426 View citations (205)
     See also Working Paper (1997)
112. Technical analysis in the foreign exchange market: a layman's guide
     Review, 1997, (Sep), 23-38 View citations (57)

1996

113. The giant sucking sound: did NAFTA devour the Mexican peso?
     Review, 1996, 78, (Jul), 33-48 View citations (9)

1995

114. Deflation and real economic activity under the gold standard
     Review, 1995, (Sep), 27-37

1994

115. Realignment of target zone exchange rate systems: what do we know?
     Review, 1994, (Sep), 23-34 View citations (7)

Chapters

2013

1. Econometric modeling of exchange rate volatility and jumps
   Chapter 16 in Handbook of Research Methods and Applications in Empirical Finance, 2013, pp 373-427
   See also Working Paper (2012)