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Risk Aversion Versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model
Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 395-403
Persistent link: https://www.econbiz.de/10008216785
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A Benefit-Cost Analysis of Disinflation
Neely, Christopher J.; Waller, Christopher J. - In: Contemporary economic policy : a journal of Western … 15 (1997) 1, pp. 50-64
Persistent link: https://www.econbiz.de/10007704250
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Central bank intervention with limited arbitrageFNR HREF="fn1"> FN ID="fn1">The views expressed are those of the authors and not necessarily those of the Federal Reserve Bank of St...
Neely, Christopher J.; Weller, Paul A. - In: International journal of finance & economics : IJFE 12 (2007) 2, pp. 249-260
Persistent link: https://www.econbiz.de/10007770508
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Central bank authorities' beliefs about foreign exchange intervention
Neely, Christopher J. - In: Journal of international money and finance 27 (2008) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10007898766
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Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - In: International journal of finance & economics : IJFE 12 (2007) 2, pp. 201-224
Persistent link: https://www.econbiz.de/10007724763
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Exchange rate intervention
Neely, Christopher J.; Taylor, Mark P. - In: International journal of finance & economics : IJFE 12 (2007) 2, pp. 107-108
Persistent link: https://www.econbiz.de/10007724767
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Risk-adjusted, ex ante, optimal technical trading rules in equity markets
Neely, Christopher J. - In: International review of economics & finance : IREF 12 (2003) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10007657418
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The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
Neely, Christopher J. - In: Journal of international economics 58 (2002) 1, pp. 211-232
Persistent link: https://www.econbiz.de/10007663068
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10007596856
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Target zones and conditional volatility: The role of realignments
Neely, Christopher J. - In: Journal of empirical finance 6 (1999) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10007245406