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The transition to electronic communications networks in the secondary treasury market
Mizrach, Bruce Marshall; Neely, Christopher J. - In: Review / Federal Reserve Bank of St. Louis 88 (2006) 6, pp. 527-541
Persistent link: https://www.econbiz.de/10003392447
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What are the odds? : option-based forecasts of FOMC target changes
Emmons, William R.; Lakdawala, Aeimit K.; Neely, … - In: Review / Federal Reserve Bank of St. Louis 88 (2006) 6, pp. 543-561
Persistent link: https://www.econbiz.de/10003392449
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One-month LIBOR derivatives
Neely, Christopher J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986835
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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui (contributor); Neely, Christopher J. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003739615
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The transition to electronic communications networks in the secondary treasury market
Mizrach, Bruce Marshall (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739653
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Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740039
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Central bank intervention with limited arbitrage
Neely, Christopher J. (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740042
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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J. (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740122
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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui; Neely, Christopher J. - In: Economics letters 99 (2008) 2, pp. 371-374
Persistent link: https://www.econbiz.de/10003723835
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Jumps, cojumps and macro announcements
Lahaye, Jérôme (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003740681