D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 42 Citations 9,584 165 World Ranking 1231 National Ranking 769

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Macroeconomics

His main research concerns Monetary economics, Technical analysis, Exchange rate, Foreign exchange market and Foreign exchange. The Monetary economics study combines topics in areas such as Bond, Futures contract and Financial capital. His Technical analysis research is multidisciplinary, incorporating elements of Systematic risk, Volatility, Profitability index and Moving average.

The Exchange rate study combines topics in areas such as Panel data and Keynesian economics. His study in Foreign exchange market is interdisciplinary in nature, drawing from both Efficient-market hypothesis, Trading rules and Excess return. As a member of one scientific family, Christopher J. Neely mostly works in the field of Foreign exchange, focusing on Central bank and, on occasion, Accounting.

His most cited work include:

  • Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (532 citations)
  • Forecasting the Equity Risk Premium: The Role of Technical Indicators (326 citations)
  • Jumps, cojumps and macro announcements (190 citations)

What are the main themes of his work throughout his whole career to date?

Christopher J. Neely mainly focuses on Monetary economics, Econometrics, Exchange rate, Volatility and Foreign exchange. Within one scientific family, Christopher J. Neely focuses on topics pertaining to Asset under Monetary economics, and may sometimes address concerns connected to Bond and Order. His Econometrics research is multidisciplinary, relying on both Predictability, Financial economics, Futures contract, Market microstructure and Asset allocation.

His Exchange rate study combines topics in areas such as Statistical hypothesis testing, Technical analysis and Liberian dollar. Christopher J. Neely has included themes like Nonparametric statistics and Moving average in his Volatility study. His biological study spans a wide range of topics, including Central bank and International economics.

He most often published in these fields:

  • Monetary economics (39.74%)
  • Econometrics (28.38%)
  • Exchange rate (23.14%)

What were the highlights of his more recent work (between 2015-2021)?

  • Monetary economics (39.74%)
  • Monetary policy (14.85%)
  • Financial system (7.86%)

In recent papers he was focusing on the following fields of study:

Monetary economics, Monetary policy, Financial system, Value and Quantitative easing are his primary areas of study. His Monetary economics research is multidisciplinary, incorporating perspectives in Asset and Short interest ratio. The concepts of his Monetary policy study are interwoven with issues in Financial crisis, Interest rate and Bond market.

His work focuses on many connections between Value and other disciplines, such as Bivariate analysis, that overlap with his field of interest in Econometrics. He usually deals with Quantitative easing and limits it to topics linked to Event study and Zero lower bound, Financial market, Bond and Autoregressive model. His work on Foreign exchange market as part of general Exchange rate research is frequently linked to Nonfarm payrolls, bridging the gap between disciplines.

Between 2015 and 2021, his most popular works were:

  • A Survey of the Empirical Literature on U.S. Unconventional Monetary Policy (8 citations)
  • Systematic cojumps, market component portfolios and scheduled macroeconomic announcements (5 citations)
  • The response of multinationals’ foreign exchange rate exposure to macroeconomic news (4 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Inflation

Christopher J. Neely mostly deals with Monetary policy, International economics, Monetary economics, Interest rate and Value. His Monetary policy study incorporates themes from Financial crisis and Accounting. He focuses mostly in the field of International economics, narrowing it down to matters related to Foreign exchange and, in some cases, Current account.

His Monetary economics research includes elements of Event study, Financial market and Bond. His Interest rate study also includes fields such as

  • Economic indicator which is related to area like Econometrics, Federal funds, Financial economics, Stock market index and Probit model,
  • Economic data which is related to area like Volatility, Market microstructure and Order book. His research on Inflation often connects related areas such as Exchange rate.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach

Christopher Neely;Paul Weller;Rob Dittmar.
Journal of Financial and Quantitative Analysis (1996)

904 Citations

Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach

Christopher Neely;Paul Weller;Rob Dittmar.
Journal of Financial and Quantitative Analysis (1996)

904 Citations

Forecasting the Equity Risk Premium: The Role of Technical Indicators

Christopher J. Neely;David E. Rapach;Jun Tu;Guofu Zhou.
Management Science (2014)

747 Citations

Forecasting the Equity Risk Premium: The Role of Technical Indicators

Christopher J. Neely;David E. Rapach;Jun Tu;Guofu Zhou.
Management Science (2014)

747 Citations

International channels of the Fed's unconventional monetary policy

Michael D. Bauer;Christopher J. Neely.
Journal of International Money and Finance (2012)

598 Citations

International channels of the Fed's unconventional monetary policy

Michael D. Bauer;Christopher J. Neely.
Journal of International Money and Finance (2012)

598 Citations

Four Stories of Quantitative Easing

Brett W. Fawley;Christopher J. Neely.
Federal Reserve Bank of St Louis Review (2013)

591 Citations

Four Stories of Quantitative Easing

Brett W. Fawley;Christopher J. Neely.
Federal Reserve Bank of St Louis Review (2013)

591 Citations

The practice of central bank intervention: looking under the hood

Christopher J. Neely.
Research Papers in Economics (2000)

517 Citations

The practice of central bank intervention: looking under the hood

Christopher J. Neely.
Research Papers in Economics (2000)

517 Citations

Editorial Boards

Journal of Banking and Finance
(Impact Factor: 3.539)

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