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Publications by Christopher Neely

The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited

Journal of Business and Economic Statistics

Social Sciences

English

Related publications

The Meteor-Shower Complex of 96p/Machholz Revisited

Astronomy and Astrophysics

Planetary Science

English

Spot and Forward Volatility in Foreign Exchange

Journal of Financial Economics

English

Foreign Exchange Intervention and Exchange Rate Volatility in Peru

Applied Economics Letters

English

Return and Volatility Spillovers Among the East Asian Equity Markets

Journal of Asian Economics

English

Foreign Exchange Rate Regimes and Foreign. Exchange Markets in Transitive Economies

Prague Economic Papers

English

Volatility Clustering, Leverage Effects, and Jumps Dynamics in Emerging Asian Equity Markets

SSRN Electronic Journal

English

The October Meteor-Shower of 1887

Multidisciplinary

English

Local Information in Foreign Exchange Markets

Journal of International Money and Finance

English

Experimental Foreign Exchange Markets

Pacific Economic Review

Aerospace Engineering

English