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366 records from EconBiz based on author Name
1. Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil; Boudt, Kris; Laurent, Sébastien; Neely, Christopher J.;2024
Type: Arbeitspapier; Working Paper;
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Link 2. The economic effects of a potential armed conflict over Taiwan
Neely, Christopher J.;2024
Type: Arbeitspapier; Working Paper;
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Link 3. Mind your language: market responses to central bank speeches
Ahrens, Maximilian; Erdemlioglu, Deniz; McMahon, Michael; Neely, Christopher J.; Yang, Xiye;2023
Type: Arbeitspapier; Working Paper;
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Link 4. Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye;2023
Type: Arbeitspapier; Working Paper;
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Link 5. Financial market reactions to the Russian invasion of Ukraine
Neely, Christopher J.;2022
Type: Arbeitspapier; Working Paper;
Availability:
Link Citations: 1 (based on OpenCitations)
6. Unconventional monetary policy and the behavior of shorts
McInish, Thomas H.; Neely, Christopher J.; Planchon, Jade;2024
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link Link
7. Mind Your Language : Market Responses to Central Bank Speeches
abstractResearchers have carefully studied post-meeting central bank communication and have found that it often moves markets, but they have paid less attention to the more frequent central bankers' speeches. We create a novel dataset of US Federal Reserve speeches and use supervised multimodal natural language processing methods to identify how monetary policy news affect financial volatility and tail risk through implied changes in forecasts of GDP, inflation, and unemployment. We find that news in central bankers’ speeches can help explain volatility and tail risk in both equity and bond markets. We also find that markets attend to these signals more closely during abnormal GDP and inflation regimes. Our results challenge the conventional view that central bank communication primarily resolves uncertainty
Ahrens, Maximilian; Erdemlioglu, Deniz; McMahon, Michael; Neely, Christopher J.; Yang, Xiye;2023
Availability: Link Link
8. Mind your language : market responses to central bank speeches
Ahrens, Maximilian; Erdemlioglu, Deniz; McMahon, Michael; Neely, Christopher J.; Yang, Xiye;2023
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
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Link 9. Monetary policy and economic performance since the financial crisis
Caldara, Dario; Gagnon, Etienne; Martínez-García, Enrique; Neely, Christopher J.;2020
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
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Link Link 10. Supply and demand shifts of shorts before Fed announcements during QE1-QE3
McInish, Thomas H.; Neely, Christopher J.; Planchon, Jade;2020
Type: Arbeitspapier; Working Paper;
Availability:
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