Access Statistics for Christian Conrad

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model 3 6 21 33 5 8 31 43
Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study 4 9 40 74 11 30 101 137
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 3 29 65 6 20 96 177
Non-negativity Conditions for the Hyperbolic GARCH Model 4 8 37 117 7 21 86 237
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models 2 3 17 32 4 7 52 76
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 2 3 12 41 4 14 62 193
Total Working Papers 15 32 156 362 37 100 428 863


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance 0 1 13 40 0 2 20 111
Inequality Constraints in the Fractionally Integrated GARCH Model 2 3 9 42 2 5 24 105
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 1 8 39 1 5 23 129
The impulse response function of the long memory GARCH process 0 0 1 43 0 1 6 112
Total Journal Articles 2 5 31 164 3 13 73 457


Statistics updated 2009-11-04