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
Anticipating Long-Term Stock Market Volatility 0 0 2 95 0 1 8 210
Asymptotics for parametric GARCH-in-Mean Models 0 0 1 64 0 1 2 62
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 1 1 3 118
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 1 1 4 88
Die Grenzen der EZB-Prognosen 0 0 2 2 0 0 8 8
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 1 1 2 293
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 1 2 2 108
Heterogeneous Expectations among Professional Forecasters 0 0 3 3 0 4 8 8
Heterogeneous expectations among professional forecasters 0 0 5 5 1 2 8 9
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 2 15 1 3 13 21
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 1 6 1 2 7 12
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 0 23 0 1 1 69
Measuring Persistence in Volatility Spillovers 0 0 0 50 0 1 1 111
Measuring Persistence in Volatility Spillovers 0 0 0 9 0 0 0 101
Measuring Persistence in Volatility Spillovers 0 0 0 3 1 1 1 63
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 0 1 2 145
Misspecification Testing in GARCH-MIDAS Models 0 0 0 51 0 0 0 89
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 0 0 1 120
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 0 1 3 227
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 0 0 1 102
Modelling Volatility Cycles: The (MF)2 GARCH Model 1 3 9 120 5 7 24 262
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 0 0 0 488
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 0 0 0 624
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 1 1 1 64 1 3 4 191
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 1 1 3 76
On the statistical properties of multiplicative GARCH models 0 0 0 55 0 0 0 59
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 2 2 3 51
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 1 11 0 0 1 78
The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs 0 0 0 99 0 0 0 345
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 0 116 0 0 2 471
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 0 0 2 52
The Variance Risk Premium and Fundamental Uncertainty 0 0 1 74 0 0 2 91
The role of information and experience for households' inflation expectations 0 0 1 27 0 0 4 54
The role of information and experience for households' inflation expectations 0 0 0 13 0 2 5 34
The role of information and experience for households' inflation expectations 0 0 0 14 0 1 4 23
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 1 2 3 51
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 0 1 3 35
Total Working Papers 2 4 29 1,908 18 42 135 4,949
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An den Lippen der EZB – Der KOF Monetary Policy Communicator 0 0 1 18 0 2 5 103
Anticipating Long‐Term Stock Market Volatility 0 1 3 31 1 5 20 127
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 0 0 1 53
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance 1 1 1 72 1 2 2 244
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 0 37 0 0 1 173
Inequality Constraints in the Fractionally Integrated GARCH Model 0 0 2 77 0 0 10 229
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 0 4 120 1 2 17 568
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 1 3 20 0 2 8 101
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 0 0 1 47
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 0 0 0 170
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 2 44 0 1 4 136
Non-negativity conditions for the hyperbolic GARCH model 0 0 0 42 2 3 7 205
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 0 1 1 30
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 1 1 4 55
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 0 12 310
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 0 1 4 64 0 5 15 226
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 0 7 0 1 1 37
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 0 1 11 308
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 0 0 2 21 0 1 7 83
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 1 4 0 0 6 75
The impulse response function of the long memory GARCH process 0 0 0 58 0 1 2 170
The link between macroeconomic performance and variability in the UK 0 1 2 18 0 1 2 74
The role of information and experience for households’ inflation expectations 0 2 7 22 3 8 27 88
The variance risk premium and fundamental uncertainty 0 1 2 16 0 2 5 74
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 0 0 5 25 0 5 15 88
Total Journal Articles 1 8 39 911 9 44 184 3,774

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Statistics updated 2025-04-04