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 0 95 3 4 12 222
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 0 4 10 72
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 0 2 4 122
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 0 9 13 101
Die Grenzen der EZB-Prognosen 0 0 1 3 1 6 12 20
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 1 8 8 301
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 0 14 18 126
Heterogeneous Expectations among Professional Forecasters 0 1 2 5 0 28 32 40
Heterogeneous expectations among professional forecasters 0 0 0 5 2 6 10 19
Inflation Forecast Targeting Revisited 0 1 26 26 2 13 41 41
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 1 9 13 25
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 0 0 7 28
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 1 24 1 10 15 84
Measuring Persistence in Volatility Spillovers 0 0 0 50 2 13 14 125
Measuring Persistence in Volatility Spillovers 0 0 0 9 1 16 23 124
Measuring Persistence in Volatility Spillovers 0 0 0 3 1 7 11 74
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 2 6 11 156
Misspecification Testing in GARCH-MIDAS Models 0 0 0 51 1 9 16 105
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 1 4 6 126
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 1 8 12 239
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 0 7 11 113
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 4 124 1 4 16 278
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 1 6 11 499
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 1 8 11 635
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 1 65 2 10 17 208
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 0 2 8 84
On the statistical properties of multiplicative GARCH models 0 0 0 55 1 10 13 72
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 1 3 6 57
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 0 11 0 5 7 85
The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs 0 0 0 99 1 5 6 351
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 1 117 0 1 7 478
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 0 2 5 57
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 8 37 42 133
The role of information and experience for households' inflation expectations 0 0 0 27 0 0 2 56
The role of information and experience for households' inflation expectations 0 0 0 13 1 5 9 43
The role of information and experience for households' inflation expectations 0 0 1 15 0 7 13 36
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 1 4 8 59
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 2 7 9 44
Total Working Papers 0 2 37 1,945 40 299 489 5,438
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 19 1 3 6 109
Anticipating Long‐Term Stock Market Volatility 0 1 5 36 2 8 27 154
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 1 5 10 63
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance 0 0 2 74 0 4 9 253
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 1 38 1 4 11 184
Inequality Constraints in the Fractionally Integrated GARCH Model 0 0 1 78 2 6 15 244
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 1 4 124 5 13 32 600
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 0 1 21 0 6 16 117
Modelling Volatility Cycles: The MF2‐GARCH Model 0 1 7 7 8 24 53 53
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 0 2 7 54
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 1 5 8 178
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 1 45 0 8 13 149
Narrative über die kausalen Effekte der Inflation auf den Aktienmarkt 0 0 0 0 2 5 5 5
Non-negativity conditions for the hyperbolic GARCH model 0 0 0 42 3 7 15 220
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 0 5 8 38
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 0 6 11 66
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 4 5 315
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 0 0 3 67 2 6 17 243
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 1 8 1 4 11 48
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 0 8 11 319
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 0 2 4 25 0 10 22 105
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 0 2 6 81
The impulse response function of the long memory GARCH process 0 0 2 60 0 7 11 181
The link between macroeconomic performance and variability in the UK 0 0 1 19 2 6 13 87
The role of information and experience for households’ inflation expectations 0 0 1 23 0 11 17 105
The variance risk premium and fundamental uncertainty 0 0 3 19 2 4 14 88
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 0 2 5 30 10 19 41 129
Volatility forecasting for low-volatility investing 1 1 1 1 2 2 2 2
Total Journal Articles 1 8 44 955 45 194 416 4,190

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Statistics updated 2026-04-09