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 1 95 0 0 8 212
Asymptotics for parametric GARCH-in-Mean Models 0 0 1 64 0 1 4 64
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 0 0 2 118
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 0 0 3 88
Die Grenzen der EZB-Prognosen 0 0 1 2 0 2 5 10
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 0 0 2 293
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 0 0 2 108
Heterogeneous Expectations among Professional Forecasters 0 0 4 4 1 1 10 10
Heterogeneous expectations among professional forecasters 0 0 0 5 1 2 6 11
Inflation Forecast Targeting Revisited 12 17 17 17 5 15 15 15
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 0 1 7 13
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 2 15 2 3 16 26
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 1 24 0 1 3 71
Measuring Persistence in Volatility Spillovers 0 0 0 50 0 0 2 112
Measuring Persistence in Volatility Spillovers 0 0 0 9 0 0 0 101
Measuring Persistence in Volatility Spillovers 0 0 0 3 0 0 2 64
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 0 1 2 146
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 0 2 227
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 0 2 8 123 2 9 28 273
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 1 1 625
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 2 65 1 1 5 193
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 0 0 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 0 0 2 51
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 1 11 0 1 3 80
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 1 1 117 1 2 4 474
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 0 0 1 52
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 0 0 1 92
The role of information and experience for households' inflation expectations 0 0 0 13 0 0 3 35
The role of information and experience for households' inflation expectations 0 0 1 27 0 1 5 56
The role of information and experience for households' inflation expectations 0 0 0 14 0 0 1 23
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 0 0 3 51
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 0 0 3 35
Total Working Papers 12 20 40 1,932 13 42 156 5,008
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 1 1 19 0 1 6 105
Anticipating Long‐Term Stock Market Volatility 0 1 4 33 0 4 17 135
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 0 2 3 55
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance 0 2 3 74 0 3 5 247
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 0 37 0 3 3 176
Inequality Constraints in the Fractionally Integrated GARCH Model 0 0 1 77 2 2 9 233
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 1 4 122 3 9 22 579
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 0 2 20 1 4 10 105
Modelling Volatility Cycles: The MF2‐GARCH Model 1 3 3 3 5 10 10 10
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 0 1 3 49
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 0 1 1 171
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 3 45 0 1 6 138
Non-negativity conditions for the hyperbolic GARCH model 0 0 0 42 0 2 9 209
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 0 0 1 30
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 0 2 5 57
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 1 9 311
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 0 0 2 64 1 3 13 231
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 0 7 1 4 5 41
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 0 1 4 309
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 0 0 1 21 1 2 7 87
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 1 4 0 1 3 76
The impulse response function of the long memory GARCH process 0 1 1 59 0 1 4 172
The link between macroeconomic performance and variability in the UK 0 0 3 19 0 2 7 79
The role of information and experience for households’ inflation expectations 0 1 4 23 0 2 21 92
The variance risk premium and fundamental uncertainty 1 2 3 18 1 2 8 79
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 0 1 4 26 2 7 19 97
Total Journal Articles 2 13 40 928 17 71 210 3,873

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Statistics updated 2025-09-05