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 1 2 8 214
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 0 1 4 65
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 0 0 1 118
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 2 2 3 90
Die Grenzen der EZB-Prognosen 0 0 1 2 0 0 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 2 2 4 110
Heterogeneous Expectations among Professional Forecasters 0 0 4 4 0 2 10 11
Heterogeneous expectations among professional forecasters 0 0 0 5 1 2 6 12
Inflation Forecast Targeting Revisited 0 19 24 24 2 10 20 20
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 0 2 13 26
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 0 0 5 13
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 1 24 0 1 4 72
Measuring Persistence in Volatility Spillovers 0 0 0 3 1 1 3 65
Measuring Persistence in Volatility Spillovers 0 0 0 50 0 0 2 112
Measuring Persistence in Volatility Spillovers 0 0 0 9 2 2 2 103
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 2 2 4 148
Misspecification Testing in GARCH-MIDAS Models 0 0 0 51 4 4 4 93
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 0 0 0 120
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 0 0 1 227
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 0 0 0 102
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 1 7 124 0 3 24 274
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 1 1 1 489
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 0 0 1 625
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 2 65 0 2 6 194
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 0 0 1 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 1 1 3 52
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 1 11 0 0 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 0 1 117 1 2 4 475
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 0 1 1 53
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 1 1 15 1 2 3 25
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 0 27 0 0 2 56
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 2 3 6 54
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 0 1 2 36
Total Working Papers 0 21 42 1,941 23 49 162 5,044
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 0 0 5 105
Anticipating Long‐Term Stock Market Volatility 1 2 6 35 3 5 20 140
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 0 0 2 55
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance 0 0 3 74 0 0 5 247
Explaining inflation-gap persistence by a time-varying Taylor rule 0 1 1 38 0 1 4 177
Inequality Constraints in the Fractionally Integrated GARCH Model 1 1 2 78 2 5 8 236
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 0 4 122 1 5 21 581
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 0 1 20 0 1 6 105
Modelling Volatility Cycles: The MF2‐GARCH Model 2 3 5 5 4 13 18 18
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 1 1 3 50
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 0 0 1 171
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 1 45 0 0 3 138
Non-negativity conditions for the hyperbolic GARCH model 0 0 0 42 1 2 9 211
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 1 1 2 31
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 1 1 4 58
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 0 2 311
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 1 2 3 66 2 4 13 234
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 1 1 8 1 3 7 43
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 0 0 4 309
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 0 0 1 21 0 3 9 89
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 0 0 2 76
The impulse response function of the long memory GARCH process 0 1 2 60 0 1 4 173
The link between macroeconomic performance and variability in the UK 0 0 3 19 0 0 7 79
The role of information and experience for households’ inflation expectations 0 0 3 23 0 0 14 92
The variance risk premium and fundamental uncertainty 1 2 4 19 1 2 9 80
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 0 0 2 26 1 3 17 98
Total Journal Articles 6 13 43 939 19 51 199 3,907

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Statistics updated 2025-11-08