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 1 1 1 96 4 7 16 226
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 3 3 12 75
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 2 3 6 124
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 3 8 16 104
Die Grenzen der EZB-Prognosen 1 1 2 4 1 4 13 21
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 3 6 11 304
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 2 2 20 128
Heterogeneous Expectations among Professional Forecasters 0 0 1 5 4 16 35 44
Heterogeneous expectations among professional forecasters 0 0 0 5 4 7 14 23
Inflation Forecast Targeting Revisited 0 0 26 26 0 2 41 41
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 4 7 17 29
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 0 0 5 28
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 1 24 2 9 17 86
Measuring Persistence in Volatility Spillovers 0 0 0 9 1 14 24 125
Measuring Persistence in Volatility Spillovers 0 0 0 50 2 8 15 127
Measuring Persistence in Volatility Spillovers 0 0 0 3 0 2 10 74
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 2 4 13 158
Misspecification Testing in GARCH-MIDAS Models 1 1 1 52 3 5 19 108
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 1 4 7 127
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 4 6 16 243
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 1 7 12 114
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 3 124 0 1 14 278
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 3 7 14 502
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 2 7 13 637
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 0 65 1 8 17 209
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 0 0 8 84
On the statistical properties of multiplicative GARCH models 0 0 0 55 2 5 15 74
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 3 4 9 60
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 0 11 1 5 8 86
The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs 0 0 0 99 2 5 8 353
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 1 117 2 2 8 480
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 2 3 7 59
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 5 34 46 138
The role of information and experience for households' inflation expectations 0 0 0 27 0 0 1 56
The role of information and experience for households' inflation expectations 0 0 1 15 4 7 17 40
The role of information and experience for households' inflation expectations 0 0 0 13 4 5 12 47
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 2 4 10 61
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 2 6 11 46
Total Working Papers 3 3 37 1,948 81 227 557 5,519
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 2 7 110
Anticipating Long‐Term Stock Market Volatility 1 2 6 37 7 10 33 161
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 3 6 13 66
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 4 4 13 257
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 1 38 1 3 12 185
Inequality Constraints in the Fractionally Integrated GARCH Model 1 1 2 79 3 6 17 247
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 1 3 124 5 15 36 605
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 1 1 2 22 4 6 20 121
Modelling Volatility Cycles: The MF2‐GARCH Model 1 1 8 8 5 19 58 58
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 2 2 8 56
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 3 6 11 181
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 0 45 0 2 12 149
Narrative über die kausalen Effekte der Inflation auf den Aktienmarkt 0 0 0 0 1 6 6 6
Non-negativity conditions for the hyperbolic GARCH model 1 1 1 43 3 8 18 223
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 1 1 9 39
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 4 6 15 70
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 1 2 6 316
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 0 0 3 67 6 9 23 249
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 1 8 1 5 12 49
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 2 5 13 321
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 0 1 4 25 3 9 25 108
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 3 3 9 84
The impulse response function of the long memory GARCH process 0 0 2 60 0 1 11 181
The link between macroeconomic performance and variability in the UK 0 0 0 19 1 4 12 88
The role of information and experience for households’ inflation expectations 0 0 1 23 4 8 21 109
The variance risk premium and fundamental uncertainty 0 0 3 19 3 5 16 91
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 0 2 5 30 5 19 45 134
Volatility forecasting for low-volatility investing 0 1 1 1 1 3 3 3
Total Journal Articles 5 11 46 960 77 175 484 4,267

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Statistics updated 2026-05-06