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 3 8 215
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 2 3 6 67
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 2 2 3 120
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 1 3 4 91
Die Grenzen der EZB-Prognosen 0 0 0 2 1 1 4 11
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 2 4 110
Heterogeneous Expectations among Professional Forecasters 0 0 1 4 0 1 7 11
Heterogeneous expectations among professional forecasters 0 0 0 5 0 1 6 12
Inflation Forecast Targeting Revisited 1 8 25 25 2 7 22 22
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 1 1 5 14
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 1 1 14 27
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 1 24 2 3 6 74
Measuring Persistence in Volatility Spillovers 0 0 0 50 0 0 2 112
Measuring Persistence in Volatility Spillovers 0 0 0 3 0 1 3 65
Measuring Persistence in Volatility Spillovers 0 0 0 9 0 2 2 103
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 1 3 5 149
Misspecification Testing in GARCH-MIDAS Models 0 0 0 51 2 6 6 95
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 1 1 1 121
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 2 2 3 229
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 1 1 1 103
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 1 7 124 0 1 22 274
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 1 2 2 490
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 2 2 3 627
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 2 65 0 1 6 194
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 3 3 4 79
On the statistical properties of multiplicative GARCH models 0 0 0 55 1 1 1 60
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 0 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 1 1 1 346
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 1 117 1 2 5 476
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 1 2 2 54
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 2 2 3 94
The role of information and experience for households' inflation expectations 0 1 1 15 3 5 6 28
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 1 4 36
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 0 3 5 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 1 10 39 1,942 36 72 188 5,080
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 4 105
Anticipating Long‐Term Stock Market Volatility 0 2 6 35 2 7 21 142
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 2 2 7 249
Explaining inflation-gap persistence by a time-varying Taylor rule 0 1 1 38 1 2 5 178
Inequality Constraints in the Fractionally Integrated GARCH Model 0 1 1 78 1 4 8 237
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 1 1 4 123 1 3 20 582
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 0 1 20 3 3 9 108
Modelling Volatility Cycles: The MF2‐GARCH Model 1 3 6 6 4 12 22 22
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 0 1 3 50
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 2 2 3 173
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 1 45 2 2 5 140
Non-negativity conditions for the hyperbolic GARCH model 0 0 0 42 1 3 10 212
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 1 2 3 32
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 1 2 5 59
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 0 1 311
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 1 3 4 67 2 5 15 236
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 1 1 8 0 2 7 43
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 1 1 4 310
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 1 1 1 22 2 4 10 91
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 1 1 3 77
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 2 19 1 1 7 80
The role of information and experience for households’ inflation expectations 0 0 3 23 1 1 15 93
The variance risk premium and fundamental uncertainty 0 1 4 19 3 4 12 83
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 0 0 2 26 3 4 20 101
Total Journal Articles 4 15 43 943 35 69 225 3,942

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Statistics updated 2025-12-06