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 0 4 9 219
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 0 5 10 72
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 1 2 5 122
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 5 10 14 101
Die Grenzen der EZB-Prognosen 0 1 1 3 2 8 11 19
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 2 7 8 300
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 0 16 19 126
Heterogeneous Expectations among Professional Forecasters 0 1 2 5 12 29 32 40
Heterogeneous expectations among professional forecasters 0 0 0 5 1 5 9 17
Inflation Forecast Targeting Revisited 0 1 26 26 0 17 39 39
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 2 10 13 24
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 0 1 8 28
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 1 24 6 9 14 83
Measuring Persistence in Volatility Spillovers 0 0 0 50 4 11 12 123
Measuring Persistence in Volatility Spillovers 0 0 0 3 1 8 11 73
Measuring Persistence in Volatility Spillovers 0 0 0 9 12 20 22 123
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 0 5 9 154
Misspecification Testing in GARCH-MIDAS Models 0 0 0 51 1 9 15 104
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 2 4 5 125
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 1 9 11 238
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 6 10 11 113
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 5 124 0 3 20 277
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 3 8 10 498
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 4 7 10 634
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 2 65 5 12 16 206
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 0 5 9 84
On the statistical properties of multiplicative GARCH models 0 0 0 55 2 11 12 71
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 0 4 7 56
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 0 11 4 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 2 4 5 350
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 1 117 0 2 7 478
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 1 3 5 57
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 21 31 34 125
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 1 15 3 8 13 36
The role of information and experience for households' inflation expectations 0 0 0 13 0 6 8 42
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 1 4 8 58
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 2 6 7 42
Total Working Papers 0 3 39 1,945 106 318 467 5,398
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 3 5 108
Anticipating Long‐Term Stock Market Volatility 1 1 5 36 1 10 26 152
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 2 7 9 62
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 4 10 253
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 1 38 1 5 10 183
Inequality Constraints in the Fractionally Integrated GARCH Model 0 0 1 78 1 5 13 242
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 1 1 4 124 5 13 28 595
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 1 1 21 2 9 16 117
Modelling Volatility Cycles: The MF2‐GARCH Model 0 1 7 7 6 23 45 45
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 0 4 7 54
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 2 4 7 177
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 1 45 2 9 13 149
Non-negativity conditions for the hyperbolic GARCH model 0 0 0 42 2 5 14 217
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 0 6 8 38
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 2 7 12 66
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 1 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 1 5 15 241
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 1 8 3 4 10 47
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 3 9 11 319
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 1 3 4 25 6 14 22 105
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 0 4 6 81
The impulse response function of the long memory GARCH process 0 0 2 60 1 8 11 181
The link between macroeconomic performance and variability in the UK 0 0 1 19 1 5 11 85
The role of information and experience for households’ inflation expectations 0 0 1 23 4 12 20 105
The variance risk premium and fundamental uncertainty 0 0 3 19 0 3 12 86
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 2 4 5 30 4 18 31 119
Total Journal Articles 5 11 44 954 50 200 377 4,142

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Statistics updated 2026-03-04