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 96 0 1 15 228
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 0 2 12 77
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 0 1 8 126
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 0 0 16 104
Die Grenzen der EZB-Prognosen 0 0 2 4 0 1 15 25
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 0 0 12 305
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 0 0 21 129
Heterogeneous Expectations among Professional Forecasters 0 0 1 5 1 4 37 48
Heterogeneous expectations among professional forecasters 0 0 0 5 0 1 13 24
Inflation Forecast Targeting Revisited 0 14 15 15 1 5 6 6
Inflation Forecast Targeting Revisited 0 0 3 27 0 0 28 46
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 0 0 2 28
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 1 1 22 35
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 1 1 25 0 2 16 88
Measuring Persistence in Volatility Spillovers 0 0 0 9 1 2 26 127
Measuring Persistence in Volatility Spillovers 0 0 0 50 0 1 17 129
Measuring Persistence in Volatility Spillovers 0 0 0 3 0 0 11 75
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 0 1 13 159
Misspecification Testing in GARCH-MIDAS Models 0 0 1 52 0 0 19 108
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 0 1 8 128
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 0 0 16 243
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 0 1 13 115
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 0 124 0 0 5 279
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 0 0 14 502
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 0 1 15 640
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 0 65 0 1 17 211
On the economic determinants of optimal stock-bond portfolios: international evidence 0 1 1 27 0 2 10 86
On the statistical properties of multiplicative GARCH models 0 0 0 55 0 4 20 79
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 0 0 11 62
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 0 11 0 0 6 86
The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs 0 0 0 99 0 0 8 353
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 0 117 0 1 8 482
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 1 3 10 63
The Variance Risk Premium and Fundamental Uncertainty 1 1 1 75 1 3 50 142
The role of information and experience for households' inflation expectations 0 0 0 15 0 0 16 40
The role of information and experience for households' inflation expectations 0 0 0 13 0 1 13 48
The role of information and experience for households' inflation expectations 0 0 0 27 0 0 0 56
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 0 1 12 64
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 0 1 12 48
Total Working Papers 1 17 26 1,967 6 42 573 5,594
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 0 19 0 1 6 111
Anticipating Long‐Term Stock Market Volatility 1 1 5 39 1 9 38 175
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 0 1 12 67
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance 0 0 0 74 0 18 29 276
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 0 38 2 2 10 187
Inequality Constraints in the Fractionally Integrated GARCH Model 0 0 2 79 0 0 15 249
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 0 3 125 0 2 32 612
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 1 3 23 0 2 19 124
Modelling Volatility Cycles: The MF2‐GARCH Model 0 1 7 10 2 6 52 66
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 0 0 7 56
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 1 26 0 0 11 182
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 0 45 1 1 13 151
Narrative über die kausalen Effekte der Inflation auf den Aktienmarkt 0 0 0 0 1 1 10 10
Non-negativity conditions for the hyperbolic GARCH model 0 1 2 44 0 1 17 227
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 1 1 10 40
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 1 1 15 72
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 0 6 317
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 0 0 2 67 1 3 24 256
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 0 8 1 3 11 53
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 1 4 17 326
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 1 1 5 26 1 4 26 115
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 0 1 10 86
The impulse response function of the long memory GARCH process 0 0 0 60 1 1 10 183
The link between macroeconomic performance and variability in the UK 0 0 1 20 0 1 11 90
The role of information and experience for households’ inflation expectations 0 1 1 24 3 6 26 118
The variance risk premium and fundamental uncertainty 0 0 1 19 1 2 15 94
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 1 1 7 33 1 9 54 151
Volatility forecasting for low-volatility investing 1 1 2 2 1 3 8 8
Total Journal Articles 4 8 42 975 20 83 514 4,402

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Statistics updated 2026-10-11