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 3 5 9 218
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 1 3 7 68
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 0 2 3 120
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 1 4 5 92
Die Grenzen der EZB-Prognosen 1 1 1 3 3 4 6 14
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 0 0 1 293
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 2 4 6 112
Heterogeneous Expectations among Professional Forecasters 0 0 1 4 1 1 8 12
Heterogeneous expectations among professional forecasters 0 0 0 5 1 2 6 13
Inflation Forecast Targeting Revisited 0 1 25 25 6 10 28 28
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 2 3 6 16
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 1 2 10 28
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 1 24 0 2 6 74
Measuring Persistence in Volatility Spillovers 0 0 0 3 2 3 5 67
Measuring Persistence in Volatility Spillovers 0 0 0 50 0 0 2 112
Measuring Persistence in Volatility Spillovers 0 0 0 9 5 7 7 108
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 1 4 6 150
Misspecification Testing in GARCH-MIDAS Models 0 0 0 51 1 7 7 96
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 1 2 2 122
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 2 4 5 231
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 3 4 4 106
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 7 124 0 0 19 274
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 3 5 5 493
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 0 2 3 627
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 2 65 4 4 10 198
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 3 6 7 82
On the statistical properties of multiplicative GARCH models 0 0 0 55 2 3 3 62
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 2 3 5 54
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 0 11 0 0 2 80
The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs 0 0 0 99 0 1 1 346
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 1 117 1 3 6 477
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 1 2 3 55
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 2 4 5 96
The role of information and experience for households' inflation expectations 0 0 0 13 2 3 6 38
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 1 5 7 29
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 1 3 6 55
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 1 1 3 37
Total Working Papers 1 2 39 1,943 59 118 232 5,139
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 1 5 106
Anticipating Long‐Term Stock Market Volatility 0 1 5 35 4 9 24 146
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 3 3 5 58
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 2 7 249
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 1 38 2 3 7 180
Inequality Constraints in the Fractionally Integrated GARCH Model 0 1 1 78 1 4 9 238
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 1 3 123 5 7 21 587
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 1 1 2 21 3 6 12 111
Modelling Volatility Cycles: The MF2‐GARCH Model 0 3 6 6 7 15 29 29
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 2 3 5 52
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 0 2 3 173
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 1 45 1 3 6 141
Non-negativity conditions for the hyperbolic GARCH model 0 0 0 42 1 3 11 213
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 1 3 4 33
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 1 3 6 60
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 0 2 4 67 1 5 16 237
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 1 8 1 2 8 44
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 1 2 4 311
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 1 2 2 23 4 6 13 95
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 2 3 4 79
The impulse response function of the long memory GARCH process 0 0 2 60 1 1 5 174
The link between macroeconomic performance and variability in the UK 0 0 2 19 1 2 8 81
The role of information and experience for households’ inflation expectations 0 0 3 23 1 2 14 94
The variance risk premium and fundamental uncertainty 0 1 4 19 1 5 12 84
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 2 2 3 28 9 13 27 110
Total Journal Articles 4 14 44 947 54 108 266 3,996

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Statistics updated 2026-01-09