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 5 10 219
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 4 7 10 72
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 1 3 4 121
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 4 6 9 96
Die Grenzen der EZB-Prognosen 0 1 1 3 3 7 9 17
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 5 5 6 298
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 14 16 19 126
Heterogeneous Expectations among Professional Forecasters 1 1 2 5 16 17 23 28
Heterogeneous expectations among professional forecasters 0 0 0 5 3 4 9 16
Inflation Forecast Targeting Revisited 1 2 26 26 11 19 39 39
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 0 2 8 28
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 6 9 12 22
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 1 24 3 5 9 77
Measuring Persistence in Volatility Spillovers 0 0 0 9 3 8 10 111
Measuring Persistence in Volatility Spillovers 0 0 0 3 5 7 10 72
Measuring Persistence in Volatility Spillovers 0 0 0 50 7 7 8 119
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 4 6 9 154
Misspecification Testing in GARCH-MIDAS Models 0 0 0 51 7 10 14 103
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 1 3 3 123
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 6 10 10 237
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 1 5 5 107
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 7 124 3 3 22 277
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 2 6 7 495
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 3 5 6 630
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 2 65 3 7 13 201
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 2 8 9 84
On the statistical properties of multiplicative GARCH models 0 0 0 55 7 10 10 69
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 2 4 7 56
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 0 11 1 1 3 81
The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs 0 0 0 99 2 3 3 348
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 1 117 1 3 7 478
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 1 3 4 56
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 8 12 13 104
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 4 7 10 42
The role of information and experience for households' inflation expectations 0 0 1 15 4 8 11 33
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 2 3 7 57
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 3 4 5 40
Total Working Papers 2 4 41 1,945 153 248 375 5,292
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 2 3 6 108
Anticipating Long‐Term Stock Market Volatility 0 0 5 35 5 11 28 151
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 2 5 7 60
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 4 6 11 253
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 1 38 2 5 9 182
Inequality Constraints in the Fractionally Integrated GARCH Model 0 0 1 78 3 5 12 241
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 1 3 123 3 9 24 590
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 1 2 21 4 10 15 115
Modelling Volatility Cycles: The MF2‐GARCH Model 1 2 7 7 10 21 39 39
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 2 4 7 54
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 0 0 0 25 2 4 5 175
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 1 45 6 9 12 147
Non-negativity conditions for the hyperbolic GARCH model 0 0 0 42 2 4 13 215
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 5 7 8 38
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 4 6 10 64
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 3 3 4 314
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 0 1 3 67 3 6 16 240
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 1 8 0 1 7 44
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 5 7 8 316
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 1 3 3 24 4 10 16 99
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 2 5 6 81
The impulse response function of the long memory GARCH process 0 0 2 60 6 7 11 180
The link between macroeconomic performance and variability in the UK 0 0 2 19 3 5 11 84
The role of information and experience for households’ inflation expectations 0 0 2 23 7 9 18 101
The variance risk premium and fundamental uncertainty 0 0 4 19 2 6 13 86
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 0 2 3 28 5 17 29 115
Total Journal Articles 2 10 44 949 96 185 345 4,092

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Statistics updated 2026-02-12