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 15 227
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 2 2 13 77
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 1 2 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 3 14 24
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 0 1 12 305
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 0 1 21 129
Heterogeneous Expectations among Professional Forecasters 0 0 1 5 0 0 35 44
Heterogeneous expectations among professional forecasters 0 0 0 5 0 0 13 23
Inflation Forecast Targeting Revisited 0 1 22 27 0 5 36 46
Inflation Forecast Targeting Revisited 2 3 3 3 1 2 2 2
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 0 0 4 28
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 0 5 21 34
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 1 1 1 25 1 1 16 87
Measuring Persistence in Volatility Spillovers 0 0 0 50 0 1 16 128
Measuring Persistence in Volatility Spillovers 0 0 0 9 0 0 24 125
Measuring Persistence in Volatility Spillovers 0 0 0 3 0 1 11 75
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 0 0 12 158
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 1 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 0 12 114
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 1 124 0 1 8 279
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 1 3 15 640
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 0 65 0 1 18 210
On the economic determinants of optimal stock-bond portfolios: international evidence 0 0 0 26 0 0 8 84
On the statistical properties of multiplicative GARCH models 0 0 0 55 0 1 16 75
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 0 2 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 8 481
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 0 1 8 60
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 0 1 47 139
The role of information and experience for households' inflation expectations 0 0 1 15 0 0 17 40
The role of information and experience for households' inflation expectations 0 0 0 13 1 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 2 12 63
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 0 1 12 47
Total Working Papers 3 5 33 1,953 8 41 565 5,560
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 1 1 6 111
Anticipating Long‐Term Stock Market Volatility 0 1 5 38 3 8 34 169
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 1 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 1 11 258
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 1 38 0 0 9 185
Inequality Constraints in the Fractionally Integrated GARCH Model 0 0 2 79 0 2 18 249
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 0 1 3 125 0 5 34 610
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 1 1 3 23 1 2 19 123
Modelling Volatility Cycles: The MF2‐GARCH Model 1 2 8 10 4 6 59 64
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 1 1 26 0 1 11 182
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 0 45 0 1 12 150
Narrative über die kausalen Effekte der Inflation auf den Aktienmarkt 0 0 0 0 0 3 9 9
Non-negativity conditions for the hyperbolic GARCH model 1 1 2 44 1 4 18 227
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 0 0 9 39
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 0 1 14 71
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 1 6 317
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 0 0 3 67 0 4 23 253
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 1 8 2 3 12 52
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 2 3 15 324
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 0 0 4 25 1 4 26 112
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 1 2 10 86
The impulse response function of the long memory GARCH process 0 0 1 60 0 1 10 182
The link between macroeconomic performance and variability in the UK 0 1 1 20 0 1 10 89
The role of information and experience for households’ inflation expectations 0 0 0 23 0 3 20 112
The variance risk premium and fundamental uncertainty 0 0 2 19 1 2 15 93
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 0 2 6 32 3 11 50 145
Volatility forecasting for low-volatility investing 0 0 1 1 1 3 6 6
Total Journal Articles 3 10 44 970 22 74 485 4,341

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Statistics updated 2026-08-07