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 1 1 96 0 7 14 226
Asymptotics for parametric GARCH-in-Mean Models 0 0 0 64 0 3 12 75
Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 49 0 2 6 124
Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty 0 0 0 47 0 3 16 104
Die Grenzen der EZB-Prognosen 0 1 2 4 2 4 15 23
Explaining Inflation Persistence by a Time-Varying Taylor Rule 0 0 0 139 1 5 12 305
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule 0 0 0 56 1 3 21 129
Heterogeneous Expectations among Professional Forecasters 0 0 1 5 0 4 35 44
Heterogeneous expectations among professional forecasters 0 0 0 5 0 6 14 23
Inflation Forecast Targeting Revisited 1 1 27 27 3 5 44 44
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 6 2 7 19 31
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News 0 0 0 15 0 0 5 28
Macroeconomic expectations and the time-varying stock-bond correlation: international evidence 0 0 0 24 0 3 16 86
Measuring Persistence in Volatility Spillovers 0 0 0 3 0 1 10 74
Measuring Persistence in Volatility Spillovers 0 0 0 9 0 2 24 125
Measuring Persistence in Volatility Spillovers 0 0 0 50 0 4 15 127
Misspecification Testing in GARCH-MIDAS Models 0 0 0 42 0 4 13 158
Misspecification Testing in GARCH-MIDAS Models 0 1 1 52 0 4 19 108
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency 0 0 0 37 0 2 7 127
Modeling and explaining the dynamics of European Union allowance prices at high-frequency 0 0 0 52 0 5 16 243
Modeling the link between US inflation and output: the importance of the uncertainty channel 0 0 0 60 0 1 12 114
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 3 124 0 1 14 278
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model 0 0 0 146 0 4 14 502
Non-negativity Conditions for the Hyperbolic GARCH Model 0 0 0 202 2 5 15 639
On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation 0 0 0 65 1 4 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 1 4 16 75
Testing for an omitted multiplicative long-term component in GARCH models 0 0 0 40 1 5 10 61
The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis 0 0 0 11 0 1 7 86
The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs 0 0 0 99 0 3 8 353
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements 0 0 1 117 0 2 8 480
The Role of Information and Experience for Households' Inflation Expectations 0 0 0 35 1 3 8 60
The Variance Risk Premium and Fundamental Uncertainty 0 0 0 74 1 14 47 139
The role of information and experience for households' inflation expectations 0 0 1 15 0 4 17 40
The role of information and experience for households' inflation expectations 0 0 0 13 0 5 12 47
The role of information and experience for households' inflation expectations 0 0 0 27 0 0 1 56
When does information on forecast variance improve the performance of a combined forecast? 0 0 0 42 1 4 11 62
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios 0 0 0 16 1 5 12 47
Total Working Papers 1 4 37 1,949 18 139 571 5,537
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 2 6 110
Anticipating Long‐Term Stock Market Volatility 0 1 5 37 2 11 32 163
Asymptotics for parametric GARCH-in-Mean models 0 0 0 10 0 4 13 66
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance 0 0 2 74 0 4 13 257
Explaining inflation-gap persistence by a time-varying Taylor rule 0 0 1 38 0 2 12 185
Inequality Constraints in the Fractionally Integrated GARCH Model 0 1 2 79 0 5 16 247
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis 1 1 4 125 2 12 37 607
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency 0 1 2 22 0 4 20 121
Modelling Volatility Cycles: The MF2‐GARCH Model 0 1 8 8 0 13 58 58
Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel 0 0 0 12 0 2 8 56
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study 1 1 1 26 1 5 12 182
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL 0 0 0 45 0 0 12 149
Narrative über die kausalen Effekte der Inflation auf den Aktienmarkt 0 0 0 0 3 6 9 9
Non-negativity conditions for the hyperbolic GARCH model 0 1 1 43 3 9 19 226
On the Transmission of Memory in Garch-in-Mean Models 0 0 0 3 0 1 9 39
On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies 0 0 0 12 1 5 16 71
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 1 6 316
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets 0 0 3 67 2 10 23 251
Testing for an Omitted Multiplicative Long-Term Component in GARCH Models 0 0 1 8 1 3 13 50
The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication 0 0 0 67 1 3 14 322
The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 0 0 4 25 0 3 23 108
The effect of political communication on European financial markets during the sovereign debt crisis 0 0 0 4 1 4 10 85
The impulse response function of the long memory GARCH process 0 0 2 60 1 1 11 182
The link between macroeconomic performance and variability in the UK 0 0 0 19 0 3 11 88
The role of information and experience for households’ inflation expectations 0 0 1 23 2 6 21 111
The variance risk premium and fundamental uncertainty 0 0 3 19 1 6 15 92
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models 1 1 6 31 4 19 48 138
Volatility forecasting for low-volatility investing 0 1 1 1 0 3 3 3
Total Journal Articles 3 9 48 963 25 147 490 4,292

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Statistics updated 2026-06-04