Christian Conrad
Names
| first: |
Christian |
| last: |
Conrad |
Identifer
Contact
Affiliations
-
Ruprecht-Karls-Universität Heidelberg
/ Fakultät für Wirtschafts- und Sozialwissenschaften
/ Alfred-Weber-Institut für Wirtschaftswissenschaften
Research profile
author of:
- Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study (RePEc:awi:wpaper:0472)
by Christian Conrad & Menelaos Karanasos & Ning Zeng - Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models (RePEc:awi:wpaper:0473)
by Christian Conrad & Enno Mammen - Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model (RePEc:awi:wpaper:0475)
by Christian Conrad & Menelaos Karanasos - Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency (RePEc:awi:wpaper:0497)
by Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar - Explaining Inflation Persistence by a Time-Varying Taylor Rule (RePEc:awi:wpaper:0504)
by Conrad, Christian & Eife, Thomas A. - Modeling the link between US inflation and output: the importance of the uncertainty channel (RePEc:awi:wpaper:0507)
by Conrad, Christian & Karanasos, Menelaos - Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule (RePEc:awi:wpaper:0521)
by Conrad, Christian & Eife, Thomas A. - On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation (RePEc:awi:wpaper:0525)
by Conrad, Christian & Loch, Karin & Rittler, Daniel - Anticipating Long-Term Stock Market Volatility (RePEc:awi:wpaper:0535)
by Conrad, Christian & Loch, Karin - The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis (RePEc:awi:wpaper:0536)
by Conrad, Christian & Zumbach, Klaus Ulrich - Measuring Persistence in Volatility Spillovers (RePEc:awi:wpaper:0543)
by Conrad, Christian & Weber, Enzo - Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty (RePEc:awi:wpaper:0574)
by Conrad, Christian & Hartmann, Matthias - Asymptotics for parametric GARCH-in-Mean Models (RePEc:awi:wpaper:0579)
by Conrad, Christian & Mammen , Enno - The Variance Risk Premium and Fundamental Uncertainty (RePEc:awi:wpaper:0583)
by Conrad, Christian & Loch, Karin - Misspecification Testing in GARCH-MIDAS Models (RePEc:awi:wpaper:0597)
by Conrad, Christian & Schienle, Melanie - On the statistical properties of multiplicative GARCH models (RePEc:awi:wpaper:0613)
by Conrad, Christian & Kleen, Onno - On the economic determinants of optimal stock-bond portfolios: international evidence (RePEc:awi:wpaper:0636)
by Conrad, Christian & Stuermer, Karin - ‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios (RePEc:awi:wpaper:0655)
by Conrad, Christian & Glas, Alexander - Long-Term Volatility Shapes the Stock Market’s Sensitivity to News (RePEc:awi:wpaper:0739)
by Conrad, Christian & Schoelkopf, Julius Theodor & Tushteva, Nikoleta - Measuring Persistence in Volatility Spillovers (RePEc:bay:rdwiwi:28043)
by Conrad, Christian & Weber, Enzo - On the Transmission of Memory in Garch-in-Mean Models (RePEc:bla:jtsera:v:36:y:2015:i:5:p:706-720)
by Neil Kellard & Denise Osborn & Jerry Coakley & Christian Conrad & Menelaos Karanasos - Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel (RePEc:bla:scotjp:v:62:y:2015:i:5:p:431-453)
by Christian Conrad & Menelaos Karanasos - Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5)
by Conrad Christian & Karanasos Menelaos - The Role of Information and Experience for Households' Inflation Expectations (RePEc:ces:ceswps:_8528)
by Christian Conrad & Zeno Enders & Alexander Glas - Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model (RePEc:cup:etheor:v:26:y:2010:i:03:p:838-862_99)
by Conrad, Christian & Karanasos, Menelaos - The link between macroeconomic performance and variability in the UK (RePEc:eee:ecolet:v:106:y:2010:i:3:p:154-157)
by Conrad, Christian & Karanasos, Menelaos & Zeng, Ning - The variance risk premium and fundamental uncertainty (RePEc:eee:ecolet:v:132:y:2015:i:c:p:56-60)
by Conrad, Christian & Loch, Karin - The impulse response function of the long memory GARCH process (RePEc:eee:ecolet:v:90:y:2006:i:1:p:34-41)
by Conrad, Christian & Karanasos, Menelaos - Non-negativity conditions for the hyperbolic GARCH model (RePEc:eee:econom:v:157:y:2010:i:2:p:441-457)
by Conrad, Christian - Asymptotics for parametric GARCH-in-Mean models (RePEc:eee:econom:v:194:y:2016:i:2:p:319-329)
by Conrad, Christian & Mammen, Enno - The role of information and experience for households’ inflation expectations (RePEc:eee:eecrev:v:143:y:2022:i:c:s001429212100283x)
by Conrad, Christian & Enders, Zeno & Glas, Alexander - Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study (RePEc:eee:empfin:v:18:y:2011:i:1:p:147-159)
by Conrad, Christian & Karanasos, Menelaos & Zeng, Ning - On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets (RePEc:eee:empfin:v:29:y:2014:i:c:p:26-40)
by Conrad, Christian & Loch, Karin & Rittler, Daniel - The effect of political communication on European financial markets during the sovereign debt crisis (RePEc:eee:empfin:v:39:y:2016:i:pb:p:209-214)
by Conrad, Christian & Zumbach, Klaus Ulrich - Modeling and explaining the dynamics of European Union Allowance prices at high-frequency (RePEc:eee:eneeco:v:34:y:2012:i:1:p:316-326)
by Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar - On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach (RePEc:eee:japwor:v:17:y:2005:i:3:p:327-343)
by Conrad, C. & Karanasos, M. - Explaining inflation-gap persistence by a time-varying Taylor rule (RePEc:eee:jmacro:v:34:y:2012:i:2:p:419-428)
by Conrad, Christian & Eife, Thomas A. - On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies (RePEc:eee:poleco:v:56:y:2019:i:c:p:233-250)
by Conrad, Christian & Hartmann, Matthias - Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis (RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629)
by Christian Conrad & Anessa Custovic & Eric Ghysels - An den Lippen der EZB – Der KOF Monetary Policy Communicator (RePEc:kof:anskof:v:1:y:2007:i:4:p:33-45)
by Michael J. Lamla & Christian Conrad - Non-negativity Conditions for the Hyperbolic GARCH Model (RePEc:kof:wpskof:07-162)
by Christian Conrad - The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements (RePEc:kof:wpskof:07-174)
by Christian Conrad & Michael J. Lamla - Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model (RePEc:kof:wpskof:08-189)
by Christian Conrad & Menelaos Karanasos - The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication (RePEc:mcb:jmoncb:v:42:y:2010:i:7:p:1391-1417)
by Christian Conrad & Michael J. Lamla - Inequality Constraints in the Fractionally Integrated GARCH Model (RePEc:oup:jfinec:v:4:y:2006:i:3:p:413-449)
by Christian Conrad & Berthold R. Haag - The role of information and experience for households' inflation expectations (RePEc:rim:rimwps:21-04)
by Christian Conrad & Zeno Enders & Alexander Glas - Modelling Volatility Cycles: The (MF)2 GARCH Model (RePEc:rim:rimwps:21-05)
by Christian Conrad & Robert F. Engle - Long-Term Volatility Shapes the Stock Market’s Sensitivity to News (RePEc:rim:rimwps:23-16)
by Christian Conrad & Julius Theodor Schoelkopf & Nikoleta Tushteva - Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:229-242)
by Christian Conrad & Melanie Schienle - Anticipating Long‐Term Stock Market Volatility (RePEc:wly:japmet:v:30:y:2015:i:7:p:1090-1114)
by Christian Conrad & Karin Loch - Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models (RePEc:wly:japmet:v:35:y:2020:i:1:p:19-45)
by Christian Conrad & Onno Kleen - The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication (RePEc:wly:jmoncb:v:42:y:2010:i:7:p:1391-1417)
by Christian Conrad & Michael J. Lamla - The role of information and experience for households' inflation expectations (RePEc:zbw:bubdps:072021)
by Conrad, Christian & Enders, Zeno & Glas, Alexander - Testing for an omitted multiplicative long-term component in GARCH models (RePEc:zbw:kitwps:121)
by Conrad, Christian & Schienle, Melanie - The role of information and experience for households' inflation expectations (RePEc:zbw:pp1859:20)
by Conrad, Christian & Enders, Zeno & Glas, Alexander - Measuring Persistence in Volatility Spillovers (RePEc:zbw:vfsc13:79850)
by Conrad, Christian & Weber, Enzo - Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty (RePEc:zbw:vfsc14:100477)
by Hartmann, Matthias & Conrad, Christian - Misspecification Testing in GARCH-MIDAS Models (RePEc:zbw:vfsc15:112919)
by Conrad, Christian & Schienle, Melanie - Macroeconomic expectations and the time-varying stock-bond correlation: international evidence (RePEc:zbw:vfsc16:145530)
by Conrad, Christian & Loch, Karin - When does information on forecast variance improve the performance of a combined forecast? (RePEc:zbw:vfsc17:168200)
by Conrad, Christian - The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs (RePEc:zbw:zewdip:09045)
by Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel - Modeling and explaining the dynamics of European Union allowance prices at high-frequency (RePEc:zbw:zewdip:10038)
by Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar - Heterogeneous expectations among professional forecasters (RePEc:zbw:zewdip:283583)
by Conrad, Christian & Lahiri, Kajal