Christian Conrad

发表

Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis

Christian Conrad, Anessa Custovic, E. Ghysels, 2018 .

Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance

Christian Conrad, Christian Conrad, M. Karanasos, 2005 .

On the Macroeconomic Determinants of Long-Term Volatilities and Correlations in U.S. Stock and Crude Oil Markets

Christian Conrad, Daniel Rittler, Karin Loch, 2014 .

Two are better than one : volatility forecasting using multiplicative component GARCH models ∗

Christian Conrad, Onno Kleen, 2018 .

Anticipating Long-Term Stock Market Volatility: ANTICIPATING LONG-TERM STOCK MARKET VOLATILITY

Christian Conrad, Karin Loch, 2015 .

Explaining Inflation Persistence by a Time-Varying Taylor Rule

Christian Conrad, Thomas A. Eife, 2010 .

On the Transmission of Memory: Ination Persistence and the Great Moderation

Christian Conrad, M. Karanasos, Simon Elmer, 2009 .

Processes and Production Methods (PPMs) in WTO Law: Interfacing Trade and Social Goals

Christian Conrad, 2011 .

On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach

Christian Conrad, M. Karanasos, 2005 .

On the Transmission of Memory in Garch‐in‐Mean Models

Christian Conrad, M. Karanasos, 2015 .

Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency

Christian Conrad, Christian Conrad, Daniel Rittler, 2010 .

A Crisis of Beliefs – Investor Psychology and Financial Fragility, Nicola Gennaioli, Andrej Shleifer. Princeton University Press, Princeton, NJ (2018). x+252 pp., $29.95 (hc), ISBN: 978-0691184920.

Christian Conrad, S. Trautmann, 2019 .

Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty

Christian Conrad, Matthias Hartmann, 2014 .

Modelling Volatility Cycles: The (MF)^2 GARCH Model

R. Engle, Christian Conrad, 2021, SSRN Electronic Journal.

Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models

Christian Conrad, Onno Kleen, 2020 .

Two Are Better Than One: Volatility Forecasting Using Multiplicative Component GARCH-MIDAS Models

Christian Conrad, Onno Kleen, 2019 .

Testing for an Omitted Multiplicative Long-Term Component in GARCH Models

Christian Conrad, M. Schienle, 2015, Journal of Business & Economic Statistics.

Anticipating Long-Term Stock Market Volatility

Christian Conrad, Christian Conrad, Karin Loch, 2014 .

On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation

Christian Conrad, Daniel Rittler, Karin Loch, 2012 .

Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A Multi-Country Study

Christian Conrad, M. Karanasos, N. Zeng, 2009 .

Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study

Christian Conrad, M. Karanasos, N. Zeng, 2008 .

Non-Negativity Conditions for the Hyperbolic GARCH Model

Christian Conrad, 2007 .

Inequality Constraints in the Fractionally Integrated GARCH Model

Christian Conrad, Berthold R. Haag, 2006 .

Asymptotics for Parametric GARCH-in-Mean Models

E. Mammen, Christian Conrad, 2016 .

On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies

Christian Conrad, Matthias Hartmann, 2018, European Journal of Political Economy.

The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Communication

Christian Conrad, M. Lamla, 2007 .

The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements

Christian Conrad, M. Lamla, 2007 .

Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule

Christian Conrad, Thomas A. Eife, 2012 .

Processes and Production Methods (PPMs) in WTO Law: Bibliography

Christian Conrad, 2011 .

Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models

E. Mammen, Christian Conrad, 2008 .

'Deja Vol' Revisited: Survey Forecasts of Macroeconomic Variables Predict Volatility in the Cross-Section of Industry Portfolios

Christian Conrad, A. Glas, 2018 .

GARCH Models with Long Memory and Nonparametric Specifications

Christian Conrad, 2006 .

Ppms, the Ec-Biotech Dispute and Applicability of the Sps Agreement: Are the Panel's Findings Built on Shaky Ground?

Christian Conrad, 2006 .

Modelling the Link between Us Inflation and Output: The Importance of the Uncertainty Channel

Christian Conrad, M. Karanasos, 2015 .

Modeling the Link between US Inflation and Output: The Importance of the Uncertainty Channel

Christian Conrad, M. Karanasos, 2014 .

MODELLING T HE L INK B ETWEEN U S INFLATION A ND O UTPUT: T HE IMPORTANCE O F T HE U NCERTAINTY CHANNEL

Christian Conrad, M. Karanasos, 2015 .

The Role of Information and Experience for Households’ Inflation Expectations

Christian Conrad, Zeno Enders, A. Glas, 2020, SSRN Electronic Journal.

The role of information channels and experience for households’ inflation expectations

Christian Conrad, Zeno Enders, A. Glas, 2021 .

A Survey of Announcement Effects on Foreign Exchange Returns

Christopher J. Neely, R. Aggarwal, Christian Conrad, 2010 .

The link between macroeconomic performance and variability in the UK

Christian Conrad, M. Karanasos, N. Zeng, 2010 .

The Effects of Money Supply and Interest Rates on Stock Prices , Evidence from Two Behavioral Experiments

Christian Conrad, 2021, Applied Economics and Finance.

NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL

Christian Conrad, M. Karanasos, 2008, Econometric Theory.

On the Economic Determinants of Optimal Stock-Bond Portfolios: International Evidence

Christian Conrad, K. Stürmer, 2017 .

Macroeconomic expectations and the time-varying stock-bond correlation: international evidence

Christian Conrad, Karin Loch, 2016 .

An den Lippen der EZB – Der KOF Monetary Policy Communicator

Christian Conrad, M. Lamla, 2007 .

New evidence using an excludable instrument

Christian Conrad, L. Chauvet, N. Potrafke, 2017 .

Measuring Persistence in Volatility Spillovers

Christian Conrad, Enzo Weber, 2013 .

Regensburger DISKUSSIONSBEITRÄGE zur Wirtschaftswissenschaft University of Regensburg Working Papers in Business , Economics and Management Information Systems Measuring Persistence in Volatility Spillovers

Christian Conrad, Enzo Weber, 2013 .

The Variance Risk Premium and Fundamental Uncertainty

Christian Conrad, Christian Conrad, Karin Loch, 2015 .

The impulse response function of the long memory GARCH process

Christian Conrad, M. Karanasos, 2006 .

Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: The UECCC GARCH Model

Christian Conrad, M. Karanasos, 2008 .

Modeling the link between US in∞ation, output and their variabilities ⁄

Christian Conrad, M. Karanasos, 2010 .

Modeling Volatility Spillovers between US Inflation Uncertainty and Output Variability : the UECCC GARCH Model ∗

Christian Conrad, M. Karanasos, 2008 .

Modeling Volatility Spillovers between the Variabilities of US In∞ation and Output:

Christian Conrad, M. Karanasos, 2008 .