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Conrad, Christian


 SSRN Author Rank: 14,811 by Downloads
 

University of Heidelberg - Faculty of Economics and Social Studies


 Bergheimer Strasse 58
 Heidelberg, D-69115
 Germany
 +49 (0)6221 54 3173 (Phone)
 HOME PAGE: http://www.uni-heidelberg.de/fakultaeten/wiso/awi/professuren/empwirtfor/christianconrad.html
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. Conrad, Christian's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,012
Total
Citations
31
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Anticipating Long-Term Stock Market Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Applied Econometrics, Forthcoming
Number of Pages in PDF File: 35
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Loch, Karin
University of Heidelberg - Faculty of Economics and Social Studies
Posted:
02 Oct 12
Last Revised:
30 Apr 14
243
(80,900)
 

2.  
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Communication | Show Abstract | Download This Paper | Open PDF in Browser |
KOF Working Paper No. 174, Journal of Money, Credit, and Banking, Forthcoming
Number of Pages in PDF File: 34
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Lamla, Michael J.
University of Essex
Posted:
25 Sep 07
Last Revised:
09 May 13
199
(99,202)
7

3.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Loch, Karin
University of Heidelberg - Faculty of Economics and Social Studies
Rittler, Daniel
University of Heidelberg - Alfred Weber Institute for Economics
Posted:
14 Mar 12
Last Revised:
01 May 14
192
(102,582)
 

4.  
Non-Negativity Conditions for the Hyperbolic GARCH Model | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Forthcoming, KOF Working Paper No. 162
Number of Pages in PDF File: 40
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Posted:
17 May 07
Last Revised:
04 May 10
189
(104,084)
4

5.  
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model | Show Abstract | Download This Paper | Open PDF in Browser |
Econometric Theory, Forthcoming, KOF Working Papers No. 189
Number of Pages in PDF File: 26
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University - Economics and Finance
Posted:
21 Mar 08
Last Revised:
10 Feb 09
163
(119,191)
7

6.  
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models | Show Abstract | Download This Paper | Open PDF in Browser |
University of Heidelberg, Department of Economics, Discussion Paper No. 473
Number of Pages in PDF File: 46
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Mammen, Enno
University of Mannheim - Department of Economics
Posted:
31 Jul 08
153
(125,970)
2

7.  
Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A Multi-Country Study | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Forthcoming, University of Heidelberg Department of Economics Discussion Paper No. 472
Number of Pages in PDF File: 26
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University - Economics and Finance
Zeng, Ning
Brunel University
Posted:
31 Jul 08
Last Revised:
04 May 10
129
(145,206)
5

8.  
The Effect of Political Communication on European Financial Markets During the Sovereign Debt Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
University of Heidelberg, Department of Economics, Discussion Paper No. 536
Number of Pages in PDF File: 10
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Zumbach, Klaus Ulrich
University of Heidelberg - Faculty of Economics and Social Studies
Posted:
14 Dec 12
117
(156,543)
 

9.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University - Economics and Finance
Posted:
26 Nov 10
Last Revised:
07 Aug 14
115
(158,544)
 

10.  
Measuring Persistence in Volatility Spillovers | Show Abstract | Download This Paper | Open PDF in Browser |
University of Heidelberg, Department of Economics, Discussion Paper No. 543
Number of Pages in PDF File: 28
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Weber, Enzo
University of Regensburg
Posted:
16 Apr 13
110
(163,907)
 

11.  
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Macroeconomics, Forthcoming, University of Heidelberg, Department of Economics, Discussion Paper No. 521
Number of Pages in PDF File: 20
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Eife, Thomas A.
University of Heidelberg - Alfred Weber Institute for Economics
Posted:
07 Nov 10
Last Revised:
01 Mar 12
99
(176,498)
 

12.   Incl. Electronic Paper
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Rittler, Daniel
University of Heidelberg - Alfred Weber Institute for Economics
Rotfuss, Waldemar
Centre for European Economic Research (ZEW)
Posted:
15 Mar 10
Last Revised:
27 Feb 11
87
(192,131)
6

13.  
Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: The UECCC GARCH Model | Show Abstract | Download This Paper | Open PDF in Browser |
University of Heidelberg Department of Economics Discussion Paper No. 475
Number of Pages in PDF File: 8
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University - Economics and Finance
Posted:
05 Oct 08
79
(203,989)
 

14.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Loch, Karin
University of Heidelberg - Faculty of Economics and Social Studies
Posted:
03 Mar 15
Last Revised:
15 Jul 15
55
(247,642)
 

15.  
The European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decisions on Second NAPs | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2009 Bergen Meetings Paper, ZEW - Centre for European Economic Research Discussion Paper No. 09-045
Number of Pages in PDF File: 11
Rotfuss, Waldemar
Centre for European Economic Research (ZEW)
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Rittler, Daniel
University of Heidelberg - Alfred Weber Institute for Economics
Posted:
12 Feb 09
Last Revised:
21 Sep 09
50
(258,752)
 

16.  
Asymptotics for Parametric GARCH-in-Mean Models | Show Abstract | Download This Paper | Open PDF in Browser |
University of Heidelberg, Department of Economics, Discussion Paper No. 579
Number of Pages in PDF File: 23
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Mammen, Enno
University of Mannheim - Department of Economics
Posted:
10 Feb 15
14
(381,388)
 

17.  
Misspecification Testing in GARCH-MIDAS Models | Show Abstract | Download This Paper | Open PDF in Browser |
University of Heidelberg, Department of Economics, Discussion Paper No. 597
Number of Pages in PDF File: 34
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Schienle, Melanie
Leibniz Universität Hannover
Posted:
18 Jul 15
9
(404,093)
 

18.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Hartmann, Matthias
Alfred-Weber-Institut
Posted:
18 Oct 14
9
(404,093)
 

19.  
On the Transmission of Memory in GARCH‐In‐Mean Models | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 706-720, 2015
Number of Pages in PDF File: 15
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University - Economics and Finance
Posted:
28 Jul 15
0
(455,834)
 

20.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University - Economics and Finance
Zeng, Ning
Brunel University
Posted:
15 Mar 10
Last Revised:
04 May 10
 

21.  
Inequality Constraints in the Fractionally Integrated Garch Model | Show Abstract |
Journal of Financial Econometrics, Vol. 4, Issue 3, pp. 413-449, 2006
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Haag, Berthold R.
University of Mannheim
Posted:
29 Feb 08
 

22.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
University of York - Department of Economics and Related Studies
Posted:
26 Sep 06
 

23.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
University of York - Department of Economics and Related Studies
Posted:
15 Sep 06
 

24.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
University of York - Department of Economics and Related Studies
Posted:
07 Sep 06
 


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