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Christian Conrad

SSRN Author Rank: 14,674 by Downloads and 13,721 by Citations

 

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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. Christian Conrad's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,305
Total
Citations
27
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
252
(82,083)
 

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
202
(103,560)
6

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
(107,445)
 

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
(114,960)
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 London - Economics and Finance
Posted:
21 Mar 08
Last Revised:
10 Feb 09
164
(130,503)
6

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
155
(134,047)
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 London - Economics and Finance
Zeng, Ning
Brunel University London
Posted:
31 Jul 08
Last Revised:
04 May 10
129
(158,919)
5

8.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University London - Economics and Finance
Posted:
26 Nov 10
Last Revised:
07 Aug 14
121
(161,836)
 

9.  
The Effect of Political Communication on European Financial Markets During the Sovereign Debt Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
Updated version of: University of Heidelberg, Department of Economics, Discussion Paper No. 536
Number of Pages in PDF File: 12
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
Last Revised:
03 Dec 15
119
(157,076)
 

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
113
(168,864)
 

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
(194,787)
 

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
91
(208,842)
4

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 London - Economics and Finance
Posted:
05 Oct 08
79
(222,906)
 

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
56
(250,117)
 

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
51
(276,361)
 

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
19
(260,633)
 

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
Institute of Economics (ECON)
Posted:
18 Jul 15
16
(236,820)
 

18.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Hartmann, Matthias
Alfred-Weber-Institut
Posted:
18 Oct 14
Last Revised:
04 Dec 15
9
(402,588)
 

19.  
On the Statistical Properties of Multiplicative GARCH Models | Show Abstract | Download This Paper | Open PDF in Browser |
University of Heidelberg, Department of Economics, Discussion Paper Series No. 613
Number of Pages in PDF File: 12
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Kleen, Onno
Heidelberg University - Department of Economics
Posted:
21 Mar 16
0
(397,892)
 

20.  
Modelling the Link between Us Inflation and Output: The Importance of the Uncertainty Channel | Show Abstract | Add to Cart |
Scottish Journal of Political Economy, Vol. 62, Issue 5, pp. 431-453, 2015
Number of Pages in PDF File: 23
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University London - Economics and Finance
Posted:
07 Oct 15
0
(502,248)
 

21.  
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 London - Economics and Finance
Posted:
28 Jul 15
0
(502,248)
 

22.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University London - Economics and Finance
Zeng, Ning
Brunel University London
Posted:
15 Mar 10
Last Revised:
04 May 10
 

23.  
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
 

24.  
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
 

25.  
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
 

26.  
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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