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Conrad, Christian


 SSRN Author Rank: 15,171 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
1,709
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.  
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Communication | Show Abstract | Download |
KOF Working Paper No. 174, Journal of Money, Credit, and Banking, Forthcoming
Working Paper Series
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
186
(93,230)
7

2.  
Anticipating Long-Term Stock Market Volatility | Show Abstract | Download |
Journal of Applied Econometrics, Forthcoming
Accepted Paper Series
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
184
(94,171)
 

3.  
Non-Negativity Conditions for the Hyperbolic GARCH Model | Show Abstract | Download |
Journal of Econometrics, Forthcoming, KOF Working Paper No. 162
Working Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Posted:
17 May 07
Last Revised:
04 May 10
168
(102,424)
4

4.  
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
160
(107,109)
 

5.  
Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model | Show Abstract | Download |
Econometric Theory, Forthcoming, KOF Working Papers No. 189
Accepted Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University
Posted:
21 Mar 08
Last Revised:
10 Feb 09
158
(108,253)
7

6.  
Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models | Show Abstract | Download |
University of Heidelberg, Department of Economics, Discussion Paper No. 473
Working Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Mammen, Enno
University of Mannheim - Department of Economics
Posted:
31 Jul 08
138
(121,765)
2

7.  
Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A Multi-Country Study | Show Abstract | Download |
Journal of Empirical Finance, Forthcoming, University of Heidelberg Department of Economics Discussion Paper No. 472
Working Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University
Zeng, Ning
Brunel University
Posted:
31 Jul 08
Last Revised:
04 May 10
125
(132,065)
5

8.  
The Effect of Political Communication on European Financial Markets During the Sovereign Debt Crisis | Show Abstract | Download |
University of Heidelberg, Department of Economics, Discussion Paper No. 536
Working Paper Series
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
103
(152,418)
 

9.  
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule | Show Abstract | Download |
Journal of Macroeconomics, Forthcoming, University of Heidelberg, Department of Economics, Discussion Paper No. 521
Working Paper Series
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
96
(159,926)
 

10.  
Measuring Persistence in Volatility Spillovers | Show Abstract | Download |
University of Heidelberg, Department of Economics, Discussion Paper No. 543
Working Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Weber, Enzo
University of Regensburg
Posted:
16 Apr 13
90
(167,088)
 

11.  
Modeling the Link between US Inflation and Output: The Importance of the Uncertainty Channel | Show Abstract | Download |
(updated version of: University of Heidelberg, Department of Economics, Discussion Paper No. 507)
Working Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University
Posted:
26 Nov 10
Last Revised:
16 Jul 14
87
(170,727)
 

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
(170,727)
6

13.  
Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: The UECCC GARCH Model | Show Abstract | Download |
University of Heidelberg Department of Economics Discussion Paper No. 475
Working Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University
Posted:
05 Oct 08
77
(184,037)
 

14.  
The European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decisions on Second NAPs | Show Abstract | Download |
EFA 2009 Bergen Meetings Paper, ZEW - Centre for European Economic Research Discussion Paper No. 09-045
Working Paper Series
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
(230,037)
 

15.  
The Link between Macroeconomic Performance and Variability in the UK | Show Abstract |
Economics Letters, Vol. 106, No. 3, pp. 154-157, 2010
Accepted Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
Brunel University
Zeng, Ning
Brunel University
Posted:
15 Mar 10
Last Revised:
04 May 10
 

16.  
Inequality Constraints in the Fractionally Integrated Garch Model | Show Abstract |
Journal of Financial Econometrics, Vol. 4, Issue 3, pp. 413-449, 2006
Accepted Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Haag, Berthold R.
University of Mannheim
Posted:
29 Feb 08
 

17.  
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
University of York (UK) - Department of Economics and Related Studies
Posted:
26 Sep 06
 

18.  
On the Inflation-Uncertainty Hypothesis in the USA, Japan and the UK: A Dual Long Memory Approach | Show Abstract |
Japan and the World Economy, Vol. 17, pp. 327-343, 2005
Accepted Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
University of York (UK) - Department of Economics and Related Studies
Posted:
15 Sep 06
 

19.  
The Impulse Response Function of the Long Memory GARCH Process | Show Abstract |
Economics Letters, Vol. 90, pp. 34-41, 2006
Accepted Paper Series
Conrad, Christian
University of Heidelberg - Faculty of Economics and Social Studies
Karanasos, Menelaos
University of York (UK) - Department of Economics and Related Studies
Posted:
07 Sep 06
 


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