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Number of items: 22.

Article

Conrad, Christian ; Mammen, Enno (2016) Asymptotics for parametric GARCH-in-Mean models. Journal of Econometrics Amsterdam [u.a.] 194 2 319-329 [Article]

Conrad, Christian ; Zumbach, Klaus Ulrich (2016) The effect of political communication on European financial markets during the sovereign debt crisis. Journal of Empirical Finance Amsterdam [u.a.] 39 B 209-214 [Article]

Conrad, Christian ; Loch, Karin (2015) Anticipating long-term stock market volatility. Journal of Applied Econometrics Chichester 30 7 1090-1114 [Article]

Conrad, Christian ; Loch, Karin (2015) The variance risk premium and fundamental uncertainty. Economics Letters Amsterdam [u.a.] 132 56-60 [Article]

Conrad, Christian ; Karanasos, Menelaos (2015) On the transmission of memory in Garch‐in‐mean models. Journal of Time Series Analysis Oxford [u.a.] 36 5 706-720 [Article]

Conrad, Christian ; Karanasos, Menelaos (2015) Modeling the link between US inflation and output : the importance of the uncertainty channel. Scottish Journal of Political Economy Oxford [u.a.] 62 5 431-453 [Article]

Conrad, Christian ; Loch, Karin ; Rittler, Daniel (2014) On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets. Journal of Empirical Finance Amsterdam [u.a.] 29 26-40 [Article]

Conrad, Christian ; Eife, Thomas A. (2012) Explaining inflation-gap persistence by a time-varying Taylor rule. Journal of Macroeconomics Amsterdam [u.a.] 34 2 419-428 [Article]

Conrad, Christian ; Rittler, Daniel ; Rotfuß, Waldemar (2012) Modeling and explaining the dynamics of European Union Allowance prices at high-frequency. Energy Economics Amsterdam [u.a.] 34 1 316-326 [Article]

Conrad, Christian ; Karanasos, Menelaos ; Zeng, Ning (2011) Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study. Journal of Empirical Finance Amsterdam [u.a.] 18 1 147-159 [Article]

Conrad, Christian ; Karanasos, Menelaos (2010) Negative volatility spillovers in the unrestricted ECCC-GARCH model. Econometric Theory Cambridge 26 3 838-862 [Article]

Conrad, Christian ; Karanasos, Menelaos ; Zeng, Ning (2010) The link between macroeconomic performance and variability in the UK. Economics Letters Amsterdam [u.a.] 106 3 154-157 [Article]

Conrad, Christian (2010) Non-negativity conditions for the hyperbolic GARCH model. Journal of Econometrics Amsterdam [u.a.] 157 2 441-457 [Article]

Conrad, Christian ; Lamla, Michael J. (2010) The high‐frequency response of the EUR‐USD exchange rate to ECB communication. Journal of Money, Credit and Banking Oxford 42 7 1391-1417 [Article]

Conrad, Christian ; Haag, Berthold R. (2006) Inequality constraints in the fractionally integrated GARCH model. Journal of Financial Econometrics Oxford 4 3 413-449 [Article]

Conrad, Christian ; Karanasos, Menelaos (2006) The impulse response function of the long memory GARCH process. Economics Letters Amsterdam [u.a.] 90 1 34-41 [Article]

Conrad, Christian ; Karanasos, Menelaos (2005) Dual long memory in inflation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance. Studies in Nonlinear Dynamics & Econometrics Berlin ; Cambridge, MA 9 4 Article 5 [Article]

Conrad, Christian ; Karanasos, Menelaos (2005) On the inflation-uncertainty hypothesis in the USA, Japan and the UK: A dual long memory approach. Japan and the World Economy Amsterdam [u.a.] 17 3 327-343 [Article]

Doctoral dissertation

Conrad, Christian (2006) GARCH models with long memory and nonparametric specifications. Open Access None Mannheim [Doctoral dissertation]
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Working paper

Conrad, Christian ; Rittler, Daniel ; Rotfuß, Waldemar (2010) Modeling and explaining the dynamics of European Union allowance prices at high-frequency. Open Access None [Working paper]
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Rotfuß, Waldemar ; Conrad, Christian ; Rittler, Daniel (2009) The European Commission and EUA prices : a high-frequency analysis of the EC's decisions on second NAPs. Open Access None [Working paper]
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Conrad, Christian ; Mammen, Enno (2008) Nonparametric regression on latent covariates with an application to semiparametric GARCH-in-Mean models. Discussion Paper Series Heidelberg 473 [Working paper]

This list was created automatically on Mon Dec 6 04:56:58 2021 CET