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Christian Conrad

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This is information that was supplied by Christian Conrad in registering through RePEc. If you are Christian Conrad , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Christian
Middle Name:
Last Name: Conrad
Suffix:

RePEc Short-ID: pco229

Email:
Homepage: http://www.uni-heidelberg.de/fakultaeten/wiso/awi/professuren/empwirtfor/christianconrad.html
Postal Address:
Phone: +49 (0)6221 54 3173

Affiliation

Alfred-Weber-Institut für Wirtschaftswissenschaften
Fakultät für Wirtschafts- und Sozialwissenschaften
Ruprecht-Karls-Universität Heidelberg
Location: Heidelberg, Germany
Homepage: http://www.awi.uni-heidelberg.de/
Email:
Phone: +49-6221-54 2905
Fax: +49-6221-54 2914
Postal: Grabengasse 14, D-69117 Heidelberg
Handle: RePEc:edi:awheide (more details at EDIRC)

Works

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Working papers

  1. Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
  2. Conrad, Christian & Loch, Karin, 2012. "Anticipating Long-Term Stock Market Volatility," Working Papers 0535, University of Heidelberg, Department of Economics.
  3. Conrad, Christian & Zumbach, Klaus Ulrich, 2012. "The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis," Working Papers 0536, University of Heidelberg, Department of Economics.
  4. Conrad, Christian & Eife, Thomas A., 2012. "Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule," Working Papers 0521, University of Heidelberg, Department of Economics.
  5. Conrad, Christian & Loch, Karin & Rittler, Daniel, 2012. "On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation," Working Papers 0525, University of Heidelberg, Department of Economics.
  6. Conrad, Christian & Karanasos, Menelaos, 2010. "Modeling the link between US inflation and output: the importance of the uncertainty channel," Working Papers 0507, University of Heidelberg, Department of Economics.
  7. Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2010. "Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency," Working Papers 0497, University of Heidelberg, Department of Economics.
  8. Conrad, Christian & Eife, Thomas A., 2010. "Explaining Inflation Persistence by a Time-Varying Taylor Rule," Working Papers 0504, University of Heidelberg, Department of Economics.
  9. 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," ZEW Discussion Papers 09-045, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  10. Christian Conrad & Menelaos Karanasos, 2008. "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers 08-189, KOF Swiss Economic Institute, ETH Zurich.
  11. Christian Conrad & Menelaos Karanasos & Ning Zeng, 2008. "Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study," Working Papers 0472, University of Heidelberg, Department of Economics, revised Jul 2008.
  12. Christian Conrad & Menelaos Karanasos, 2008. "Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model," Working Papers 0475, University of Heidelberg, Department of Economics, revised Sep 2008.
  13. Christian Conrad & Enno Mammen, 2008. "Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models," Working Papers 0473, University of Heidelberg, Department of Economics, revised Jul 2008.
  14. Christian Conrad, 2007. "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers 07-162, KOF Swiss Economic Institute, ETH Zurich.
  15. Christian Conrad & Michael J. Lamla, 2007. "The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements," KOF Working papers 07-174, KOF Swiss Economic Institute, ETH Zurich.

Articles

  1. Conrad, Christian & Eife, Thomas A., 2012. "Explaining inflation-gap persistence by a time-varying Taylor rule," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 419-428.
  2. Conrad, Christian & Rittler, Daniel & Rotfuß, Waldemar, 2012. "Modeling and explaining the dynamics of European Union Allowance prices at high-frequency," Energy Economics, Elsevier, vol. 34(1), pages 316-326.
  3. Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011. "Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 147-159, January.
  4. Conrad, Christian & Karanasos, Menelaos, 2010. "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, vol. 26(03), pages 838-862, June.
  5. Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2010. "The link between macroeconomic performance and variability in the UK," Economics Letters, Elsevier, vol. 106(3), pages 154-157, March.
  6. Conrad, Christian, 2010. "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, vol. 157(2), pages 441-457, August.
  7. Christian Conrad & Michael J. Lamla, 2010. "The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1391-1417, October.
  8. Michael J. Lamla & Christian Conrad, 2007. "An den Lippen der EZB – Der KOF Monetary Policy Communicator," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 1(4), pages 33-45, March.
  9. Conrad, Christian & Karanasos, Menelaos, 2006. "The impulse response function of the long memory GARCH process," Economics Letters, Elsevier, vol. 90(1), pages 34-41, January.
  10. Christian Conrad & Berthold R. Haag, 2006. "Inequality Constraints in the Fractionally Integrated GARCH Model," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(3), pages 413-449.
  11. 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, De Gruyter, vol. 9(4), pages 1-38, December.
  12. Conrad, C. & Karanasos, M., 2005. "On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach," Japan and the World Economy, Elsevier, vol. 17(3), pages 327-343, August.

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2007-11-03 2008-10-13 2010-09-25 2010-12-04 2012-03-08. Author is listed
  2. NEP-ECM: Econometrics (4) 2007-07-07 2008-04-04 2008-08-06 2008-08-06. Author is listed
  3. NEP-EEC: European Economics (2) 2007-11-03 2009-10-03
  4. NEP-ENE: Energy Economics (4) 2009-10-03 2010-04-11 2010-07-17 2012-03-28. Author is listed
  5. NEP-ENV: Environmental Economics (1) 2009-10-03
  6. NEP-ETS: Econometric Time Series (6) 2007-07-07 2008-04-04 2008-08-06 2008-08-06 2008-10-13 2013-04-20. Author is listed
  7. NEP-EUR: Microeconomic European Issues (1) 2010-07-17
  8. NEP-FDG: Financial Development & Growth (1) 2010-12-04
  9. NEP-FMK: Financial Markets (1) 2012-10-13
  10. NEP-FOR: Forecasting (3) 2007-07-07 2008-08-06 2012-10-13
  11. NEP-IFN: International Finance (1) 2007-11-03
  12. NEP-MAC: Macroeconomics (5) 2007-11-03 2008-10-13 2010-09-25 2010-12-04 2012-03-08. Author is listed
  13. NEP-MON: Monetary Economics (5) 2007-11-03 2008-10-13 2010-09-25 2010-12-04 2012-03-08. Author is listed
  14. NEP-MST: Market Microstructure (4) 2007-11-03 2009-10-03 2010-04-11 2010-07-17. Author is listed
  15. NEP-ORE: Operations Research (1) 2008-08-06
  16. NEP-REG: Regulation (1) 2009-10-03

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