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Information about:
Christian Conrad

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

Other registered authors

Personal Details

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

RePEc Short-ID: pco229

Email:
Homepage: http://www.awi.uni-heidelberg.de/emwi/
Postal Address:
Phone: +49 (0)6221 54 3173

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]

  2. 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. [Downloadable!]

  3. 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. [Downloadable!]

  4. 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. [Downloadable!]

  5. 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. [Downloadable!]

  6. Christian Conrad, 2007. "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers 07-162, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]

  7. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. Christian Conrad & Berthold R. Haag, 2006. "Inequality Constraints in the Fractionally Integrated GARCH Model," Journal of Financial Econometrics, Oxford University Press, vol. 4(3), pages 413-449. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)

  4. Christian Conrad & Menelaos Karanasos, 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, Berkeley Electronic Press, vol. 9(4). [Downloadable!]

  5. RePEc:bep:sndecm:9:2005:4:1147-1147 is not listed on IDEAS

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2007-11-03 2008-10-13 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 Author is listed
  4. NEP-ENE: Energy Economics (1) 2009-10-03
  5. NEP-ENV: Environmental Economics (1) 2009-10-03
  6. NEP-ETS: Econometric Time Series (5) 2007-07-07 2008-04-04 2008-08-06 2008-08-06 2008-10-13 Author is listed
  7. NEP-FOR: Forecasting (2) 2007-07-07 2008-08-06 Author is listed
  8. NEP-IFN: International Finance (1) 2007-11-03
  9. NEP-MAC: Macroeconomics (2) 2007-11-03 2008-10-13 Author is listed
  10. NEP-MON: Monetary Economics (2) 2007-11-03 2008-10-13 Author is listed
  11. NEP-MST: Market Microstructure (2) 2007-11-03 2009-10-03 Author is listed
  12. NEP-ORE: Operations Research (1) 2008-08-06
  13. NEP-REG: Regulation (1) 2009-10-03
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This page was last updated on 2009-12-1.

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