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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, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Christian Conrad & Menelaos Karanasos, 2008. "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," Working papers 08-189, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]

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

  3. Christian Conrad & Michael J. Lamla, 2007. "The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements," 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), pages 1147-1147. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-11-03 Author is listed
  2. NEP-ECM: Econometrics (2) 2007-07-07 2008-04-04 Author is listed
  3. NEP-EEC: European Economics (1) 2007-11-03 Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2007-07-07 2008-04-04 Author is listed
  5. NEP-FOR: Forecasting (1) 2007-07-07 Author is listed
  6. NEP-IFN: International Finance (1) 2007-11-03 Author is listed
  7. NEP-MAC: Macroeconomics (1) 2007-11-03 Author is listed
  8. NEP-MON: Monetary Economics (1) 2007-11-03 Author is listed
  9. NEP-MST: Market Microstructure (1) 2007-11-03 Author is listed
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This page was last updated on 2008-7-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.