Browsing All of EconStor by Author Conrad, Christian

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Year of PublicationTitleAuthor(s)
2007 The high-frequency response of the EUR-US Dollar exchange rate to EBC monetary policy announcementsConrad, Christian; Lamla, Michael J.
2007 Non-negativity conditions for the hyperbolic GARCH modelConrad, Christian
2008 Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country studyConrad, Christian; Karanasos, Menelaos; Zeng, Ning
2008 Negative volatility spillovers in the unrestricted ECCC-GARCH modelConrad, Christian; Karanasos, Menelaos
2008 Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH ModelConrad, Christian; Karanasos, Menelaos
2008 Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean ModelsConrad, Christian; Mammen, Enno
2009 The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPsRotfuß, Waldemar; Conrad, Christian; Rittler, Daniel
2010 Modeling the link between US inflation and output: the importance of the uncertainty channelConrad, Christian; Karanasos, Menelaos
2010 Explaining Inflation Persistence by a Time-Varying Taylor RuleConrad, Christian; Eife, Thomas A.
2010 Modeling and Explaining the Dynamics of European Union Allowance Prices at High-FrequencyConrad, Christian; Rittler, Daniel; Rotfuß, Waldemar
2010 Modeling the link between US inflation, output and their variabilitiesConrad, Christian; Karanasos, Menelaos G.
2010 Modeling and explaining the dynamics of European Union allowance prices at high-frequencyConrad, Christian; Rittler, Daniel; Rotfuß, Waldemar
2012 Anticipating Long-Term Stock Market VolatilityConrad, Christian; Loch, Karin
2012 Explaining Inflation-Gap Persistence by a Time-Varying Taylor RuleConrad, Christian; Eife, Thomas A.
2012 On the Macroeconomic Determinants of the Long-Term Oil-Stock CorrelationConrad, Christian; Loch, Karin; Rittler, Daniel
2012 The Effect of Political Communication on European Financial Markets during the Sovereign Debt CrisisConrad, Christian; Zumbach, Klaus Ulrich
2013 Measuring Persistence in Volatility SpilloversConrad, Christian; Weber, Enzo
2013 Measuring Persistence in Volatility SpilloversConrad, Christian; Weber, Enzo
2014 Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertaintyHartmann, Matthias; Conrad, Christian
2014 Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertaintyConrad, Christian; Hartmann, Matthias