@book{UBHD-67303004, author={Conrad, Christian and St{\"u}rmer, Karin}, title={Anticipating long-term stock market volatility}, publisher={Universit{\"a}tsbibliothek der Universit{\"a}t Heidelberg}, address={Heidelberg}, year={2012}, pages={Online-Ressource}, language={eng}, number={ARRAY(0x5646919b38b0)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, note={Wissenschaftl. Aufsatz. - Aus: Discussion Paper Series / University of Heidelberg, Department of Economics ; 535}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/volltexte/2012/13822}, library={UB}, } @article{UBHD-68682146, author={Conrad, Christian and St{\"u}rmer, Karin}, title={Anticipating long-term stock market volatility}, year={2015}, pages={1090-1114}, language={eng}, issn={0883-7252}, volume={30}, number={7 Nov./Dez.}, journal={Journal of applied econometrics}, doi={10.1002/jae.2404}, } @article{UBHD-68026099, author={Conrad, Christian and St{\"u}rmer, Karin}, title={Anticipating long-term stock market volatility}, year={2015}, pages={1090-1114}, language={eng}, issn={1099-1255}, volume={30}, number={7}, note={Gesehen am 07.09.2016}, journal={Journal of applied econometrics}, doi={10.1002/jae.2404}, } @book{UBHD-67766430, author={Conrad, Christian and Mammen, Enno}, title={Asymptotics for parametric GARCH-in-Mean Models}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2015}, pages={Online-Ressource (23 S.)}, language={eng}, number={ARRAY(0x564691f257c0)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://www.ub.uni-heidelberg.de/archiv/18010}, library={UB}, } @article{UBHD-69285009, author={Conrad, Christian and Mammen, Enno}, title={Asymptotics for parametric GARCH-in-Mean models}, year={2016}, pages={319-329}, language={eng}, issn={0304-4076}, volume={194}, number={2 vom: Okt.}, journal={Journal of econometrics}, } @article{UBHD-68026102, author={Conrad, Christian and Mammen, Enno}, title={Asymptotics for parametric GARCH-in-Mean models}, year={2016}, pages={319-329}, language={eng}, volume={194}, number={2}, note={Gesehen am 07.09.2016}, journal={Journal of econometrics}, doi={10.1016/j.jeconom.2016.05.010}, } @book{UBHD-68681641, author={Conrad, Christian and Hartmann, Matthias}, title={Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty}, subtitle={conference paper}, edition={Preliminary draft}, publisher={ZBW}, address={[Kiel ; Hamburg]}, year={2014}, pages={Online-Ressource (48 S.)}, language={eng}, } @book{UBHD-67694611, author={Conrad, Christian and Hartmann, Matthias}, title={Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2014}, pages={Online-Ressource (44 S.)}, language={eng}, number={ARRAY(0x564691d7b628)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, note={Mit Zsfassung in engl. Sprache}, url={http://www.ub.uni-heidelberg.de/archiv/17534}, library={UB}, } @book{UBHD-68323526, author={Conrad, Christian and Glas, Alexander}, title={‘Déjà vol’ revisited}, subtitle={survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2018}, pages={1 Online-Ressource (57 Seiten)}, language={eng}, number={ARRAY(0x564691f64340)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, note={JEL classification: E17, E37, G11, G17; Keywords: Realized volatility, Survey of Professional Forecasters, forecast evaluation, predictive regressions}, doi={10.11588/heidok.00025357}, keywords={Wirtschaftsentwicklung / Prognose}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-253575}, library={UB}, } @article{UBHD-68026069, author={Conrad, Christian and Karanasos, Menelaos}, title={Dual long memory in inflation dynamics across countries of the Euro Area and the link between inflation uncertainty and macroeconomic performance}, year={2005}, pages={?}, language={eng}, issn={1558-3708}, volume={9}, number={4}, note={Gesehen am 07.09.2016}, journal={Studies in nonlinear dynamics and econometrics}, doi={10.2202/1558-3708.1147}, } @article{UBHD-68682143, author={Conrad, Christian and Karanasos, Menelaos}, title={Editor's introduction for the special issue of the Journal of Empirical Finance, on "asset pricing}, subtitle={methods and applications"}, year={2014}, pages={1-2}, language={eng}, issn={0927-5398}, volume={29(2014) Dez.}, journal={Journal of empirical finance}, } @article{UBHD-68649604, author={Conrad, Christian and Karanasos, Menelaos}, title={Editor’s introduction for the special issue of the Journal of Empirical Finance, on “Asset pricing: methods and applications”}, year={2014}, pages={1-2}, language={eng}, issn={0927-5398}, volume={29}, note={Gesehen am 16.10.2020}, journal={Journal of empirical finance}, doi={10.1016/j.jempfin.2014.11.004}, } @book{UBHD-67343698, author={Conrad, Christian and Zumbach, Klaus Ulrich}, title={The effect of political communication on European financial markets during the sovereign debt crisis}, publisher={Universit{\"a}tsbibliothek der Universit{\"a}t Heidelberg}, address={Heidelberg}, year={2012}, pages={Online-Ressource}, language={eng}, number={ARRAY(0x564691f8c3e0)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/14220/}, library={UB}, } @article{UBHD-68682150, author={Conrad, Christian and Zumbach, Klaus Ulrich}, title={The effect of political communication on European financial markets during the sovereign debt crisis}, year={2016}, pages={209-214}, language={eng}, issn={0927-5398}, volume={39}, number={Part B vom: Dez.}, journal={Journal of empirical finance}, } @article{UBHD-68572811, author={Conrad, Christian and Zumbach, Klaus Ulrich}, title={The effect of political communication on European financial markets during the sovereign debt crisis}, year={2016}, pages={209-214}, language={eng}, issn={0927-5398}, volume={39}, note={Gesehen am 04.05.2020}, journal={Journal of empirical finance}, doi={10.1016/j.jempfin.2016.01.018}, } @book{UBHD-66951156, author={Conrad, Christian and Eife, Thomas A.}, title={Explaining inflation persistence by a time-varying Taylor rule}, publisher={Alfred-Weber-Institut}, address={[Heidelberg]}, year={2010}, pages={1 Online-Ressource}, language={eng}, number={ARRAY(0x564691f8c2f0)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/volltexte/2010/11043}, library={UB}, } @article{UBHD-68682131, author={Conrad, Christian and Eife, Thomas A.}, title={Explaining inflation-gap persistence by a time-varying Taylor rule}, year={2012}, pages={419-428}, language={eng}, issn={0164-0704}, volume={34}, number={2 vom: Juni}, journal={Journal of macroeconomics}, } @article{UBHD-68026088, author={Conrad, Christian and Eife, Thomas A.}, title={Explaining inflation-gap persistence by a time-varying Taylor rule}, year={2012}, pages={419-428}, language={eng}, issn={0164-0704}, volume={34}, number={2}, note={Gesehen am 07.09.2016}, journal={Journal of macroeconomics}, doi={10.1016/j.jmacro.2012.02.001}, } @book{UBHD-67198754, author={Conrad, Christian and Eife, Thomas A.}, title={Explaining inflation-gap persistence by a time-varying Taylor rule}, publisher={Universit{\"a}tsbibliothek der Universit{\"a}t Heidelberg}, address={Heidelberg}, year={2012}, pages={Online-Ressource}, language={eng}, number={ARRAY(0x564691f421d0)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/volltexte/2012/13117}, library={UB}, } @book{UBHD-68026049, author={Conrad, Christian}, title={GARCH models with long memory and nonparametric specifications}, year={2006}, pages={IX, 209 S.}, language={eng}, school={Mannheim, Univ., Diss., 2006}, keywords={{\"O}konometrie / GARCH-Prozess / Long-memory-Prozess / Inflation / Nichtparametrische Regression}, } @book{UBHD-68026052, author={Conrad, Christian}, title={GARCH Models with Long Memory and Nonparametric Specifications}, year={2006}, pages={Online-Ressource}, language={eng}, school={Mannheim, Univ., Diss., 2006}, keywords={{\"O}konometrie / GARCH-Prozess / Long-memory-Prozess / Inflation / Nichtparametrische Regression}, } @article{UBHD-69283258, author={Conrad, Christian and Enders, Zeno}, title={Grenzen der Inflationsprognosen der EZB}, year={2024}, pages={207-216}, language={ger}, issn={2509-2464}, volume={9}, journal={Heidelberger Jahrb{\"u}cher online}, doi={10.17885/heiup.hdjbo.2024.1.25085}, url={https://doi.org/10.17885/heiup.hdjbo.2024.1.25085}, library={UB}, } @book{UBHD-69234559, author={Conrad, Christian and Enders, Zeno}, title={Die Grenzen der EZB-Prognosen}, publisher={Heidelberg University, Department of Economics}, address={Heidelberg}, year={2024}, pages={1 Online-Ressource ([14] Seiten)}, language={ger}, number={ARRAY(0x564691f8ecc8)}, series={AWI discussion paper series}, doi={10.11588/heidok.00034991}, url={http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-349917}, library={UB}, } @book{UBHD-69185928, author={Conrad, Christian and Lahiri, Kajal}, title={Heterogeneous expectations among professional forecasters}, publisher={ZEW - Leibniz Centre for European Economic Research}, address={Mannheim, Germany}, year={2023}, pages={1 Online-Ressource (20 Seiten)}, language={eng}, number={ARRAY(0x564691f8ef20)}, series={Discussion paper}, } @book{UBHD-69268895, author={Conrad, Christian and Lahiri, Kajal}, title={Heterogeneous expectations among professional forecasters}, publisher={Alfred-Weber-Institut}, address={Heidelberg}, year={2024}, pages={1 Online-Ressource (36 Seiten)}, language={eng}, number={ARRAY(0x564691f316c8)}, series={AWI discussion paper series}, doi={10.11588/heidok.00035499}, url={https://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-354990}, library={UB}, } @article{UBHD-68026075, author={Conrad, Christian and Lamla, Michael}, title={The high-frequency response of the EUR-USD exchange rate to ECB communication}, year={2010}, pages={1391-1417}, language={eng}, issn={1538-4616}, volume={42}, number={7}, note={Gesehen 07.09.2016}, journal={Journal of money, credit and banking}, doi={10.1111/j.1538-4616.2010.00346.x}, } @article{UBHD-68026071, author={Conrad, Christian and Karanasos, Menelaos}, title={The impulse response function of the long memory GARCH process}, year={2006}, pages={34-41}, language={eng}, issn={0165-1765}, volume={90}, number={1}, note={Gesehen am 07.09.2016}, journal={Economics letters}, doi={10.1016/j.econlet.2005.07.001}, } @article{UBHD-68026072, author={Conrad, Christian and Haag, Berthold R.}, title={Inequality constraints in the fractionally integrated GARCH model}, publisher={SSRN}, address={[S.l.]}, year={2006}, pages={413-449}, language={eng}, issn={1479-8417}, volume={4}, number={3}, note={Gesehen am 07.09.2016}, journal={Journal of financial econometrics}, } @article{UBHD-68026077, author={Conrad, Christian and Karanasos, Menelaos and Zeng, Ning}, title={The link between macroeconomic performance and variability in the UK}, year={2010}, pages={154-157}, language={eng}, issn={0165-1765}, volume={106}, number={3}, note={Gesehen am 07.09.2016}, journal={Economics letters}, doi={10.1016/j.econlet.2009.11.002}, } @article{UBHD-68380961, author={Conrad, Christian and Custovic, Anessa and Ghysels, Eric}, title={Long- and short-term cryptocurrency volatility components}, subtitle={a GARCH-MIDAS analysis}, year={2018}, pages={12 S.}, language={eng}, issn={1911-8074}, volume={11(2018}, note={Published: 10 May 2018 ; This article belongs to the Special Issue Alternative Assets and Cryptocurrencies ; Gesehen am 17.04.2019}, journal={Journal of risk and financial management}, doi={10.3390/jrfm11020023}, } @book{UBHD-69150581, author={Conrad, Christian and Sch{\"o}lkopf, Julius and Tushteva, Nikoleta}, title={Long-term volatility shapes the stock market’s sensitivity to news}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2023}, pages={1 Online-Ressource (51 Seiten)}, language={eng}, number={ARRAY(0x564691fb2528)}, series={AWI discussion paper series}, doi={10.11588/heidok.00034102}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-341022}, library={UB}, } @book{UBHD-68682133, author={Conrad, Christian and Weber, Enzo}, title={Measuring persistence in volatility spillovers}, publisher={Univ.}, address={Regensburg}, year={2013}, pages={Online-Ressource (27 S., 395 KB)}, language={eng}, number={ARRAY(0x564691f34f20)}, series={Regensburger Diskussionsbeitr{\"a}ge zur Wirtschaftswissenschaft}, } @book{UBHD-67390026, author={Conrad, Christian and Weber, Enzo}, title={Measuring persistence in volatility spillovers}, publisher={Universit{\"a}tsbibliothek der Universit{\"a}t Heidelberg}, address={Heidelberg}, year={2013}, pages={Online-Ressource}, language={eng}, number={ARRAY(0x564691fc5a38)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/14865/}, library={UB}, } @book{UBHD-67845295, author={Conrad, Christian and Schienle, Melanie}, title={Misspecification testing in GARCH-MIDAS models}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2015}, pages={Online-Ressource (35 S.)}, language={eng}, number={ARRAY(0x564691fc6bf8)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://www.ub.uni-heidelberg.de/archiv/19006}, library={UB}, } @article{UBHD-68026085, author={Conrad, Christian and Rittler, Daniel and Rotfuß, Waldemar}, title={Modeling and explaining the dynamics of European Union Allowance prices at high-frequency}, year={2012}, pages={316-326}, language={eng}, issn={1873-6181}, volume={34}, number={1}, note={Gesehen am 07.09.2016}, journal={Energy economics}, doi={10.1016/j.eneco.2011.02.011}, } @article{UBHD-67536920, author={Conrad, Christian and Rittler, Daniel and Rotfuß, Waldemar}, title={Modeling and explaining the dynamics of European Union allowance prices at high-frequency}, year={2012}, pages={316-326}, language={eng}, issn={0140-9883}, volume={34}, number={1 vom: Jan.}, journal={Energy economics}, } @book{UBHD-66873774, author={Conrad, Christian and Rittler, Daniel and Rotfuß, Waldemar}, title={Modeling and explaining the dynamics of European Union Allowance prices at high-frequency}, publisher={Universit{\"a}tsbibliothek der Universit{\"a}t Heidelberg}, address={Heidelberg}, year={2010}, pages={1 Online-Ressource}, language={eng}, number={ARRAY(0x564691f87928)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, note={Online publiziert: 2010}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/volltexte/2010/10494}, library={UB}, } @book{UBHD-66973749, author={Conrad, Christian and Karanasos, Menelaos}, title={Modeling the link between US inflation and output: the importance of the uncertainty channel}, publisher={Universit{\"a}tsbibliothek der Universit{\"a}t Heidelberg}, address={Heidelberg}, year={2010}, pages={Online-Ressource}, language={eng}, number={ARRAY(0x564691fb2fb8)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/volltexte/2010/11311}, library={UB}, } @article{UBHD-68682144, author={Conrad, Christian and Karanasos, Menelaos}, title={Modelling the link between US inflation and output}, subtitle={the importance of the uncertainty channel}, year={2015}, pages={431-453}, language={eng}, issn={0036-9292}, volume={62}, number={5 Nov.}, journal={Scottish journal of political economy}, } @article{UBHD-68026091, author={Conrad, Christian and Karanasos, Menelaos}, title={Modelling the link between US inflation and output: the importance of the uncertainty channel}, year={2015}, pages={431-453}, language={eng}, issn={1467-9485}, volume={62}, number={5}, journal={Scottish journal of political economy}, doi={10.1111/sjpe.12083}, } @article{UBHD-68026084, author={Conrad, Christian and Karanasos, Menelaos and Zeng, Ning}, title={Multivariate fractionally integrated APARCH modelling of stock market volatility}, subtitle={a multi-country study}, year={2011}, pages={147-159}, language={eng}, issn={0927-5398}, volume={18}, number={1}, note={Gesehen am 07.09.2016}, journal={Journal of empirical finance}, doi={10.1016/j.jempfin.2010.05.001}, } @article{UBHD-68682129, author={Conrad, Christian and Karanasos, Menelaos and Zeng, Ning}, title={Multivariate fractionally integrated APARCH modeling of stock market volatility}, subtitle={a multi-country study}, year={2011}, pages={147-159}, language={eng}, issn={0927-5398}, volume={18}, number={1 vom: Jan.}, journal={Journal of empirical finance}, } @article{UBHD-68026079, author={Conrad, Christian and Karanasos, Menelaos}, title={Negative volatility spillovers in the unrestricted ECCC-GARCH model}, year={2010}, pages={838-862}, language={eng}, issn={1469-4360}, volume={26}, number={3}, note={Gesehen am 07.09.2016}, journal={Econometric theory}, doi={10.1017/S0266466609990120}, } @article{UBHD-68026082, author={Conrad, Christian}, title={Non-negativity conditions for the hyperbolic GARCH model}, year={2010}, pages={2$p441-457$t17 S.}, language={eng}, volume={157}, note={Gesehen am 07.09.2016}, journal={Journal of econometrics}, doi={10.1016/j.jeconom.2010.03.045}, } @article{UBHD-68381162, author={Conrad, Christian and Hartmann, Matthias}, title={On the determinants of long-run inflation uncertainty}, subtitle={evidence from a panel of 17 developed economies}, year={2019}, pages={233-250}, language={eng}, issn={1873-5703}, volume={56}, number={1}, note={Available online 19 September 2018 ; Gesehen am 17.04.2019}, journal={European journal of political economy}, doi={10.1016/j.ejpoleco.2018.09.002}, } @article{UBHD-68681774, author={Conrad, Christian and Hartmann, Matthias}, title={On the determinants of long-run inflation uncertainty}, subtitle={evidence from a panel of 17 developed economies}, year={2019}, pages={233-250}, language={eng}, issn={0176-2680}, volume={56(2019) vom: Jan.}, journal={European journal of political economy}, } @book{UBHD-68139547, author={Conrad, Christian and St{\"u}rmer, Karin}, title={On the economic determinants of optimal stock-bond portfolios}, subtitle={international evidence}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2017}, pages={1 Online-Ressource (57 Seiten)}, language={eng}, number={ARRAY(0x564691fe2920)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, doi={10.11588/heidok.00023231}, keywords={DCC / Prognose / Portfolio Selection}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-232315}, library={UB}, } @article{UBHD-68026066, author={Conrad, Christian and Karanasos, Menelaos}, title={On the inflation-uncertainty hypothesis in the USA, Japan and the UK}, subtitle={a dual long memory approach}, year={2005}, pages={327-343}, language={eng}, issn={0922-1425}, volume={17}, number={3}, journal={Japan and the world economy}, doi={10.1016/j.japwor.2004.03.002}, } @book{UBHD-67214558, author={Conrad, Christian and St{\"u}rmer, Karin and Rittler, Daniel}, title={On the macroeconomic determinants of the long-term oil-stock correlation}, publisher={Universit{\"a}tsbibliothek der Universit{\"a}t Heidelberg}, address={Heidelberg}, year={2012}, pages={Online-Ressource}, language={eng}, number={ARRAY(0x564691f97ad0)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://archiv.ub.uni-heidelberg.de/volltextserver/volltexte/2012/13180}, library={UB}, } @article{UBHD-68682142, author={Conrad, Christian and St{\"u}rmer, Karin and Rittler, Daniel}, title={On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets}, year={2014}, pages={26-40}, language={eng}, issn={0927-5398}, volume={29(2014) vom: Dez.}, journal={Journal of empirical finance}, } @article{UBHD-68026089, author={Conrad, Christian and St{\"u}rmer, Karin and Rittler, Daniel}, title={On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets}, year={2014}, pages={26-40}, language={eng}, issn={0927-5398}, volume={29}, note={Gesehen am 07.09.2016}, journal={Journal of empirical finance}, doi={10.1016/j.jempfin.2014.03.009}, } @book{UBHD-67997155, author={Conrad, Christian and Kleen, Onno}, title={On the statistical properties of multiplicative GARCH models}, publisher={University of Heidelberg, Department of Economics}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (12 Seiten)}, language={eng}, number={ARRAY(0x564691f27640)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, doi={10.11588/heidok.00020376}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-204866}, library={UB}, } @article{UBHD-68026092, author={Conrad, Christian and Karanasos, Menelaos}, title={On the transmission of memory in GARCH-in-mean models}, year={2015}, pages={706-720}, language={eng}, issn={1467-9892}, volume={36}, number={5}, note={Gesehen am 07.09.2016}, journal={Journal of time series analysis}, doi={10.1111/jtsa.12119}, } @article{UBHD-68682196, author={Conrad, Christian}, title={Reformen zur Stabilisierung der Finanzm{\"a}rkte}, year={2013}, pages={52-58}, language={ger}, issn={0724-5246}, number={136}, journal={Orientierungen zur Wirtschafts- und Gesellschaftspolitik}, } @article{UBHD-68921251, author={Conrad, Christian and Enders, Zeno and Glas, Alexander}, title={The role of information and experience for households’ inflation expectations}, year={2022}, pages={1-22}, language={eng}, issn={1873-572X}, volume={143(2022) vom: Apr.}, number={Artikel-ID 104015}, note={Gesehen am 23.05.2022}, journal={European economic review}, doi={10.1016/j.euroecorev.2021.104015}, } @book{UBHD-68682252, author={Conrad, Christian and Enders, Zeno and Glas, Alexander}, title={The role of information and experience for households' inflation expectations}, publisher={CESifo, Center for Economic Studies & Ifo Institute}, address={Munich, Germany}, year={2020}, pages={1 Online-Ressource (circa 27 Seiten)}, language={eng}, number={ARRAY(0x564691f56ff0)}, series={CESifo working papers}, } @book{UBHD-69037738, author={Conrad, Christian and Enders, Zeno and Glas, Alexander}, title={The role of information and experience for households' inflation expectations}, publisher={Rimini Centre for Economic Analysis}, address={[Waterloo, Ontario]}, year={2021}, pages={1 Online-Ressource (circa 30 Seiten)}, language={eng}, number={ARRAY(0x564692005e60)}, series={Working papers}, } @book{UBHD-69037739, author={Conrad, Christian and Enders, Zeno and Glas, Alexander}, title={The role of information and experience for households' inflation expectations}, publisher={Deutsche Bundesbank}, address={Frankfurt am Main}, year={2021}, pages={1 Online-Ressource (circa 33 Seiten)}, language={eng}, isbn={978-3-95729-815-7}, number={ARRAY(0x564691ffbe30)}, series={Discussion paper}, } @article{UBHD-69037788, author={Conrad, Christian and Enders, Zeno and Glas, Alexander}, title={The role of information and experience for households' inflation expectations}, year={2022}, pages={1-22}, language={eng}, issn={0014-2921}, volume={143(2022) vom: Apr.}, journal={European economic review}, doi={10.1016/j.euroecorev.2021.104015}, } @article{UBHD-69117302, author={Conrad, Christian and Enders, Zeno}, title={Schreckgespenst Inflation}, subtitle={die Prognosen der Europ{\"a}ischen Zentralbank}, year={2023}, pages={24-31}, language={ger}, volume={22}, note={Gesehen am 30.08.2023}, journal={Ruperto Carola}, editor={Pfeiffer, Thomas}, doi={10.17885/heiup.ruca.2023.22.24820}, url={https://dx.doi.org/10.17885/heiup.ruca.2023.22.24820}, library={UB}, } @article{UBHD-69199805, author={Conrad, Christian and Enders, Zeno}, title={Schreckgespenst Inflation}, subtitle={die Prognosen der Europ{\"a}ischen Zentralbank}, year={2023}, pages={24-31}, language={ger}, issn={0035-998X}, volume={22}, journal={Ruperto Carola}, } @book{UBHD-68682141, author={Conrad, Christian}, title={Special Issue: Asset pricing}, subtitle={methods and applications}, publisher={Elsevier}, address={Amsterdam [u.a.]}, year={2014}, pages={447 S.}, language={eng}, number={ARRAY(0x564691fe0910)}, series={Journal of empirical finance}, note={Enth. 11 Beitr}, } @article{UBHD-68381169, author={Conrad, Christian and Schienle, Melanie}, title={Testing for an omitted multiplicative long-term component in GARCH models}, year={2020}, pages={229-242}, language={eng}, issn={1537-2707}, volume={38}, number={2}, note={Published online: 07 Sep 2018 ; Gesehen am 17.04.2019}, journal={Journal of business & economic statistics}, doi={10.1080/07350015.2018.1482759}, } @article{UBHD-68680782, author={Conrad, Christian and Kleen, Onno}, title={Two are better than one}, subtitle={volatility forecasting using multiplicative component GARCH‐MIDAS models}, year={2020}, pages={19-45}, language={eng}, issn={1099-1255}, volume={35}, number={1}, note={First published: 02 November 2019 ; Gesehen am 18.01.2021}, journal={Journal of applied econometrics}, doi={10.1002/jae.2742}, url={https://doi.org/10.1002/jae.2742}, library={UB}, } @article{UBHD-68682145, author={Conrad, Christian and St{\"u}rmer, Karin}, title={The variance risk premium and fundamental uncertainty}, year={2015}, pages={56-60}, language={eng}, issn={0165-1765}, volume={132(2015) vom: Juli}, journal={Economics letters}, } @article{UBHD-68026094, author={Conrad, Christian and St{\"u}rmer, Karin}, title={The variance risk premium and fundamental uncertainty}, year={2015}, pages={56-60}, language={eng}, issn={0165-1765}, volume={132}, note={Gesehen am 07.09.2016}, journal={Economics letters}, doi={10.1016/j.econlet.2015.04.006}, } @book{UBHD-67782355, author={Conrad, Christian and St{\"u}rmer, Karin}, title={The variance risk premium and fundamental uncertainty}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2015}, pages={Online-Ressource (12 S.)}, language={eng}, number={ARRAY(0x564691fa6a88)}, series={Discussion paper series / University of Heidelberg, Department of Economics}, url={http://www.ub.uni-heidelberg.de/archiv/18312}, library={UB}, } @article{UBHD-68503794, author={Trautmann, Stefan T. and Conrad, Christian}, title={[Rezension von: Nicola Gennaioli, Andrej Shleifer, A crisis of beliefs - investor psychology and financial fragility]}, year={2019}, pages={3 S.}, language={eng}, issn={0167-4870}, volume={74(2019) Artikel-Nummer 102201}, number={3 Seiten}, note={Gesehen am 11.03.2020}, journal={Journal of economic psychology}, doi={10.1016/j.joep.2019.102201}, }