
Conrad, Christian Prof. Dr.Universität HeidelbergHeidelberg
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Publications in heiBIB 
- Conrad, Christian: Grenzen der Inflationsprognosen der EZB / Christian Conrad und Zeno Enders, 2024. - 10 S. : Illustrationen
In: Heidelberger Jahrbücher online, ISSN 2509-2464. 9(2024), Seite 207-216
DOI: 10.17885/heiup.hdjbo.2024.1.25085
- Conrad, Christian: Heterogeneous expectations among professional forecasters / Christian Conrad and Kajal Lahiri. -
Heidelberg: Alfred-Weber-Institut, 22 Okt. 2024. - 1 Online-Ressource (36 Seiten) : Illustrationen
(AWI discussion paper series ; no. 754 (September 2024))
DOI: 10.11588/heidok.00035499
- Conrad, Christian: Die Grenzen der EZB-Prognosen / Christian Conrad & Zeno Enders. -
Heidelberg: Heidelberg University, Department of Economics, 25 Jun. 2024. - 1 Online-Ressource ([14] Seiten) : Diagramme
(AWI discussion paper series ; no. 747 (May 2024))
DOI: 10.11588/heidok.00034991
- Conrad, Christian: Schreckgespenst Inflation : die Prognosen der Europäischen Zentralbank / Christian Conrad & Zeno Enders, 2023. - 8 S.
In: Ruperto Carola, ISSN 0035-998X. 22(2023), Seite 24-31
- Conrad, Christian: Heterogeneous expectations among professional forecasters / Christian Conrad and Kajal Lahiri. -
Mannheim, Germany: ZEW - Leibniz Centre for European Economic Research, [2023]. - 1 Online-Ressource (20 Seiten) : Illustrationen
(Discussion paper / ZEW ; no. 23, 062 (12/2023))
- Conrad, Christian: Long-term volatility shapes the stock market’s sensitivity to news / Christian Conrad, Julius Theodor Schoelkopf and Nikoleta Tushteva. -
Heidelberg: Universitätsbibliothek Heidelberg, 05 Dez. 2023. - 1 Online-Ressource (51 Seiten) : Diagramme
(AWI discussion paper series ; no. 739 (November 2023))
DOI: 10.11588/heidok.00034102
- Conrad, Christian: Schreckgespenst Inflation : die Prognosen der Europäischen Zentralbank / Christian Conrad & Zeno Enders, 2023-08-21. - 8 S.
In: Ruperto Carola. 22(2023), Seite 24-31
DOI: 10.17885/heiup.ruca.2023.22.24820
- Conrad, Christian: The role of information and experience for households' inflation expectations / Christian Conrad, Zeno Enders, Alexander Glas, 2022
In: European economic review, ISSN 0014-2921. 143(2022) vom: Apr., Seite 1-22
DOI: 10.1016/j.euroecorev.2021.104015
- Conrad, Christian: The role of information and experience for households’ inflation expectations / Christian Conrad, Zeno Enders, Alexander Glas, 17 January 2022. - 22 S.
In: European economic review, ISSN 1873-572X. 143(2022) vom: Apr., Artikel-ID 104015, Seite 1-22
DOI: 10.1016/j.euroecorev.2021.104015
- Conrad, Christian: The role of information and experience for households' inflation expectations / Christian Conrad, Zeno Enders, Alexander Glas. -
Frankfurt am Main: Deutsche Bundesbank, [2021]. - 1 Online-Ressource (circa 33 Seiten) : Illustrationen, ISBN 978-3-95729-815-7
(Discussion paper / Deutsche Bundesbank ; no 2021, 07)
- Conrad, Christian: The role of information and experience for households' inflation expectations / Christian Conrad, Zeno Enders, Alexander Glas. -
[Waterloo, Ontario]: Rimini Centre for Economic Analysis, [2021]. - 1 Online-Ressource (circa 30 Seiten) : Illustrationen
(Working paper series / Rimini Centre for Economic Analysis ; wp 21, 04)
- Conrad, Christian: The role of information and experience for households' inflation expectations / Christian Conrad, Zeno Enders, Alexander Glas. -
Munich, Germany: CESifo, Center for Economic Studies & Ifo Institute, August 2020. - 1 Online-Ressource (circa 27 Seiten) : Illustrationen
(CESifo working paper ; no. 8528 (2020))
- Conrad, Christian: Testing for an omitted multiplicative long-term component in GARCH models / Christian Conrad, Melanie Schienle, 2020. - 14 S.
In: Journal of business & economic statistics, ISSN 1537-2707. 38(2020), 2, Seite 229-242
DOI: 10.1080/07350015.2018.1482759
- Conrad, Christian: On the determinants of long-run inflation uncertainty : evidence from a panel of 17 developed economies / Christian Conrad, Matthias Hartmann, 2019. - 18 S.
In: European journal of political economy, ISSN 0176-2680. 56(2019) vom: Jan., Seite 233-250
- Conrad, Christian: Two are better than one : volatility forecasting using multiplicative component GARCH‐MIDAS models / Christian Conrad, Onno Kleen, 2020. - 27 S.
In: Journal of applied econometrics, ISSN 1099-1255. 35(2020), 1, Seite 19-45
DOI: 10.1002/jae.2742
- Trautmann, Stefan T.: [Rezension von: Nicola Gennaioli, Andrej Shleifer, A crisis of beliefs - investor psychology and financial fragility] / Stefan T. Trautmann, Christian Conrad, 10 August 2019. - 3 S.
In: Journal of economic psychology, ISSN 0167-4870. 74(2019) Artikel-Nummer 102201, 3 Seiten
DOI: 10.1016/j.joep.2019.102201
- Conrad, Christian: On the determinants of long-run inflation uncertainty : evidence from a panel of 17 developed economies / Christian Conrad, Matthias Hartmann, 2019. - 18 S.
In: European journal of political economy, ISSN 1873-5703. 56(2019), 1, Seite 233-250
DOI: 10.1016/j.ejpoleco.2018.09.002
- Conrad, Christian: Long- and short-term cryptocurrency volatility components : a GARCH-MIDAS analysis / Christian Conrad, Anessa Custovic and Eric Ghysels, 10 May 2018. - 12 S.
In: Journal of risk and financial management, ISSN 1911-8074. 11(2018,2) Artikel-Nummer 23, 12 Seiten
DOI: 10.3390/jrfm11020023
- Conrad, Christian: ‘Déjà vol’ revisited : survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios / Christian Conrad and Alexander Glas. -
Heidelberg: Universitätsbibliothek Heidelberg, September 11, 2018. - 1 Online-Ressource (57 Seiten)
(Discussion Paper Series / University of Heidelberg, Department of Economics ; 655)
DOI: 10.11588/heidok.00025357
- Conrad, Christian: On the economic determinants of optimal stock-bond portfolios : international evidence / Christian Conrad and Karin Stürmer. -
Heidelberg: Universitätsbibliothek Heidelberg, July 2017. - 1 Online-Ressource (57 Seiten)
(Discussion Paper Series / University of Heidelberg, Department of Economics ; 636)
DOI: 10.11588/heidok.00023231
- Conrad, Christian: Asymptotics for parametric GARCH-in-Mean models / Christian Conrad, Enno Mammen, October 2016. - 11 S.
In: Journal of econometrics, ISSN 0304-4076. 194(2016), 2 vom: Okt., Seite 319-329
- Conrad, Christian: The effect of political communication on European financial markets during the sovereign debt crisis / Christian Conrad, Klaus Ulrich Zumbach, December 2016
In: Journal of empirical finance, ISSN 0927-5398. 39(2016), Part B vom: Dez., Seite 209-214
- Conrad, Christian: The effect of political communication on European financial markets during the sovereign debt crisis / Christian Conrad, Klaus Ulrich Zumbach, 9 February 2016. - 6 S.
In: Journal of empirical finance, ISSN 0927-5398. 39(2016), Seite 209-214
DOI: 10.1016/j.jempfin.2016.01.018
- Conrad, Christian: Asymptotics for parametric GARCH-in-Mean models / Christian Conrad, Enno Mammen, 2016. - 11 S.
In: Journal of econometrics. 194(2016), 2, Seite 319-329
DOI: 10.1016/j.jeconom.2016.05.010
- Conrad, Christian: On the statistical properties of multiplicative GARCH models / Christian Conrad and Onno Kleen. -
Heidelberg: University of Heidelberg, Department of Economics, March 18, 2016. - 1 Online-Ressource (12 Seiten)
(Discussion paper series / Universität Heidelberg, Department of Economics ; No. 613)
DOI: 10.11588/heidok.00020376
- Conrad, Christian: Anticipating long-term stock market volatility / Christian Conrad and Karin Loch (Department of Economics, Heidelberg University, Germany), November/December 2015. - 25 S.
In: Journal of applied econometrics, ISSN 0883-7252. 30(2015), 7 Nov./Dez., Seite 1090-1114
DOI: 10.1002/jae.2404
- Conrad, Christian: The variance risk premium and fundamental uncertainty / Christian Conrad, Karin Loch (Department of Economics, Heidelberg University), July 2015. - 5 S.
In: Economics letters, ISSN 0165-1765. 132(2015) vom: Juli, Seite 56-60
- Conrad, Christian: Modelling the link between US inflation and output : the importance of the uncertainty channel / Christian Conrad and Menelaos Karanasos, 2015. - 13 S. : graph. Darst.
In: Scottish journal of political economy, ISSN 0036-9292. 62(2015), 5 Nov., Seite 431-453
- Conrad, Christian: Anticipating long-term stock market volatility / Christian Conrad, Karin Loch, 2015. - 25 S.
In: Journal of applied econometrics, ISSN 1099-1255. 30(2015), 7, Seite 1090-1114
DOI: 10.1002/jae.2404
- Conrad, Christian: The variance risk premium and fundamental uncertainty / Christian Conrad, Karin Loch, 2015. - 5 S.
In: Economics letters, ISSN 0165-1765. 132(2015), Seite 56-60
DOI: 10.1016/j.econlet.2015.04.006
- Conrad, Christian: On the transmission of memory in GARCH-in-mean models / Christian Conrad, Menelaos Karanasos. - 15 S.
In: Journal of time series analysis, ISSN 1467-9892. 36(2015), 5, S. 706-720
DOI: 10.1111/jtsa.12119
- Conrad, Christian: Modelling the link between US inflation and output: the importance of the uncertainty channel / Christian Conrad, Menelaos Karanasos, 2015. - 23 S.
In: Scottish journal of political economy, ISSN 1467-9485. 62(2015), 5, Seite 431-453
DOI: 10.1111/sjpe.12083
- Conrad, Christian: Misspecification testing in GARCH-MIDAS models / Christian Conrad ; Melanie Schienle. -
Heidelberg: Universitätsbibliothek Heidelberg, 2015. - Online-Ressource (35 S.)
(Discussion Paper Series / University of Heidelberg, Department of Economics ; 597)
- Conrad, Christian: The variance risk premium and fundamental uncertainty / Christian Conrad ; Karin Loch. -
Heidelberg: Universitätsbibliothek Heidelberg, 2015. - Online-Ressource (12 S.)
(Discussion paper series / Universität Heidelberg, Department of Economics ; 583)
- Conrad, Christian: Asymptotics for parametric GARCH-in-Mean Models / Christian Conrad ; Enno Mammen. -
Heidelberg: Universitätsbibliothek Heidelberg, 2015. - Online-Ressource (23 S.)
(Discussion Paper Series / University of Heidelberg, Department of Economics ; 579)
- Conrad, Christian: Editor's introduction for the special issue of the Journal of Empirical Finance, on "asset pricing : methods and applications" / Christian Conrad; Menelaos Karanasos, 2014
In: Journal of empirical finance, ISSN 0927-5398. 29(2014) Dez., Seite 1-2
- Conrad, Christian: On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets / Christian Conrad; Karin Loch; Daniel Rittler, 2014. - 15 S. : graph. Darst.
In: Journal of empirical finance, ISSN 0927-5398. 29(2014) vom: Dez., Seite 26-40
- Conrad, Christian: Special Issue: Asset pricing : methods and applications / guest eds.: Christian Conrad .... -
Amsterdam [u.a.]: Elsevier, 2014. - 447 S. : graph. Darst., Kt.
(Journal of empirical finance ; 29.2014)
- Conrad, Christian: Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty : conference paper / Hartmann, Matthias; Conrad, Christian. - Preliminary draft. -
[Kiel ; Hamburg]: ZBW, 2014. - Online-Ressource (48 S.) : graph. Darst.
(Beiträge zur Jahrestagung des Vereins für Socialpolitik 2014: Evidenzbasierte Wirtschaftspolitik : B19, Session: Empirical macro : credibility, ability, and central bank reaction functions ; V2)
- Conrad, Christian: Editor’s introduction for the special issue of the Journal of Empirical Finance, on “Asset pricing: methods and applications” / Christian Conrad, Menelaos Karanasos, 9 December 2014. - 2 S.
In: Journal of empirical finance, ISSN 0927-5398. 29(2014), Seite 1-2
DOI: 10.1016/j.jempfin.2014.11.004
- Conrad, Christian: On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets / Christian Conrad, Karin Loch, Daniel Rittler, 2014. - 15 S.
In: Journal of empirical finance, ISSN 0927-5398. 29(2014), Seite 26-40
DOI: 10.1016/j.jempfin.2014.03.009
- Conrad, Christian: Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty / Christian Conrad ; Matthias Hartmann. -
Heidelberg: Universitätsbibliothek Heidelberg, 2014. - Online-Ressource (44 S.)
(Discussion paper series / University of Heidelberg, Department of Economics ; 574)
- Conrad, Christian: Reformen zur Stabilisierung der Finanzmärkte / Christian Conrad, 2013. - 7 S.
In: Orientierungen zur Wirtschafts- und Gesellschaftspolitik, ISSN 0724-5246. (2013), 136, Seite 52-58
- Conrad, Christian: Measuring persistence in volatility spillovers / Christian Conrad; Enzo Weber. -
Regensburg: Univ., 2013. - Online-Ressource (27 S., 395 KB) : graph. Darst.
(Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft ; 473)
- Conrad, Christian: Measuring persistence in volatility spillovers / Christian Conrad ; Enzo Weber. -
Heidelberg: Universitätsbibliothek der Universität Heidelberg, 2013. - Online-Ressource
(Discussion Paper Series / University of Heidelberg, Department of Economics ; 543)
- Conrad, Christian: Explaining inflation-gap persistence by a time-varying Taylor rule / Christian Conrad; Thomas A. Eife, 2012 : graph. Darst.
In: Journal of macroeconomics, ISSN 0164-0704. 34(2012), 2 vom: Juni, Seite 419-428
- Conrad, Christian: Explaining inflation-gap persistence by a time-varying Taylor rule / Christian Conrad, Thomas A. Eife, 2012. - 10 S.
In: Journal of macroeconomics, ISSN 0164-0704. 34(2012), 2, Seite 419-428
DOI: 10.1016/j.jmacro.2012.02.001
- Conrad, Christian: Modeling and explaining the dynamics of European Union Allowance prices at high-frequency / Christian Conrad, Daniel Rittler, Waldemar Rotfuß. - 11 S.
In: Energy economics, ISSN 1873-6181. 34(2012), 1, S. 316-326
DOI: 10.1016/j.eneco.2011.02.011
- Conrad, Christian: Modeling and explaining the dynamics of European Union allowance prices at high-frequency / C. Conrad, D. Rittler and W. Rotfuß, 2012 : graph. Darst.
In: Energy economics, ISSN 0140-9883. 34(2012), 1 vom: Jan., Seite 316-326
- Conrad, Christian: The effect of political communication on European financial markets during the sovereign debt crisis / Christian Conrad ; Klaus Ulrich Zumbach. -
Heidelberg: Universitätsbibliothek der Universität Heidelberg, 2012. - Online-Ressource
(Discussion Paper Series / University of Heidelberg, Department of Economics ; 536)
- Conrad, Christian: Anticipating long-term stock market volatility / Christian Conrad ; Karin Loch. -
Heidelberg: Universitätsbibliothek der Universität Heidelberg, 2012. - Online-Ressource
(Discussion Paper Series / University of Heidelberg, Department of Economics ; 535)
- Conrad, Christian: On the macroeconomic determinants of the long-term oil-stock correlation / Christian Conrad, Karin Loch and Daniel Rittler. -
Heidelberg: Universitätsbibliothek der Universität Heidelberg, 2012. - Online-Ressource
(Discussion paper series / University of Heidelberg, Department of Economics ; 525)
- Conrad, Christian: Explaining inflation-gap persistence by a time-varying Taylor rule / Christian Conrad and Thomas A. Eife. -
Heidelberg: Universitätsbibliothek der Universität Heidelberg, 2012. - Online-Ressource
(Discussion paper series / University of Heidelberg, Department of Economics ; 521)
- Conrad, Christian: Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study / Christian Conrad; Menelaos Karanasos; Ning Zeng, 2011. - 13 S.
In: Journal of empirical finance, ISSN 0927-5398. 18(2011), 1 vom: Jan., Seite 147-159
- Conrad, Christian: Multivariate fractionally integrated APARCH modelling of stock market volatility : a multi-country study / Christian Conrad, Menelaos Karanasos, Ning Zeng, 2011. - 13 S.
In: Journal of empirical finance, ISSN 0927-5398. 18(2011), 1, Seite 147-159
DOI: 10.1016/j.jempfin.2010.05.001
- Conrad, Christian: Non-negativity conditions for the hyperbolic GARCH model / Christian Conrad. - 2$p441-457$t17 S.
In: Journal of econometrics. 157(2010)
DOI: 10.1016/j.jeconom.2010.03.045
- Conrad, Christian: Negative volatility spillovers in the unrestricted ECCC-GARCH model / Christian Conrad and Menelaos Karanasos. - 25 S.
In: Econometric theory, ISSN 1469-4360. 26(2010), 3, S. 838-862
DOI: 10.1017/S0266466609990120
- Conrad, Christian: The link between macroeconomic performance and variability in the UK / Christian Conrad, Menelaos Karanasos, Ning Zeng. - 4 S.
In: Economics letters, ISSN 0165-1765. 106(2010), 3, S. 154-157
DOI: 10.1016/j.econlet.2009.11.002
- Conrad, Christian: The high-frequency response of the EUR-USD exchange rate to ECB communication / Christian Conrad, Michael J. Lamla. - 27 S.
In: Journal of money, credit and banking, ISSN 1538-4616. 42(2010), 7, S. 1391-1417
DOI: 10.1111/j.1538-4616.2010.00346.x
- Conrad, Christian: Modeling the link between US inflation and output: the importance of the uncertainty channel / Christian Conrad and Menelaos Karanasos. -
Heidelberg: Universitätsbibliothek der Universität Heidelberg, 2010. - Online-Ressource
(Discussion paper series$eUniversity of Heidelberg, Department of Economics ; 507)
- Conrad, Christian: Explaining inflation persistence by a time-varying Taylor rule / Christian Conrad and Thomas A. Eife. -
[Heidelberg]: Alfred-Weber-Institut, September 2010. - 1 Online-Ressource
(Discussion paper series / University of Heidelberg, Department of Economics ; 504)
- Conrad, Christian: Modeling and explaining the dynamics of European Union Allowance prices at high-frequency / Christian Conrad; Daniel Rittler; Waldemar Rotfuß. -
Heidelberg: Universitätsbibliothek der Universität Heidelberg, March 8, 2010. - 1 Online-Ressource
(Discussion paper series / Universität Heidelberg, Department of Economics ; No. 497)
- Conrad, Christian: Inequality constraints in the fractionally integrated GARCH model / Christian Conrad and Berthold R. Haag. -
[S.l.]: SSRN, [2010]. - 37 S.
In: Journal of financial econometrics, ISSN 1479-8417. 4(2006), 3, Seite 413-449
- Conrad, Christian: The impulse response function of the long memory GARCH process / Christian Conrad, Menelaos Karanasos. - 8 S.
In: Economics letters, ISSN 0165-1765. 90(2006), 1, S. 34-41
DOI: 10.1016/j.econlet.2005.07.001
- Conrad, Christian: GARCH Models with Long Memory and Nonparametric Specifications / Christian Conrad, 2006. - Online-Ressource
- Conrad, Christian: GARCH models with long memory and nonparametric specifications / von Christian Conrad, 2006. - IX, 209 S. : graph. Darst.
- Conrad, Christian: Dual long memory in inflation dynamics across countries of the Euro Area and the link between inflation uncertainty and macroeconomic performance / Christian Conrad, Menelaos Karanasos. - ? S.
In: Studies in nonlinear dynamics and econometrics, ISSN 1558-3708. 9(2005), 4, S. ?
DOI: 10.2202/1558-3708.1147
- Conrad, Christian: On the inflation-uncertainty hypothesis in the USA, Japan and the UK : a dual long memory approach / C. Conrad, M. Karanasos. - 17 S.
In: Japan and the world economy, ISSN 0922-1425. 17(2005), 3, S. 327-343
DOI: 10.1016/j.japwor.2004.03.002
