Conrad, Christian 1977-
Christian Conrad
VIAF ID: 35606054 ( Personal )
Permalink: http://viaf.org/viaf/35606054
Preferred Forms
- 100 0 _ ‡a Christian Conrad
- 100 1 _ ‡a Conrad, Christian ‡d 1977-
- 100 1 _ ‡a Conrad, Christian ‡d 1977-
4xx's: Alternate Name Forms (2)
5xx's: Related Names (4)
- 510 2 _ ‡a Alfred-Weber-Institut für Wirtschaftswissenschaften ‡g Heidelberg ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Alfred-Weber-Institut für Wirtschaftswissenschaften
- 510 2 _ ‡a Konjunkturforschungsstelle ‡g Zürich ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Mannheim, Univ
Works
Title | Sources |
---|---|
Asymptotics for parametric GARCH-in-Mean Models | |
‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios | |
Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis | |
European Commission and EUA prices a high-frequency analysis of the EC's decisions on second NAPs | |
Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule | |
GARCH models with long memory and nonparametric specifications | |
Heterogeneous expectations among professional forecasters | |
Long-Term Volatility Shapes the Stock Market’s Sensitivity to News | |
Misspecification Testing in GARCH-MIDAS Models | |
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency | |
Modeling the link between US inflation and output: the importance of the uncertainty channel | |
Modelling and Forecasting of Realized Covariance Matrices | |
On the economic determinants of optimal stock-bond portfolios: international evidence | |
On the statistical properties of multiplicative GARCH models | |
role of information and experience for households' inflation expectations | |
Variance Risk Premium and Fundamental Uncertainty |