Authors: Conrad, Christian, Kleen, Onno
Subject Terms: ddc:330
Relation: Journal: Journal of Applied Econometrics; Volume: 35; Year: 2020; Issue: 1; Pages: 19-45; Hoboken, NJ: Wiley; http://hdl.handle.net/10419/230057
Authors: Conrad, Christian, Enders, Zeno, Glas, Alexander
Subject Terms: ddc:330, E31, D84, E71, Household expectations, inflation expectations, information channels, experience, Bundesbank household survey
Relation: Series: Deutsche Bundesbank Discussion Paper; No. 07/2021; urn:isbn:978-3-95729-815-7; gbv-ppn:1752364066; http://hdl.handle.net/10419/232070; RePEc:zbw:bubdps:072021
Availability: http://hdl.handle.net/10419/232070
Authors: Conrad, Christian, Enders, Zeno, Glas, Alexander
Subject Terms: ddc:330, E31, D84, E71, household expectations, inflation expectations, information channels, experience, Bundesbank household survey
Relation: Series: Working Papers of the Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour"; No. 20; gbv-ppn:1728053129; urn:nbn:de:kobv:11-110-18452/22539-1; http://hdl.handle.net/10419/223421; RePEc:zbw:pp1859:20
Authors: Conrad, Christian, Enders, Zeno, Glas, Alexander
Subject Terms: ddc:330, E31, D84, E71, household expectations, inflation expectations, information channels, experience, Bundesbank household survey
Relation: Series: CESifo Working Paper; No. 8528; gbv-ppn:1732429987; http://hdl.handle.net/10419/226230; RePec:ces:ceswps:_8528
Availability: http://hdl.handle.net/10419/226230
Authors: Conrad, Christian
Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2017: Alternative Geld- und Finanzarchitekturen - Session: Time Series; No. D17-V1; http://hdl.handle.net/10419/168200; RePEc:zbw:vfsc17:168200
Availability: http://hdl.handle.net/10419/168200
Authors: Conrad, Christian, Custovic, Anessa, Ghysels, Eric
Subject Terms: ddc:330, C53, C58, F31, G15, Baltic dry index, Bitcoin volatility, digital currency, GARCH-MIDAS, pro-cyclical volatility, volume
Relation: gbv-ppn:1024282538; Journal: Journal of Risk and Financial Management; Volume: 11; Year: 2018; Issue: 2; Pages: 1-12; Basel: MDPI; http://hdl.handle.net/10419/238870
Authors: Conrad, Christian, Schienle, Melanie
Subject Terms: ddc:330, C53, C58, E32, G12, GARCH-MIDAS, LM test, Long-Term Volatility, Mixed-Frequency Data, Volatility Component Models
Relation: Series: KIT Working Paper Series in Economics; No. 121; gbv-ppn:104719452X; urn:nbn:de:swb:90-903712; http://hdl.handle.net/10419/191545; RePEc:zbw:kitwps:121
Authors: Conrad, Christian, Loch, Karin
Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel - Session: Financial Frictions; No. F12-V3; http://hdl.handle.net/10419/145530; RePEc:zbw:vfsc16:145530
Availability: http://hdl.handle.net/10419/145530
Authors: Conrad, Christian, Schienle, Melanie
Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2015: Ökonomische Entwicklung - Theorie und Politik - Session: Financial Econometrics; No. B22-V1; http://hdl.handle.net/10419/112919; RePEc:zbw:vfsc15:112919
Availability: http://hdl.handle.net/10419/112919
Authors: Conrad, Christian, Glas, Alexander
Subject Terms: ddc:330, E17, E37, G11, G17, Realized volatility, Survey of Professional Forecasters, forecast evaluation, predictive regressions
Relation: Series: Discussion Paper Series; No. 655; gbv-ppn:1034107755; urn:nbn:de:bsz:16-heidok-253575; http://hdl.handle.net/10419/207631
Availability:
http://hdl.handle.net/10419/207631
https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-253575
Authors: Hartmann, Matthias, Conrad, Christian
Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2014: Evidenzbasierte Wirtschaftspolitik - Session: Empirical Macro: Credibility, Ability, and Central Bank Reaction Functions; No. B19-V2; gbv-ppn:819381365; http://hdl.handle.net/10419/100477; RePEc:zbw:vfsc14:100477
Availability: http://hdl.handle.net/10419/100477
Authors: Conrad, Christian, Stürmer, Karin
Subject Terms: ddc:330, C32, C58, E44, E52, G11, G15, G17, Stock-bond correlation, DCC, DCC-MIDAS, survey data, macro expectations, forecasting, portfolio choice, asset allocation
Relation: Series: Discussion Paper Series; No. 636; gbv-ppn:894188844; urn:nbn:de:bsz:16-heidok-232315; http://hdl.handle.net/10419/179276
Authors: Conrad, Christian A.
Subject Terms: ddc:330, F55, G13, Q11, Q31, Agrarprodukt, Rohstoffspekulation, Agrarpreis, Rohstoffderivat, Terminbörse, Finanzmarktregulierung
Relation: gbv-ppn:827122691; Journal: Wirtschaftsdienst; Volume: 95; Year: 2015; Issue: 6; Pages: 429-435; Heidelberg: Springer; http://hdl.handle.net/10419/172606
Authors: Conrad, Christian, Weber, Enzo
Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2013: Wettbewerbspolitik und Regulierung in einer globalen Wirtschaftsordnung - Session: Volatility; No. F01-V1; gbv-ppn:782843581; http://hdl.handle.net/10419/79850; RePEc:zbw:vfsc13:79850
Availability: http://hdl.handle.net/10419/79850
Authors: Conrad, Christian, Karanasos, Menelaos G.
Subject Terms: ddc:330, C32, C51, E31, Bivariate GARCH process, negative volatility feedback, inflation uncertainty, output variability
Relation: Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Macroeconomic Modeling and Forecasting Performance; No. D11-V2; gbv-ppn:655712526; http://hdl.handle.net/10419/37367
Availability: http://hdl.handle.net/10419/37367
Authors: Conrad, Christian, Kleen, Onno
Subject Terms: ddc:330, Forecast evaluation, GARCH-MIDAS, Mincer-Zarnowitz regression, volatility persistence, volatility component model, long-term volatility, ARCH-Modell, Statistische Methodenlehre
Relation: Series: Discussion Paper Series; No. 613; gbv-ppn:857216643; urn:nbn:de:bsz:16-heidok-204866; http://hdl.handle.net/10419/162956; RePEc:awi:wpaper:0613
Authors: Conrad, Christian, Schienle, Melanie
Subject Terms: ddc:330, Volatility Component Models, LM test, Long-term Volatility
Relation: Series: Discussion Paper Series; No. 597; gbv-ppn:837498430; urn:nbn:de:bsz:16-heidok-190061; http://hdl.handle.net/10419/127414; RePEc:awi:wpaper:0597
Authors: Conrad, Christian, Loch, Karin
Subject Terms: ddc:330, Variance risk premium, return predictability, VIX, GARCH-MIDAS, economic uncertainty, vol-of-vol, Risikoprämie, Streuungsmaß, Kapitalmarktrendite, ARCH-Modell, USA
Relation: Series: Discussion Paper Series; No. 583; gbv-ppn:819229873; urn:nbn:de:bsz:16-heidok-183127; http://hdl.handle.net/10419/127403; RePEc:awi:wpaper:0583
Authors: Conrad, Christian, Mammen , Enno
Subject Terms: ddc:330, GARCH-in-Mean, stochastic recurrence equations, risk-return relationship, ARCH-Modell, Stochastischer Prozess, Risiko-Ertrags-Verhältnis
Relation: Series: Discussion Paper Series; No. 579; gbv-ppn:819209090; urn:nbn:de:bsz:16-heidok-180103; http://hdl.handle.net/10419/127392; RePEc:awi:wpaper:0579
Authors: Dullien, Sebastian, Paul, Stephan, Conrad, Christian A., Otte, Max
Subject Terms: ddc:330, E44, F34, G01, Finanzmarktkrise, Kapitalmarktregulierung, Bankenpolitik, Wirkungsanalyse, Ordnungspolitik, USA, Europa
Relation: gbv-ppn:72623625X; Journal: Wirtschaftsdienst; Volume: 92; Year: 2012; Issue: 7; Pages: 431-448; Heidelberg: Springer; http://hdl.handle.net/10419/106695