Authors: Conrad, Christian, Loch, Karin

Subject Terms: ddc:330, E44, C32, C58

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, 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

Availability: https://doi.org/10.11588/heidok.00023231
http://hdl.handle.net/10419/179276
https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-232315

Authors: Conrad, Christian, Weber, Enzo

Subject Terms: ddc:330, C32, C51, G10

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, Loch, Karin, Rittler, Daniel

Subject Terms: ddc:330, C32, C58, Q43, Oil-stock relationship, long-term volatility, long-term correlation, GARCH-MIDAS, DCC-MIDAS, Ölpreis, Börsenkurs, Wirkungsanalyse, Konjunktur, Wirtschaftswachstum, Schätzung, USA

Relation: Series: Discussion Paper Series; No. 525; gbv-ppn:714974692; urn:nbn:de:bsz:16-opus-131806; http://hdl.handle.net/10419/127345; RePEc:awi:wpaper:0525

Availability: https://doi.org/10.11588/heidok.00013180
http://hdl.handle.net/10419/127345
https://nbn-resolving.org/urn:nbn:de:bsz:16-opus-131806

Authors: Conrad, Christian, Karanasos, Menelaos

Subject Terms: ddc:330, E31, C51, C32, Bivariate GARCH process, volatility feedback, inflation uncertainty, output variability, Inflation, Risiko, Wirtschaftswachstum, Konjunktur, ARCH-Modell, Schätzung, USA

Relation: Series: Discussion Paper Series; No. 507; gbv-ppn:641210515; urn:nbn:de:bsz:16-opus-113115; http://hdl.handle.net/10419/127324; RePEc:awi:wpaper:0507

Availability: https://doi.org/10.11588/heidok.00011311
http://hdl.handle.net/10419/127324
https://nbn-resolving.org/urn:nbn:de:bsz:16-opus-113115

Authors: Conrad, Christian, Karanasos, Menelaos

Subject Terms: ddc:330, C32, C51, E31, Bivariate GARCH process, negative volatility feedback, inflation uncertainty, output variability, Inflation, Volatilität, Konjunktur, Risiko, Korrelation, ARCH-Modell, Schätzung, USA

Relation: Series: Discussion Paper Series; No. 475; gbv-ppn:584555075; http://hdl.handle.net/10419/127287; RePEc:awi:wpaper:0475

Availability: http://hdl.handle.net/10419/127287

Authors: Conrad, Christian, Karanasos, Menelaos

Subject Terms: ddc:330, C32, C51, C52, C53, Inequality constraints, multivariate GARCH processes, volatility feedback, ARCH-Modell, Volatilität, Spillover-Effekt, Modell-Spezifikation, Theorie

Relation: Series: KOF Working Papers; No. 189; gbv-ppn:583349285; http://hdl.handle.net/10419/50443

Availability: https://doi.org/10.3929/ethz-a-005552237
http://hdl.handle.net/10419/50443

Authors: Conrad, Christian¹ christian.conrad@awi.uni-heidelberg.de, Loch, Karin¹ karin.loch@awi.uni-heidelberg.de, Rittler, Daniel¹ daniel.rittler@web.de

Superior Title: Journal of Empirical Finance. Dec2014, Vol. 29, p26-40. 15p.

Subject Terms: *MACROECONOMICS, *MARKET volatility, *STATISTICAL correlation, *ECONOMIC recovery, *STOCKS (Finance)