Working paper

Conrad, Christian ; Schoelkopf, Julius Theodor ; Tushteva, Nikoleta (2023) Long-Term Volatility Shapes the Stock Market’s Sensitivity to News. [Working paper]

Conrad, Christian ; Glas, Alexander (2018) ‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. [Working paper]

Conrad, Christian ; Stuermer, Karin (2017) On the economic determinants of optimal stock-bond portfolios: international evidence. [Working paper]

Conrad, Christian ; Kleen, Onno (2016) On the statistical properties of multiplicative GARCH models. [Working paper]

Conrad, Christian ; Schienle, Melanie (2015) Misspecification Testing in GARCH-MIDAS Models. [Working paper]

Conrad, Christian ; Loch, Karin (2015) The Variance Risk Premium and Fundamental Uncertainty. [Working paper]

Conrad, Christian ; Mammen , Enno (2015) Asymptotics for parametric GARCH-in-Mean Models. [Working paper]

Conrad, Christian ; Hartmann, Matthias (2014) Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty. [Working paper]

Conrad, Christian ; Weber, Enzo (2013) Measuring Persistence in Volatility Spillovers. [Working paper]

Conrad, Christian ; Zumbach, Klaus Ulrich (2012) The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis. [Working paper]

Conrad, Christian ; Loch, Karin (2012) Anticipating Long-Term Stock Market Volatility. [Working paper]

Conrad, Christian ; Eife, Thomas A. (2012) Explaining Inflation-Gap Persistence by a Time-Varying Taylor Rule. [Working paper]

Conrad, Christian ; Loch, Karin ; Rittler, Daniel (2012) On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation. [Working paper]

Conrad, Christian ; Eife, Thomas A. (2010) Explaining Inflation Persistence by a Time-Varying Taylor Rule. [Working paper]

Conrad, Christian ; Rittler, Daniel ; Rotfuß, Waldemar (2010) Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency. [Working paper]

Conrad, Christian ; Karanasos, Menelaos (2010) Modeling the link between US inflation and output: the importance of the uncertainty channel. [Working paper]