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Christian Conrad

Institution: Ruprecht-Karls-Universität Heidelberg

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.uni-heidelberg.de/conrad

First Publication: 2006

Most Recent: 2025

RePEc ID: pco229 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 1.68 0.00 1.68 47%
Last 10 Years 0.00 4.04 2.69 0.50 7.23 81%
All Time 0.00 9.42 5.72 3.03 18.16 93%

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 16.49

Publications (17)

Year Article Journal Tier Authors
2025 Modelling Volatility Cycles: The MF2‐GARCH Model Journal of Applied Econometrics B 2
2022 The role of information and experience for households’ inflation expectations European Economic Review B 3
2020 Testing for an Omitted Multiplicative Long-Term Component in GARCH Models Journal of Business & Economic Statistics A 2
2020 Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models Journal of Applied Econometrics B 2
2016 Asymptotics for parametric GARCH-in-Mean models Journal of Econometrics A 2
2016 The effect of political communication on European financial markets during the sovereign debt crisis Journal of Empirical Finance C 2
2015 The variance risk premium and fundamental uncertainty Economics Letters C 2
2015 Anticipating Long‐Term Stock Market Volatility Journal of Applied Econometrics B 2
2014 On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets Journal of Empirical Finance C 3
2012 Modeling and explaining the dynamics of European Union Allowance prices at high-frequency Energy Economics A 3
2012 Explaining inflation-gap persistence by a time-varying Taylor rule Journal of Macroeconomics C 2
2011 Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study Journal of Empirical Finance C 3
2010 NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL Econometric Theory B 2
2010 The link between macroeconomic performance and variability in the UK Economics Letters C 3
2010 Non-negativity conditions for the hyperbolic GARCH model Journal of Econometrics A 1
2010 The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication Journal of Money, Credit, and Banking B 2
2006 The impulse response function of the long memory GARCH process Economics Letters C 2