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EconometricsResearch
Research Interests
Econometric Theory:
- Volatility Models
- Mixed Data Sampling
- Time Series Analysis
Applied Econometrics:
- Empirical Finance/Financial Econometrics: Long Term Volatility and Dynamic Correlations, the Risk-Return Relationship, Announcement Effects, Volatility Forecasting
- Expectation Formation of Professional Forecasters and Households
- Monetary Economics: Central Bank Communication, Taylor Rules, Inflation Persistence
- Inflation/Output Uncertainty and Macroeconomic Performance
Grants
03/2016 - 09/2017
Der Einfluss von makroökonomischen Ankündigungen auf die Terminstruktur von VIX Futures
Mobilitätsprogramm
10/2010 - 03/2014
Long-Term Financial Volatility and Dynamic Correlations
Juniorprofessoren-Programm des Landes Baden-Württemberg
Publications
Table
Title |
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Title | |
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Econometric Theory | |
Applied Econometrics | |
Empirical Finance/Financial Econometrics | |
Conrad, C., F. Jiang, and M. Karanasos (2004). “Modelling and predicting exchange rate volatility via power ARCH models: the role of long-memory.“ Working Paper, University of Mannheim. | |
Monetary Economics | |
Conrad, C., and M. J. Lamla (2007). "An den Lippen der EZB - Der KOF Monetary Policy Communicator.'' KOF Analysen, Winter 2007/2008, 33-45. | |
Inflation/Output Uncertainty and Macroeconomic Performance | |
Book Reviews | |