| Long-and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis C Conrad, A Custovic, E Ghysels Journal of Risk and Financial Management 11 (2), 23, 2018 | 358 | 2018 |
| Anticipating Long‐Term Stock Market Volatility C Conrad, K Loch Journal of Applied Econometrics 30 (7), 1090-1114, 2015 | 301 | 2015 |
| On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets C Conrad, K Loch, D Rittler Journal of Empirical Finance 29, 26-40, 2014 | 217 | 2014 |
| Modeling and explaining the dynamics of European Union Allowance prices at high-frequency C Conrad, D Rittler, W Rotfuß Energy Economics 34 (1), 316-326, 2012 | 204 | 2012 |
| The high‐frequency response of the EUR‐USD exchange rate to ECB communication C Conrad, MJ Lamla Journal of Money, Credit and Banking 42 (7), 1391-1417, 2010 | 167* | 2010 |
| Inequality constraints in the fractionally integrated GARCH model C Conrad, BR Haag Journal of Financial Econometrics 4 (3), 413-449, 2006 | 166 | 2006 |
| On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach C Conrad, M Karanasos Japan and the World Economy 17 (3), 327-343, 2005 | 159 | 2005 |
| Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models C Conrad, O Kleen Journal of Applied Econometrics 35 (1), 19-45, 2020 | 139 | 2020 |
| Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study C Conrad, M Karanasos, N Zeng Journal of Empirical Finance 18 (1), 147-159, 2011 | 109 | 2011 |
| Non-negativity conditions for the hyperbolic GARCH model C Conrad Journal of Econometrics 157 (2), 441-457, 2010 | 109 | 2010 |
| Negative volatility spillovers in the unrestricted ECCC-GARCH model C Conrad, M Karanasos Econometric Theory 26 (3), 838-862, 2010 | 100 | 2010 |
| The role of information and experience for households’ inflation expectations C Conrad, Z Enders, A Glas European Economic Review 143, 104015, 2022 | 89 | 2022 |
| Dual long memory in inflation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance C Conrad, M Karanasos Studies in Nonlinear Dynamics & Econometrics 9 (4), 2005 | 83 | 2005 |
| The impulse response function of the long memory GARCH process C Conrad, M Karanasos Economics Letters 90 (1), 34-41, 2006 | 41 | 2006 |
| The variance risk premium and fundamental uncertainty C Conrad, K Loch Economics Letters 132, 56-60, 2015 | 40 | 2015 |
| Modelling the Link Between US Inflation and Output: The Importance of the Uncertainty Channel C Conrad, M Karanasos Scottish Journal of Political Economy 62 (5), 431-453, 2015 | 37 | 2015 |
| Explaining inflation-gap persistence by a time-varying Taylor rule C Conrad, TA Eife Journal of Macroeconomics 34 (2), 419-428, 2012 | 33 | 2012 |
| The link between macroeconomic performance and variability in the UK C Conrad, M Karanasos, N Zeng Economics Letters 106 (3), 154-157, 2010 | 33 | 2010 |
| Testing for an omitted multiplicative long-term component in GARCH models C Conrad, M Schienle Journal of Business & Economic Statistics 38 (2), 229-242, 2020 | 25 | 2020 |
| Asymptotics for parametric GARCH-in-Mean models C Conrad, E Mammen Journal of Econometrics 194 (2), 319-329, 2016 | 24 | 2016 |
menelaos karanasosProfessor of Financial Economics and Econometrics, Brunel University LondonDirección de correo verificada de brunel.ac.uk
