Christian Conrad

Christian Conrad is Professor of Econometrics at Heidelberg University's Alfred Weber Institute for Economics. His research examines volatility modeling, inflation expectations, and financial market dynamics using advanced econometric methods.

He holds a Ph.D. in Economics from the University of Mannheim (2006), an MSc from the University of York (2001), and a Diplom from Heidelberg University (2002).

Conrad's research interests center on expectation formation in financial markets, volatility forecasting techniques, and the econometric analysis of cryptocurrency markets. His work develops innovative models like GARCH-MIDAS to capture multi-timescale market dynamics.

His publications demonstrate consistent focus on volatility modeling across asset classes, macroeconomic uncertainty transmission, and central bank communication effects. Research increasingly addresses modern financial phenomena including cryptocurrency volatility and inflation expectation formation.

Conrad disseminates research through policy briefs for SUERF and contributes to public discourse via outlets like Frankfurter Allgemeine Zeitung. He maintains affiliations with ZEW, Rimini Centre for Economic Analysis, and ETH Zurich's KOF Institute.