Access Statistics for Christoph Meinerding

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset allocation with recursive parameter updating and macroeconomic regime identifiers 0 0 0 2 1 6 13 21
Asset pricing under uncertainty about shock propagation 0 0 0 15 0 6 14 58
Climate change and monetary policy in the euro area 1 5 36 363 5 28 112 856
Equilibrium asset pricing in directed networks 0 0 0 23 1 3 6 79
Equilibrium asset pricing in directed networks 0 0 2 16 1 9 19 80
Extreme inflation and time-varying consumption growth 0 0 0 23 5 14 23 74
Extreme inflation and time-varying expected consumption growth 0 0 0 13 0 3 5 19
GMM weighting matrices incross-sectional asset pricing tests 0 0 1 18 1 11 17 48
Identifying indicators of systemic risk 0 0 0 61 3 14 21 107
Inflation expectations and climate concern 0 0 1 33 0 11 15 66
Investment-Specific Shocks, Business Cycles, and Asset Prices 0 0 0 44 0 5 10 115
Investment-specific shocks, business cycles, and asset prices 0 0 0 71 0 4 8 179
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 11 0 5 10 53
Shocks to transition risk 0 0 0 50 2 7 17 48
The dynamics of crises and the equity premium 0 0 0 24 1 5 11 69
The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism 0 3 16 16 6 17 36 36
What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? 0 0 0 79 2 12 17 236
Who pays the greenium and why? A decomposition 0 0 0 4 0 3 14 27
Total Working Papers 1 8 56 866 28 163 368 2,171

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT 0 0 0 14 1 2 6 41
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 22 0 1 2 91
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 0 0 3 4 11
Asset allocation with recursive parameter updating and macroeconomic regime identifiers 1 1 2 2 3 11 18 18
Equilibrium Asset Pricing in Directed Networks* 0 0 0 2 1 2 8 16
Extreme Inflation and Time-Varying Expected Consumption Growth 0 0 0 1 0 5 7 13
GMM weighting matrices in cross-sectional asset pricing tests 0 0 1 2 7 13 24 32
Households’ inflation expectations and concern about climate change 0 2 6 13 2 8 22 38
Identifying indicators of systemic risk 0 1 2 29 3 15 21 87
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 12 1 5 8 64
The Dynamics of Crises and the Equity Premium 0 0 0 13 0 1 3 52
What is the impact of stock market contagion on an investor's portfolio choice? 0 0 0 11 0 3 6 64
Who pays the greenium and why? A decomposition 0 0 0 0 5 10 20 20
Total Journal Articles 1 4 11 121 23 79 149 547

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Statistics updated 2026-04-09