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 0 1 3 9
Asset pricing under uncertainty about shock propagation 0 0 0 15 2 3 3 47
Climate change and monetary policy in the euro area 1 7 57 342 5 23 138 793
Equilibrium asset pricing in directed networks 0 0 2 16 1 2 6 65
Equilibrium asset pricing in directed networks 0 0 1 23 0 1 4 74
Extreme inflation and time-varying consumption growth 0 0 0 23 0 2 3 53
Extreme inflation and time-varying expected consumption growth 0 0 0 13 0 0 2 14
GMM weighting matrices incross-sectional asset pricing tests 0 0 2 18 0 1 5 33
Identifying indicators of systemic risk 0 0 1 61 0 1 4 88
Inflation expectations and climate concern 0 0 1 33 0 1 4 53
Investment-Specific Shocks, Business Cycles, and Asset Prices 0 0 0 44 0 0 1 106
Investment-specific shocks, business cycles, and asset prices 0 0 0 71 0 0 0 171
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 11 2 2 2 45
Shocks to transition risk 0 0 1 50 1 1 15 39
The dynamics of crises and the equity premium 0 0 0 24 0 1 2 59
The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism 1 12 12 12 1 7 7 7
What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? 0 0 0 79 0 0 1 220
Who pays the greenium and why? A decomposition 0 0 4 4 0 5 18 18
Total Working Papers 2 19 81 841 12 51 218 1,894

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 0 0 1 35
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 22 0 0 2 89
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 0 0 0 1 7
Asset allocation with recursive parameter updating and macroeconomic regime identifiers 0 0 0 0 2 2 2 2
Equilibrium Asset Pricing in Directed Networks* 0 0 0 2 0 0 3 9
Extreme Inflation and Time-Varying Expected Consumption Growth 0 0 1 1 0 0 2 6
GMM weighting matrices in cross-sectional asset pricing tests 0 0 0 1 0 1 5 11
Households’ inflation expectations and concern about climate change 0 0 4 9 0 2 13 22
Identifying indicators of systemic risk 0 0 1 28 0 2 4 69
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 12 0 2 3 58
The Dynamics of Crises and the Equity Premium 0 0 0 13 0 0 1 49
What is the impact of stock market contagion on an investor's portfolio choice? 0 0 0 11 0 0 1 58
Who pays the greenium and why? A decomposition 0 0 0 0 0 0 0 0
Total Journal Articles 0 0 6 113 2 9 38 415

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Statistics updated 2025-10-06