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 4 16 24
Asset pricing under uncertainty about shock propagation 0 0 0 15 1 4 18 62
Climate change and monetary policy in the euro area 1 3 34 365 4 19 109 870
Equilibrium asset pricing in directed networks 0 0 0 23 1 3 8 81
Equilibrium asset pricing in directed networks 0 0 1 16 0 2 19 81
Extreme inflation and time-varying consumption growth 0 0 0 23 0 5 23 74
Extreme inflation and time-varying expected consumption growth 0 0 0 13 0 1 6 20
GMM weighting matrices incross-sectional asset pricing tests 0 0 0 18 0 3 18 50
Identifying indicators of systemic risk 0 0 0 61 2 11 28 115
Inflation expectations and climate concern 0 0 0 33 2 3 17 69
Investment-Specific Shocks, Business Cycles, and Asset Prices 0 0 0 44 0 6 15 121
Investment-specific shocks, business cycles, and asset prices 0 0 0 71 1 1 9 180
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 11 0 0 10 53
Shocks to transition risk 0 0 0 50 4 9 20 55
The dynamics of crises and the equity premium 0 0 0 24 1 5 15 73
The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism 2 2 18 18 4 13 43 43
What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? 0 0 0 79 0 7 21 241
Who pays the greenium and why? A decomposition 0 0 0 4 0 3 17 30
Total Working Papers 3 5 53 870 21 99 412 2,242

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 7 42
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 22 0 5 7 96
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 0 1 1 5 12
Asset allocation with recursive parameter updating and macroeconomic regime identifiers 0 1 2 2 0 5 20 20
Equilibrium Asset Pricing in Directed Networks* 0 0 0 2 2 4 11 19
Extreme Inflation and Time-Varying Expected Consumption Growth 1 1 1 2 2 5 12 18
GMM weighting matrices in cross-sectional asset pricing tests 0 0 1 2 1 8 24 33
Households’ inflation expectations and concern about climate change 0 0 6 13 0 3 22 39
Identifying indicators of systemic risk 0 0 1 29 2 5 22 89
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 12 1 4 11 67
The Dynamics of Crises and the Equity Premium 0 0 0 13 0 0 3 52
What is the impact of stock market contagion on an investor's portfolio choice? 0 0 0 11 0 0 6 64
Who pays the greenium and why? A decomposition 0 0 0 0 0 11 26 26
Total Journal Articles 1 2 11 122 10 53 176 577

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04