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 2 2 4 11
Asset pricing under uncertainty about shock propagation 0 0 0 15 1 4 4 48
Climate change and monetary policy in the euro area 3 6 56 345 11 25 142 804
Equilibrium asset pricing in directed networks 0 0 0 23 0 0 3 74
Equilibrium asset pricing in directed networks 0 0 2 16 0 1 6 65
Extreme inflation and time-varying consumption growth 0 0 0 23 1 2 4 54
Extreme inflation and time-varying expected consumption growth 0 0 0 13 0 0 0 14
GMM weighting matrices incross-sectional asset pricing tests 0 0 2 18 3 4 8 36
Identifying indicators of systemic risk 0 0 1 61 1 1 5 89
Inflation expectations and climate concern 0 0 1 33 0 0 4 53
Investment-Specific Shocks, Business Cycles, and Asset Prices 0 0 0 44 2 2 3 108
Investment-specific shocks, business cycles, and asset prices 0 0 0 71 1 1 1 172
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 11 1 3 3 46
Shocks to transition risk 0 0 1 50 0 1 14 39
The dynamics of crises and the equity premium 0 0 0 24 2 3 4 61
The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism 0 8 12 12 4 8 11 11
What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? 0 0 0 79 1 1 2 221
Who pays the greenium and why? A decomposition 0 0 4 4 0 4 18 18
Total Working Papers 3 14 79 844 30 62 236 1,924

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 1 89
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 0 1 1 1 8
Asset allocation with recursive parameter updating and macroeconomic regime identifiers 0 0 0 0 1 3 3 3
Equilibrium Asset Pricing in Directed Networks* 0 0 0 2 0 0 2 9
Extreme Inflation and Time-Varying Expected Consumption Growth 0 0 0 1 0 0 0 6
GMM weighting matrices in cross-sectional asset pricing tests 1 1 1 2 6 7 10 17
Households’ inflation expectations and concern about climate change 2 2 6 11 7 9 20 29
Identifying indicators of systemic risk 0 0 1 28 0 1 4 69
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 12 0 0 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 3 3 3 3
Total Journal Articles 3 3 8 116 18 24 50 433

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Statistics updated 2025-11-08