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 3 6 8 15
Asset pricing under uncertainty about shock propagation 0 0 0 15 2 5 8 52
Climate change and monetary policy in the euro area 8 16 39 358 11 35 110 828
Equilibrium asset pricing in directed networks 0 0 0 23 1 2 4 76
Equilibrium asset pricing in directed networks 0 0 2 16 4 6 12 71
Extreme inflation and time-varying consumption growth 0 0 0 23 2 7 10 60
Extreme inflation and time-varying expected consumption growth 0 0 0 13 1 2 2 16
GMM weighting matrices incross-sectional asset pricing tests 0 0 2 18 1 4 8 37
Identifying indicators of systemic risk 0 0 1 61 3 5 9 93
Inflation expectations and climate concern 0 0 1 33 1 2 6 55
Investment-Specific Shocks, Business Cycles, and Asset Prices 0 0 0 44 2 4 5 110
Investment-specific shocks, business cycles, and asset prices 0 0 0 71 3 4 4 175
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 11 1 3 5 48
Shocks to transition risk 0 0 0 50 2 2 14 41
The dynamics of crises and the equity premium 0 0 0 24 3 5 7 64
The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism 0 1 13 13 3 12 19 19
What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? 0 0 0 79 1 4 5 224
Who pays the greenium and why? A decomposition 0 0 2 4 4 6 20 24
Total Working Papers 8 17 60 858 48 114 256 2,008

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 3 4 4 39
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 0 0 1 1 8
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 22 1 1 2 90
Asset allocation with recursive parameter updating and macroeconomic regime identifiers 0 1 1 1 2 5 7 7
Equilibrium Asset Pricing in Directed Networks* 0 0 0 2 1 5 7 14
Extreme Inflation and Time-Varying Expected Consumption Growth 0 0 0 1 2 2 2 8
GMM weighting matrices in cross-sectional asset pricing tests 0 1 1 2 1 8 11 19
Households’ inflation expectations and concern about climate change 0 2 6 11 0 8 20 30
Identifying indicators of systemic risk 0 0 1 28 2 3 6 72
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 12 0 1 4 59
The Dynamics of Crises and the Equity Premium 0 0 0 13 1 2 2 51
What is the impact of stock market contagion on an investor's portfolio choice? 0 0 0 11 1 3 4 61
Who pays the greenium and why? A decomposition 0 0 0 0 5 10 10 10
Total Journal Articles 0 4 9 117 19 53 80 468

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Statistics updated 2026-01-09