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 8 12 20
Asset pricing under uncertainty about shock propagation 0 0 0 15 1 8 14 58
Climate change and monetary policy in the euro area 2 12 37 362 6 34 111 851
Equilibrium asset pricing in directed networks 0 0 2 16 1 12 19 79
Equilibrium asset pricing in directed networks 0 0 0 23 1 3 6 78
Extreme inflation and time-varying consumption growth 0 0 0 23 3 11 18 69
Extreme inflation and time-varying expected consumption growth 0 0 0 13 0 4 5 19
GMM weighting matrices incross-sectional asset pricing tests 0 0 1 18 4 11 16 47
Identifying indicators of systemic risk 0 0 0 61 9 14 18 104
Inflation expectations and climate concern 0 0 1 33 5 12 15 66
Investment-Specific Shocks, Business Cycles, and Asset Prices 0 0 0 44 0 7 10 115
Investment-specific shocks, business cycles, and asset prices 0 0 0 71 0 7 8 179
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 11 1 6 10 53
Shocks to transition risk 0 0 0 50 1 7 15 46
The dynamics of crises and the equity premium 0 0 0 24 0 7 11 68
The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism 1 3 16 16 2 14 30 30
What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? 0 0 0 79 4 11 15 234
Who pays the greenium and why? A decomposition 0 0 0 4 1 7 15 27
Total Working Papers 3 15 57 865 39 183 348 2,143

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 4 5 40
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 22 0 2 3 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 0 0 1 1 5 10 15 15
Equilibrium Asset Pricing in Directed Networks* 0 0 0 2 1 2 7 15
Extreme Inflation and Time-Varying Expected Consumption Growth 0 0 0 1 2 7 7 13
GMM weighting matrices in cross-sectional asset pricing tests 0 0 1 2 1 7 17 25
Households’ inflation expectations and concern about climate change 2 2 7 13 3 6 22 36
Identifying indicators of systemic risk 1 1 2 29 4 14 18 84
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 12 1 4 7 63
The Dynamics of Crises and the Equity Premium 0 0 0 13 0 2 3 52
What is the impact of stock market contagion on an investor's portfolio choice? 0 0 0 11 1 4 6 64
Who pays the greenium and why? A decomposition 0 0 0 0 3 10 15 15
Total Journal Articles 3 3 11 120 21 75 129 524

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Statistics updated 2026-03-04