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 3 18 27
Asset pricing under uncertainty about shock propagation 0 0 0 15 1 2 19 64
Climate change and monetary policy in the euro area 0 3 27 368 3 13 95 883
Equilibrium asset pricing in directed networks 0 0 0 23 0 0 7 81
Equilibrium asset pricing in directed networks 0 0 0 16 0 0 17 81
Extreme inflation and time-varying consumption growth 0 0 0 23 0 0 21 74
Extreme inflation and time-varying expected consumption growth 0 0 0 13 0 0 6 20
GMM weighting matrices incross-sectional asset pricing tests 0 0 0 18 1 2 19 52
Identifying indicators of systemic risk 0 0 0 61 3 6 33 121
Inflation expectations and climate concern 0 0 0 33 0 0 16 69
Investment-Specific Shocks, Business Cycles, and Asset Prices 0 0 0 44 2 2 17 123
Investment-specific shocks, business cycles, and asset prices 0 0 0 71 0 1 10 181
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 11 1 1 11 54
Shocks to transition risk 0 0 0 50 2 3 20 58
The dynamics of crises and the equity premium 0 0 0 24 0 1 15 74
The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism 1 3 10 21 1 8 45 51
What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? 0 0 0 79 1 1 22 242
Who pays the greenium and why? A decomposition 0 1 1 5 1 3 15 33
Total Working Papers 1 7 38 877 16 46 406 2,288

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 7 42
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 0 0 0 5 12
Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations 0 0 0 22 0 0 7 96
Asset allocation with recursive parameter updating and macroeconomic regime identifiers 0 0 2 2 1 2 22 22
Equilibrium Asset Pricing in Directed Networks* 0 1 1 3 0 1 11 20
Extreme Inflation and Time-Varying Expected Consumption Growth 0 0 1 2 0 0 12 18
GMM weighting matrices in cross-sectional asset pricing tests 0 0 1 2 3 5 27 38
Households’ inflation expectations and concern about climate change 0 0 4 13 0 0 17 39
Identifying indicators of systemic risk 0 0 1 29 0 1 21 90
Partial information about contagion risk, self-exciting processes and portfolio optimization 0 0 0 12 1 2 11 69
The Dynamics of Crises and the Equity Premium 0 0 0 13 0 1 4 53
What is the impact of stock market contagion on an investor's portfolio choice? 0 0 0 11 0 1 7 65
Who pays the greenium and why? A decomposition 0 0 0 0 5 9 35 35
Total Journal Articles 0 1 10 123 10 22 186 599

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Statistics updated 2026-09-10