Details about Christoph Meinerding

Access statistics for papers by Christoph Meinerding.

Last updated 2025-04-28. Update your information in the RePEc Author Service.

Short-id: pme836

Working Papers

2025

1. The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism
   Discussion Papers, Deutsche Bundesbank

2024

2. Who pays the greenium and why? A decomposition
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Who pays the greenium and why? A decomposition, Journal of International Money and Finance, Elsevier (2025) (2025)

2023

3. Asset allocation with recursive parameter updating and macroeconomic regime identifiers
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Asset allocation with recursive parameter updating and macroeconomic regime identifiers, The European Journal of Finance, Taylor & Francis Journals (2025) (2025)
4. Shocks to transition risk
   Discussion Papers, Deutsche Bundesbank View citations (3)

2022

5. Extreme inflation and time-varying expected consumption growth
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (2)
   See also Journal Article Extreme Inflation and Time-Varying Expected Consumption Growth, Management Science, INFORMS (2023) View citations (1) (2023)
6. Inflation expectations and climate concern
   Discussion Papers, Deutsche Bundesbank

2021

7. Climate change and monetary policy in the euro area
   Occasional Paper Series, European Central Bank View citations (27)

2020

8. Equilibrium asset pricing in directed networks
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (1)
   Also in Discussion Papers, Deutsche Bundesbank (2018) View citations (1)
   See also Journal Article Equilibrium Asset Pricing in Directed Networks*, Review of Finance, European Finance Association (2021) View citations (2) (2021)
9. GMM weighting matrices incross-sectional asset pricing tests
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article GMM weighting matrices in cross-sectional asset pricing tests, Journal of Banking & Finance, Elsevier (2024) (2024)
10. Identifying indicators of systemic risk
    Discussion Papers, Deutsche Bundesbank
    See also Journal Article Identifying indicators of systemic risk, Journal of International Economics, Elsevier (2021) View citations (7) (2021)

2019

11. Extreme inflation and time-varying consumption growth
    Discussion Papers, Deutsche Bundesbank

2016

12. Investment-Specific Shocks, Business Cycles, and Asset Prices
    Bank of Lithuania Working Paper Series, Bank of Lithuania
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2016)

2014

13. The dynamics of crises and the equity premium
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (2)
    See also Journal Article The Dynamics of Crises and the Equity Premium, The Review of Financial Studies, Society for Financial Studies (2016) View citations (16) (2016)

2013

14. Asset pricing under uncertainty about shock propagation
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
15. Partial information about contagion risk, self-exciting processes and portfolio optimization
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
    See also Journal Article Partial information about contagion risk, self-exciting processes and portfolio optimization, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (7) (2014)

2009

16. What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
    See also Journal Article What is the impact of stock market contagion on an investor's portfolio choice?, Insurance: Mathematics and Economics, Elsevier (2009) View citations (8) (2009)

Journal Articles

2025

1. Asset allocation with recursive parameter updating and macroeconomic regime identifiers
   The European Journal of Finance, 2025, 31, (9), 1141-1167
   See also Working Paper Asset allocation with recursive parameter updating and macroeconomic regime identifiers, Discussion Papers (2023) (2023)
2. Who pays the greenium and why? A decomposition
   Journal of International Money and Finance, 2025, 157, (C)
   See also Working Paper Who pays the greenium and why? A decomposition, Discussion Papers (2024) (2024)

2024

3. GMM weighting matrices in cross-sectional asset pricing tests
   Journal of Banking & Finance, 2024, 162, (C)
   See also Working Paper GMM weighting matrices incross-sectional asset pricing tests, Discussion Papers (2020) (2020)

2023

4. Extreme Inflation and Time-Varying Expected Consumption Growth
   Management Science, 2023, 69, (5), 2972-3002 View citations (1)
   See also Working Paper Extreme inflation and time-varying expected consumption growth, SAFE Working Paper Series (2022) View citations (2) (2022)
5. Households’ inflation expectations and concern about climate change
   European Journal of Political Economy, 2023, 80, (C) View citations (2)

2021

6. Equilibrium Asset Pricing in Directed Networks*
   (Risk premia and term premia in general equilibrium)
   Review of Finance, 2021, 25, (3), 777-818 View citations (2)
   See also Working Paper Equilibrium asset pricing in directed networks, SAFE Working Paper Series (2020) View citations (1) (2020)
7. Identifying indicators of systemic risk
   Journal of International Economics, 2021, 132, (C) View citations (7)
   See also Working Paper Identifying indicators of systemic risk, Discussion Papers (2020) (2020)

2016

8. The Dynamics of Crises and the Equity Premium
   The Review of Financial Studies, 2016, 29, (1), 232-270 View citations (16)
   See also Working Paper The dynamics of crises and the equity premium, SAFE Working Paper Series (2014) View citations (2) (2014)

2014

9. Partial information about contagion risk, self-exciting processes and portfolio optimization
   Journal of Economic Dynamics and Control, 2014, 39, (C), 18-36 View citations (7)
   See also Working Paper Partial information about contagion risk, self-exciting processes and portfolio optimization, SAFE Working Paper Series (2013) (2013)

2013

10. Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
    Review of Financial Economics, 2013, 22, (1), 36-46 View citations (1)
    Also in Review of Financial Economics, 2013, 22, (1), 36-46 (2013) View citations (8)

2012

11. ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT
    International Journal of Theoretical and Applied Finance (IJTAF), 2012, 15, (03), 1-27 View citations (2)

2009

12. What is the impact of stock market contagion on an investor's portfolio choice?
    Insurance: Mathematics and Economics, 2009, 45, (1), 94-112 View citations (8)
    See also Working Paper What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?, Working Paper Series: Finance and Accounting (2009) (2009)