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Details about Christoph Meinerding

Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Christoph Meinerding.

Last updated 2021-02-10. Update your information in the RePEc Author Service.

Short-id: pme836


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Working Papers

2020

  1. Equilibrium asset pricing in directed networks
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads
    Also in Discussion Papers, Deutsche Bundesbank (2018) Downloads View citations (1)
  2. GMM weighting matrices incross-sectional asset pricing tests
    Discussion Papers, Deutsche Bundesbank Downloads
  3. Identifying indicators of systemic risk
    Discussion Papers, Deutsche Bundesbank Downloads

2019

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

2016

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

2014

  1. The dynamics of crises and the equity premium
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (2)
    See also Journal Article in Review of Financial Studies (2016)

2013

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

2009

  1. 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 Downloads View citations (1)
    See also Journal Article in Insurance: Mathematics and Economics (2009)

Journal Articles

2016

  1. The Dynamics of Crises and the Equity Premium
    Review of Financial Studies, 2016, 29, (1), 232-270 Downloads View citations (7)
    See also Working Paper (2014)

2014

  1. Partial information about contagion risk, self-exciting processes and portfolio optimization
    Journal of Economic Dynamics and Control, 2014, 39, (C), 18-36 Downloads View citations (5)
    See also Working Paper (2013)

2013

  1. Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
    Review of Financial Economics, 2013, 22, (1), 36-46 Downloads
    Also in Review of Financial Economics, 2013, 22, (1), 36-46 (2013) Downloads View citations (6)

2012

  1. 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 Downloads View citations (2)

2009

  1. What is the impact of stock market contagion on an investor's portfolio choice?
    Insurance: Mathematics and Economics, 2009, 45, (1), 94-112 Downloads View citations (5)
    See also Working Paper (2009)
 
Page updated 2021-05-07