Christoph Meinerding

Deutsche Bundesbank

Research Centre

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

21

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Top 26,889

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39

CROSSREF CITATIONS

5

Scholarly Papers (21)

1.

Climate Change and Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021/271
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 12 Jan 2022
European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank (ECB), Bank of France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Bank of Italy, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General International and European Relations, Central Bank of Cyprus, European Central Bank (ECB), Bank of Greece - Economic Research Department, De Nederlandsche Bank, Goethe University Frankfurt, European Central Bank (ECB), University of Bonn, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, Central Bank of Ireland, Central Bank of Ireland, Suomen Panki, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Banco de España, Latvijas Banka, Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), University of Edinburgh Business School, Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, National and Kapodistrian University of Athens, De Nederlandsche Bank, Bank of Greece, Deutsche Bundesbank, European Central Bank (ECB) and Banque de France
Downloads 1,026 (41,952)
Citation 4

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climate change, environmental economics, green finance, monetary policy, sustainable growth economics

2.

GMM Weighting Matrices in Cross-Sectional Asset Pricing Tests

Number of pages: 30 Posted: 21 Nov 2017 Last Revised: 20 Mar 2024
Nora Laurinaityte, Christoph Meinerding, Christian Schlag and Julian Thimme
Vilnius University, Deutsche Bundesbank, Goethe University Frankfurt and Karlsruhe Institute of Technology
Downloads 876 (52,227)
Citation 1

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Asset pricing, cross-section of expected returns

3.
Downloads 780 (61,175)
Citation 1

Shocks to Transition Risk

Number of pages: 65 Posted: 19 Aug 2020 Last Revised: 26 Mar 2024
Christoph Meinerding, Yves S. Schüler and Philipp Zhang
Deutsche Bundesbank, Deutsche Bundesbank and University of Zurich - Department of Economics
Downloads 522 (100,715)
Citation 3

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transition risk, climate change, financial stability, portfolio sort, textual analysis

Shocks to Transition Risk

Deutsche Bundesbank Discussion Paper No. 04/2023
Number of pages: 64 Posted: 17 Mar 2023
Christoph Meinerding, Yves S. Schüler and Philipp Zhang
Deutsche Bundesbank, Deutsche Bundesbank and University of Zurich - Department of Economics
Downloads 258 (220,873)

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Transition risk, climate change, financial stability, portfolio sort, tex-tual analysis

4.

The Dynamics of Crises and the Equity Premium

SAFE Working Paper No. 11
Number of pages: 48 Posted: 02 Jul 2010 Last Revised: 20 May 2015
Nicole Branger, Holger Kraft and Christoph Meinerding
University of Münster - Finance Center Muenster, Goethe University Frankfurt and Deutsche Bundesbank
Downloads 560 (93,323)
Citation 9

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General Equilibrium, Asset Pricing, Recursive Preferences, Long-Run Risk, Disaster Models

Extreme Inflation and Time-Varying Expected Consumption Growth

Number of pages: 65 Posted: 02 Sep 2016 Last Revised: 03 Mar 2021
Ilya Dergunov, Christoph Meinerding and Christian Schlag
HSE University, Deutsche Bundesbank and Goethe University Frankfurt
Downloads 292 (194,775)
Citation 1

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Long-run risk, inflation, recursive utility, filtering, disaster risk

Extreme Inflation and Time-Varying Expected Consumption Growth

SAFE Working Paper No. 334
Number of pages: 88 Posted: 05 Jan 2022
Ilya Dergunov, Christoph Meinerding and Christian Schlag
HSE University, Deutsche Bundesbank and Goethe University Frankfurt
Downloads 129 (410,333)
Citation 1

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Long-run risk, inflation, recursive utility, filtering, disaster risk

Investment-Specific Shocks, Business Cycles, and Asset Prices

Number of pages: 59 Posted: 11 Jun 2015 Last Revised: 20 Dec 2017
University of Siena - Department of Economics and Statistics, University of Brescia, Latvijas Banka and Deutsche Bundesbank
Downloads 276 (206,414)

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General Equilibrium Asset Pricing, Production Economy, Long-Run Risk, Investment-Specific Shocks

Investment-Specific Shocks, Business Cycles, and Asset Prices

SAFE Working Paper No. 129
Number of pages: 36 Posted: 14 Mar 2016
University of Siena - Department of Economics and Statistics, University of Brescia, Latvijas Banka and Deutsche Bundesbank
Downloads 104 (483,048)

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General Equilibrium Asset Pricing, Production Economy, Long-Run Risk, Investment-Specific Shocks, Nominal Rigidities

7.

Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization

SAFE Working Paper No. 28
Number of pages: 42 Posted: 02 Jul 2010 Last Revised: 27 Aug 2013
Nicole Branger, Holger Kraft and Christoph Meinerding
University of Münster - Finance Center Muenster, Goethe University Frankfurt and Deutsche Bundesbank
Downloads 370 (152,159)
Citation 3

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Asset Allocation, Contagion, Nonlinear Filtering, Hidden State, Self-exciting Processes

8.

Asset Pricing Under Uncertainty About Shock Propagation

SAFE Working Paper No. 34
Number of pages: 67 Posted: 28 Nov 2013 Last Revised: 25 Mar 2014
University of Münster - Finance Center Muenster, Latvijas Banka, Goethe University Frankfurt, Deutsche Bundesbank and Goethe University Frankfurt
Downloads 352 (160,734)

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General Equilibrium, Contagion Risk, Partial Information, Filtering, Recursive Utility

9.
Downloads 303 (188,484)
Citation 7

Identifying Indicators of Systemic Risk

Journal of International Economics, Vol. 132, No. 103512, 2021
Number of pages: 42 Posted: 17 Aug 2019 Last Revised: 28 Sep 2021
Benny Hartwig, Christoph Meinerding and Yves S. Schüler
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 159 (346,115)
Citation 1

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Systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles

Identifying Indicators of Systemic Risk

Deutsche Bundesbank Discussion Paper No. 33/2020
Number of pages: 59 Posted: 30 Jun 2020
Benny Hartwig, Christoph Meinerding and Yves S. Schüler
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 144 (375,837)

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systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles

10.

Who finances the green transition? Evidence from the green bond market

Number of pages: 41 Posted: 30 Dec 2022 Last Revised: 16 Jan 2024
Daniel Fricke, Stephan Jank and Christoph Meinerding
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 297 (192,589)

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green bonds, sustainable investment, greenium, ownership structure, securities holdings

11.

Do Past Emissions Affect Firms' Supply of Green Technologies: Evidence from Technology-Related Job Postings

Number of pages: 48 Posted: 08 Dec 2023
Mengjie Shi, Sophie Zhou and Christoph Meinerding
Deutsche Bundesbank, Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 233 (245,358)

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Carbon emissions, green technology supply, job postings, sustainable investing, climate policy

12.

Asset Allocation with Recursive Parameter Updating and Macroeconomic Regime Identifiers

Deutsche Bundesbank Discussion Paper No. 06/2023
Number of pages: 40 Posted: 17 Mar 2023
Milad Goodarzi and Christoph Meinerding
Goethe University Frankfurt and Deutsche Bundesbank
Downloads 221 (258,000)

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Regime switching models, asset allocation, macro-based portfolio strategies, parameter updating

13.

Inflation Expectations and Climate Concern

Deutsche Bundesbank Discussion Paper No. 12/2022
Number of pages: 38 Posted: 27 Apr 2022
Christoph Meinerding, Andrea Poinelli and Yves S. Schüler
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 188 (299,004)

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climate change, inflation expectations, physical risk, transition risk, central bank distrust, household surveys

14.

Equilibrium Asset Pricing in Directed Networks

Deutsche Bundesbank Discussion Paper No. 37/2018
Number of pages: 47 Posted: 26 Sep 2018 Last Revised: 18 Nov 2021
University of Münster - Finance Center Muenster, Deutsche Bundesbank, BI Norwegian Business School and Goethe University Frankfurt
Downloads 96 (506,264)

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directed cash flow networks, directed shocks, mutually exciting processes, recursive preferences

15.

GMM Weighting Matrices In Cross-Sectional Asset Pricing Tests

Deutsche Bundesbank Discussion Paper No. 62/2020
Number of pages: 41 Posted: 16 Dec 2020
Nora Laurinaityte, Christoph Meinerding, Christian Schlag and Julian Thimme
Vilnius University, Deutsche Bundesbank, Goethe University Frankfurt and Karlsruhe Institute of Technology
Downloads 80 (566,719)

Abstract:

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Asset pricing, cross-section of expected returns, GMM, factor zoo

16.

Extreme Inflation and Time-Varying Consumption Growth

Deutsche Bundesbank Discussion Paper No. 16/2019
Number of pages: 57 Posted: 16 Apr 2019
Ilya Dergunov, Christoph Meinerding and Christian Schlag
HSE University, Deutsche Bundesbank and Goethe University Frankfurt
Downloads 77 (579,370)
Citation 2

Abstract:

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long-run risk, inflation, recursive utility, filtering, disaster risk

17.

The Impact of Climate Policies on Financial Markets: Evidence from the EU Carbon Border Adjustment Mechanism

Number of pages: 43 Posted: 13 Jun 2024
Christoph Meinerding, Mengjie Shi and Yupu Zhang
Deutsche Bundesbank, Deutsche Bundesbank and The University of Hong Kong - Faculty of Business and Economics
Downloads 37 (809,624)

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Carbon border adjustment mechanism, carbon pricing, supply chain, event study, cumulative abnormal returns, trade

18.

Equilibrium Asset Pricing in Directed Networks

Review of Finance, Volume 25, Issue 3, May 2021, 777–818., Finance Down Under 2016 Building on the Best from the Cellars of Finance, SAFE Working Paper No. 74
Posted: 11 Nov 2014 Last Revised: 24 Jun 2021
University of Münster - Finance Center Muenster, BI Norwegian Business School, Deutsche Bundesbank and Goethe University Frankfurt

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Directed cash flow networks, directed shocks, mutually exciting processes, recursive preferences

19.

Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations

Review of Financial Economics, Vol. 22, Issue 1, January 2013, 36-46
Posted: 25 Nov 2011 Last Revised: 15 Apr 2013
Patrick Konermann, Christoph Meinerding and Olga Sedova
BI Norwegian Business School, Deutsche Bundesbank and University of Münster - Finance Center Muenster

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Asset Allocation, Portfolio Choice, Contagion, Systemic Risk, Regime Switching

20.

Asset Allocation and Asset Pricing in the Face of Systemic Risk: A Literature Overview and Assessment

International Journal of Theoretical and Applied Finance, Forthcoming
Posted: 23 Feb 2011 Last Revised: 06 Sep 2011
Christoph Meinerding
Deutsche Bundesbank

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Asset Pricing, Asset Allocation, Systemic Risk

21.

What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?

Insurance: Mathematics and Economics, Vol. 45, No. 1, 2009
Posted: 17 Mar 2008 Last Revised: 06 Sep 2011
Nicole Branger, Holger Kraft and Christoph Meinerding
University of Münster - Finance Center Muenster, Goethe University Frankfurt and Deutsche Bundesbank

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Asset Allocation, Jumps, Contagion, Model Risk