Christoph Meinerding : Citation Profile


Are you Christoph Meinerding?

Deutsche Bundesbank

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

7

Articles

11

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 2
   Journals where Christoph Meinerding has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 6 (20 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme836
   Updated: 2021-11-28    RAS profile: 2021-11-19    
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Relations with other researchers


Works with:

Grüning, Patrick (2)

Donadelli, Michael (2)

Curatola, Giuliano (2)

Schüler, Yves (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christoph Meinerding.

Is cited by:

Chevallier, Julien (3)

nicolosi, marco (2)

Aboura, Sofiane (2)

van der Ploeg, Frederick (Rick) (2)

Parisi, Laura (1)

Schüler, Yves (1)

Flavin, Thomas (1)

Baruník, Jozef (1)

Goutte, Stéphane (1)

Cites to:

Timmermann, Allan (6)

Guidolin, Massimo (6)

Schlag, Christian (5)

Martin, Ian (5)

Barro, Robert (5)

merton, robert (5)

Giglio, Stefano (5)

Campbell, John (5)

Stroebel, Johannes (5)

Weitzman, Martin (4)

Glachant, Matthieu (4)

Main data


Where Christoph Meinerding has published?


Working Papers Series with more than one paper published# docs
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE5
Discussion Papers / Deutsche Bundesbank4

Recent works citing Christoph Meinerding (2021 and 2020)


YearTitle of citing document
2020Network effects in default clustering for large systems. (2019). Yang, Jia ; Spiliopoulos, Konstantinos. In: Papers. RePEc:arx:papers:1812.07645.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

Full description at Econpapers || Download paper

2020Market Excess Returns, Variance and the Third Cumulant. (2020). Zhao, Huimin ; Chang, Eric C ; Zhang, Jin E. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:605-637.

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2020Asset Diversification versus Climate Action. (2020). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK ; Kraft, Holger ; Hambel, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8476.

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2021ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281.

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2021Household Lifetime Strategies under a Self-Contagious Market. (2021). Jin, Zhuo ; Liu, Guo. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:935-952.

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2021Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176.

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2021Ambiguity, long-run risks, and asset prices in continuous time. (2021). Ruan, Xinfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:115-126.

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2021Tax evasion, audits with memory, and portfolio choice. (2021). Xiao, Weilin ; Jiang, Hao ; Ma, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:896-909.

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2020Asset Pricing and Decarbonization: Diversification versus Climate Action. (2020). van der Ploeg, Frederick (Rick) ; Kraft, Holger ; Hambel, Christoph ; VAN DERPLOEG, RICK . In: Economics Series Working Papers. RePEc:oxf:wpaper:901.

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2020Alternative risk premia: contagion and portfolio choice. (2020). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00158-1.

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2020The impact of uncertainty and certainty shocks. (2020). Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:142020.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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Works by Christoph Meinerding:


YearTitleTypeCited
2021Climate change and monetary policy in the euro area In: Occasional Paper Series.
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paper1
2014Partial information about contagion risk, self-exciting processes and portfolio optimization In: Journal of Economic Dynamics and Control.
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article4
2013Partial information about contagion risk, self-exciting processes and portfolio optimization.(2013) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
2021Identifying indicators of systemic risk In: Journal of International Economics.
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article1
2020Identifying indicators of systemic risk.(2020) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2009What is the impact of stock market contagion on an investors portfolio choice? In: Insurance: Mathematics and Economics.
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article3
2013Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations In: Review of Financial Economics.
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article6
2016Investment-Specific Shocks, Business Cycles, and Asset Prices In: Bank of Lithuania Working Paper Series.
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paper0
2016Investment-specific shocks, business cycles, and asset prices.(2016) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2021Equilibrium Asset Pricing in Directed Networks* In: Review of Finance.
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article1
2018Equilibrium asset pricing in directed networks.(2018) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2020Equilibrium asset pricing in directed networks.(2020) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2016The Dynamics of Crises and the Equity Premium In: Review of Financial Studies.
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article6
2014The dynamics of crises and the equity premium.(2014) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2012ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT In: International Journal of Theoretical and Applied Finance (IJTAF).
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article2
2019Extreme inflation and time-varying consumption growth In: Discussion Papers.
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paper0
2020GMM weighting matrices incross-sectional asset pricing tests In: Discussion Papers.
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paper0
2013Asset pricing under uncertainty about shock propagation In: SAFE Working Paper Series.
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paper0

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