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Branger, Nicole Schlag, Christian Kraft, Holger Schüler, Yves Konermann, Patrick Dergunov, Ilya Hartwig, Benny Grüning, Patrick Thimme, Julian Poinelli, Andrea Laurinaityte, Nora Donadelli, Michael Curatola, Giuliano All co-authors asset shocks pricing model time growth consumption systemic climate equilibrium stock financial regime expected
Composed equilibrium asset consumption growth expected consumption long run general equilibrium time varying cash flow cross sectional pricing model risk premia portfolio management portfolio selection shocks transition inflation expectations directed networks recursive preferences indicators systemic systemic risk asset prices shock propagation stock bond privater konsum private consumption allgemeines gleichgewicht contagion effect asset allocation extreme inflation inflation time climate concern sectional asset pricing tests climate change pricing directed return volatilities moment conditions financial cycle market prices prices risk flow shocks spc assets share price mutually exciting processes asset pricing mutually exciting method identify identify shocks time variation
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Christoph Meinerding B: 1982
Profession Economist
Affiliations Johann-Wolfgang-Goethe-Universität. Faculty of Economics and Business Administration (Frankfurt a. M.) Deutsche Bundesbank
Q130778208
Publishing years Series SAFE working paper (10) Discussion paper (8) Deutsche Bundesbank Discussion Paper (7) ECB Occasional Paper (1) Working paper series (1) Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften (1) 
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