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Dr Christoph Meinerding

Research Interests

  • Empirical and theoretical asset pricing
  • Network and contagion effects on financial markets
  • International finance
  • Macrofinance
  • Dynamic asset allocation

Refereed Publications

  • Branger, N., H. Kraft and C. Meinerding (2016), The Dynamics of Crises and the Equity Premium, Review of Financial Studies, Vol. 29(1), pp. 232-270.
  • Branger, N., H. Kraft and C. Meinerding (2014), Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization, Journal of Economic Dynamics and Control, Vol. 39(1), pp. 18-36.
  • Konermann, P., C. Meinerding and O. Sedova (2013), Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations, Review of Financial Economics, Vol. 22(1), pp. 36-46.
  • Meinerding, C. (2012): Asset Allocation and Asset Pricing in the Face of Systemic Risk: A Literature Overview and Assessment, International Journal of Theoretical and Applied Finance, Vol. 15(3).
  • Branger, N., H. Kraft and C. Meinerding (2009), What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?, Insurance: Mathematics and Economics, Vol. 45(1), pp. 94-112.

Other Working Papers and Publications

  • Branger, N., P. Konermann, C. Meinerding and C. Schlag (2017), Equilibrium Asset Pricing in Directed Networks, SAFE Working Paper No. 74.
  • Dergunov, I., C. Meinerding and C. Schlag (2016), Good Inflation, Bad Inflation, and the Pricing of Real Assets, Goethe University Frankfurt, Working Paper.
  • Curatola, G., M. Donadelli, P. Grüning and C. Meinerding (2016), Investment-Specific Shocks, Business Cycles, and Asset Prices, SAFE Working Paper No. 129.
  • Branger, N., P. Grüning, H. Kraft, C. Meinerding and C. Schlag (2015): Asset Pricing under Uncertainty about Shock Propagation, SAFE Working Paper No. 34.

Additional information

Contact

Christoph Meinerding

+49 69 9566-7359

Address

Deutsche Bundesbank

Central Office, Research Centre

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main
Germany