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Christian Julliard
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Cited by
Year
Consumption risk and the cross section of expected returns
JA Parker, C Julliard
Journal of Political Economy 113 (1), 185-222, 2005
7072005
Money illusion and housing frenzies
MK Brunnermeier, C Julliard
The Review of Financial Studies 21 (1), 135-180, 2008
5792008
Can rare events explain the equity premium puzzle?
C Julliard, A Ghosh
The Review of Financial Studies 25 (10), 3037-3076, 2012
1922012
What is the consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models
A Ghosh, C Julliard, AP Taylor
The review of financial studies 30 (2), 442-504, 2017
1132017
Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
E Denbee, C Julliard, Y Li, K Yuan
Journal of Financial Economics, 2021
992021
Bayesian solutions for the factor zoo: We just ran two quadrillion models
S Bryzgalova, J Huang, C Julliard
The Journal of Finance 78 (1), 487-557, 2023
912023
Human capital and international portfolio diversification: A reappraisal
L Bretscher, C Julliard, C Rosa
Journal of International Economics 99, S78-S96, 2016
88*2016
Eurozone sovereign bond crisis: Liquidity or fundamental contagion
J Bai, C Julliard, K Yuan
Federal Reserve Bank of New York Working Paper, 2012
782012
Labor income risk and asset returns
C Julliard
Christian Julliard, 2007
582007
Consumption
S Bryzgalova, C Julliard
Available at SSRN 3783070, 2021
27*2021
An information-theoretic asset pricing model
A Ghosh, C Julliard, AP Taylor
London School of Economics: London, UK, 2016
26*2016
What drives repo haircuts? Evidence from the UK market
C Julliard, G Pinter, K Todorov, K Yuan
Evidence from the UK Market (January 30, 2019), 2019
242019
La diversificazione del portafoglio delle famiglie italiane
T Jappelli, C Julliard, M Pagano
Il risparmiatore cerca fiducia: XIX rapporto BNL/Centro Einaudi sul …, 2001
13*2001
Understanding volatility, liquidity, and the Tobin tax
A Danilova, C Julliard
Preprint, 2019
7*2019
Housing prices and monetary policy
C Julliard, A Michaelides, RM Sousa
London School of Economics and Political Science, Working Paper, 2008
72008
The spread of covid-19 in London: Network effects and optimal lockdowns
C Julliard, R Shi, K Yuan
Journal of Econometrics 235 (2), 2125-2154, 2023
52023
The corporate bond factor zoo
A Dickerson, C Julliard, P Mueller
Available at SSRN, 2023
22023
A Comparison of International Residential Housing Risk Premia
GW Bucchianeri, C Julliard
Available at SSRN 1881689, 2006
2*2006
The Market Cost of Business Cycle Fluctuations
A Ghosh, C Julliard, MJ Stutzer
LSE Financial Markets Group, 2024
12024
Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation
S Bryzgalova, J Huang, C Julliard
Available at SSRN, 2024
2024
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