Christian Julliard
TitleCited byYear
Consumption risk and the cross section of expected returns
JA Parker, C Julliard
Journal of Political Economy 113 (1), 185-222, 2005
5452005
Money illusion and housing frenzies
MK Brunnermeier, C Julliard
The Review of Financial Studies 21 (1), 135-180, 2008
4612008
Can rare events explain the equity premium puzzle?
C Julliard, A Ghosh
The Review of Financial Studies 25 (10), 3037-3076, 2012
1372012
Human capital and international portfolio diversification: A reappraisal
L Bretscher, C Julliard, C Rosa
Journal of International Economics 99, S78-S96, 2016
72*2016
Eurozone sovereign bond crisis: Liquidity or fundamental contagion
J Bai, C Julliard, K Yuan
Federal Reserve Bank of New York Working Paper, 2012
602012
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
59*2017
Labor income risk and asset returns
C Julliard
Christian Julliard, 2007
532007
Network risk and key players: A structural analysis of interbank liquidity
E Denbee, C Julliard, Y Li, K Yuan
442018
An information-theoretic asset pricing model
A Ghosh, C Julliard, AP Taylor
Working Paper, London School of Economics, 2016
12*2016
La diversificazione del portafoglio delle famiglie italiane
T Jappelli, C Julliard, M Pagano
Centro Studi di Economia e Finanza (CSEF), Dipartimento di Scienze …, 2001
122001
The consumption risk of bonds and stocks
S Bryzgalova, C Julliard
mimeo, LSE, 2015
112015
Housing prices and monetary policy
C Julliard, A Michaelides, S RM
London School of Economics and Political Science, Working Paper, 2008
62008
Importing Democracy: Ideas from Around the World to Reform and Revitalize American Politics and Government
RA Smith
ABC-CLIO, 2010
42010
Understanding volatility, liquidity, and the Tobin tax
A Danilova, C Julliard
Preprint, London School of Economics and Political Science 112, 141, 2019
32019
Consumption in Asset Returns
S Bryzgalova, C Julliard
London School of Economics Manuscript, 2018
22018
Information asymmetries, volatility, liquidity, and the Tobin Tax
A Danilova, C Julliard
Systemic Risk Centre, The London School of Economics and Political Science, 2014
22014
International Comparison of Housing Risk Premia
C Julliard, G Wong
Wharton Business School V Working Paper, 2008
22008
What Drives Repo Haircuts? Evidence from the UK Market
C Julliard, Z Liu, SE Seyedan, K Todorov, K Yuan
Evidence from the UK Market (January 30, 2019), 2019
12019
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
S Bryzgalova, J Huang, C Julliard
Available at SSRN, 2019
2019
A Comparison of International Residential Housing Risk Premia
GW Bucchianeri, C Julliard
Available at SSRN 1881689, 2006
2006
The system can't perform the operation now. Try again later.
Articles 1–20