Consumption risk and the cross section of expected returns JA Parker, C Julliard Journal of Political Economy 113 (1), 185-222, 2005 | 591 | 2005 |
Money illusion and housing frenzies MK Brunnermeier, C Julliard The Review of Financial Studies 21 (1), 135-180, 2008 | 488 | 2008 |
Can rare events explain the equity premium puzzle? C Julliard, A Ghosh The Review of Financial Studies 25 (10), 3037-3076, 2012 | 148 | 2012 |
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 | 75* | 2017 |
Human capital and international portfolio diversification: A reappraisal L Bretscher, C Julliard, C Rosa Journal of International Economics 99, S78-S96, 2016 | 75* | 2016 |
Eurozone sovereign bond crisis: Liquidity or fundamental contagion J Bai, C Julliard, K Yuan Federal Reserve Bank of New York Working Paper, 2012 | 67 | 2012 |
Network risk and key players: A structural analysis of interbank liquidity E Denbee, C Julliard, Y Li, K Yuan | 56 | 2018 |
Labor income risk and asset returns C Julliard Christian Julliard, 2007 | 53 | 2007 |
An information-theoretic asset pricing model A Ghosh, C Julliard, AP Taylor Working Paper, London School of Economics, 2016 | 16* | 2016 |
The consumption risk of bonds and stocks S Bryzgalova, C Julliard mimeo, LSE, 2015 | 12 | 2015 |
La diversificazione del portafoglio delle famiglie italiane T Jappelli, C Julliard, M Pagano Centro Studi di Economia e Finanza (CSEF), Dipartimento di Scienze …, 2001 | 12 | 2001 |
Money illusion and housing frenzies C Julliard, MK Brunnermeier NBER Working Paper, 2006 | 8 | 2006 |
Housing prices and monetary policy C Julliard, A Michaelides, S RM London School of Economics and Political Science, Working Paper, 2008 | 6 | 2008 |
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 | 4 | 2019 |
Understanding volatility, liquidity, and the Tobin tax A Danilova, C Julliard Preprint, London School of Economics and Political Science 112, 141, 2019 | 4 | 2019 |
Consumption in Asset Returns S Bryzgalova, C Julliard London School of Economics Manuscript, 2018 | 4 | 2018 |
Importing Democracy: Ideas from Around the World to Reform and Revitalize American Politics and Government RA Smith ABC-CLIO, 2010 | 4 | 2010 |
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models S Bryzgalova, J Huang, C Julliard Available at SSRN, 2019 | 3 | 2019 |
Information asymmetries, volatility, liquidity, and the Tobin Tax A Danilova, C Julliard Systemic Risk Centre, The London School of Economics and Political Science, 2014 | 2 | 2014 |
International Comparison of Housing Risk Premia C Julliard, G Wong Wharton Business School V Working Paper, 2008 | 2 | 2008 |