Christian Julliard
Title
Cited by
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
6002005
Money illusion and housing frenzies
MK Brunnermeier, C Julliard
The Review of Financial Studies 21 (1), 135-180, 2008
4972008
Can rare events explain the equity premium puzzle?
C Julliard, A Ghosh
The Review of Financial Studies 25 (10), 3037-3076, 2012
1512012
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
77*2017
Human capital and international portfolio diversification: A reappraisal
L Bretscher, C Julliard, C Rosa
Journal of International Economics 99, S78-S96, 2016
77*2016
Eurozone sovereign bond crisis: Liquidity or fundamental contagion
J Bai, C Julliard, K Yuan
Federal Reserve Bank of New York Working Paper, 2012
702012
Network risk and key players: A structural analysis of interbank liquidity
E Denbee, C Julliard, Y Li, K Yuan
582018
Labor income risk and asset returns
C Julliard
Christian Julliard, 2007
532007
Consumption in asset returns
S Bryzgalova, C Julliard
Systemic Risk Centre, The London School of Economics and Political Science, 2020
18*2020
An information-theoretic asset pricing model
A Ghosh, C Julliard, AP Taylor
Working Paper, London School of Economics, 2016
17*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
Bayesian solutions for the factor zoo: We just ran two quadrillion models
S Bryzgalova, J Huang, C Julliard
Available at SSRN 3481736, 2019
92019
Money illusion and housing frenzies
C Julliard, MK Brunnermeier
NBER Working Paper, 2006
82006
Housing prices and monetary policy
C Julliard, A Michaelides, RM Sousa
London School of Economics and Political Science, Working Paper, 2008
72008
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
62019
Understanding volatility, liquidity, and the Tobin tax
A Danilova, C Julliard
Preprint, London School of Economics and Political Science 112, 141, 2019
42019
Importing Democracy: Ideas from Around the World to Reform and Revitalize American Politics and Government
RA Smith
ABC-CLIO, 2010
42010
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
Consumption
S Bryzgalova, C Julliard
Available at SSRN, 2021
2021
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Articles 1–20