Advanced Search
MyIDEAS: Login to follow this author

Christian Julliard

Contents:

This is information that was supplied by Christian Julliard in registering through RePEc. If you are Christian Julliard , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Christian
Middle Name:
Last Name: Julliard
Suffix:

RePEc Short-ID: pju2

Email:
Homepage: http://personal.lse.ac.uk/julliard/
Postal Address: Department of Finance, London School of Economics and Political Science, Houghton Street, London WC2A 2AE, United Kingdom
Phone: +44 (0) 20 7107 5366

Affiliation

(47%) Financial Markets Group (FMG)
London School of Economics (LSE)
Location: London, United Kingdom
Homepage: http://fmg.lse.ac.uk/
Email:
Phone: 020-7955-7002
Fax: 020-7242-1006
Postal: Houghton Street, London WC2A 2AE
Handle: RePEc:edi:fmlseuk (more details at EDIRC)
(47%) Centre for Economic Policy Research (CEPR)
Location: London, United Kingdom
Homepage: http://www.cepr.org/
Email:
Phone: +44 (0)20 7183 8801
Fax: +44 (0)20 7183 8820
Postal: 3rd Floor, 77 Bastwick Street, London EC1V 3PZ
Handle: RePEc:edi:cebruuk (more details at EDIRC)
(6%) Finance Department
London School of Economics (LSE)
Location: London, United Kingdom
Homepage: http://www.lse.ac.uk/collections/finance/
Email:
Phone: +44 (020) 7405 7686
Fax:
Postal: Houghton Street, London WC2A 2AE
Handle: RePEc:edi:fdlseuk (more details at EDIRC)

Works

as in new window

Working papers

  1. Anisha Ghosh & Christian Julliard, 2011. "What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models," FMG Discussion Papers dp691, Financial Markets Group.
  2. Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers dp610, Financial Markets Group.
  3. Tullio Jappelli & Christian Julliard & Marco Pagano, 2007. "Households’ Portfolio Diversification," CSEF Working Papers 180, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  4. Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc.
  5. Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk and Cross-Sectional Returns," NBER Working Papers 9538, National Bureau of Economic Research, Inc.
  6. Christian Julliard, 2003. "The international diversification puzzle is not worse than you think," International Finance 0301004, EconWPA.

Articles

  1. Christian Julliard & Anisha Ghosh, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3037-3076.
  2. Tullio Jappelli & Christian Julliard & Marco Pagano, 2010. "Households' Portfolio Diversification," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(100), pages 117-143.
  3. Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
  4. Jonathan A. Parker & Christian Julliard, 2005. "Consumption Risk and the Cross Section of Expected Returns," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 185-222, February.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2007-06-18
  2. NEP-CBA: Central Banking (1) 2007-01-13
  3. NEP-DGE: Dynamic General Equilibrium (1) 2008-04-12
  4. NEP-GEO: Economic Geography (1) 2007-03-24
  5. NEP-MAC: Macroeconomics (2) 2007-01-13 2007-03-24. Author is listed
  6. NEP-MON: Monetary Economics (1) 2007-03-24
  7. NEP-RMG: Risk Management (1) 2003-01-12
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2008-04-12
  9. NEP-URE: Urban & Real Estate Economics (2) 2007-01-13 2007-03-24. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Christian Julliard should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.