Christian Julliard
Personal Details
First Name: | Christian |
Middle Name: | |
Last Name: | Julliard |
Suffix: | |
RePEc Short-ID: | pju2 |
| |
http://personal.lse.ac.uk/julliard/ | |
Department of Finance, London School of Economics and Political Science, Houghton Street, London WC2A 2AE, United Kingdom | |
+44 (0) 20 7107 5366 | |
Terminal Degree: | 2005 Department of Economics; Princeton University (from RePEc Genealogy) |
Affiliation
(47%) Financial Markets Group (FMG)
London School of Economics (LSE)
London, United Kingdomhttp://fmg.lse.ac.uk/
RePEc:edi:fmlseuk (more details at EDIRC)
(47%) Centre for Economic Policy Research (CEPR)
London, United Kingdomhttp://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)
(6%) Finance Department
London School of Economics (LSE)
London, United Kingdomhttps://www.lse.ac.uk/Finance
RePEc:edi:fdlseuk (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016.
"Human capital and international portfolio diversification: a reappraisal,"
LSE Research Online Documents on Economics
64835, London School of Economics and Political Science, LSE Library.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
- Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
- Danilova, Albina & Julliard, Christian, 2014. "Information asymmetries, volatility, liquidity, and the Tobin Tax," LSE Research Online Documents on Economics 60957, London School of Economics and Political Science, LSE Library.
- Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan, 2014. "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," FMG Discussion Papers dp734, Financial Markets Group.
- 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.
- Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017. "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
- Anisha Ghosh & Christian Julliard, 2008.
"Can Rare Events Explain the Equity Premium Puzzle?,"
FMG Discussion Papers
dp610, Financial Markets Group.
- 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.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers 1090, Society for Economic Dynamics.
- Julliard, Christian & Ghosh, Anisha, 2008. "Can rare events explain the equity premium puzzle?," LSE Research Online Documents on Economics 4808, London School of Economics and Political Science, LSE Library.
- Julliard, Christian & Ghosh, Anisha, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers 8899, C.E.P.R. Discussion Papers.
- Julliard, Christian, 2007. "Labor income risk and asset returns," LSE Research Online Documents on Economics 4811, London School of Economics and Political Science, LSE Library.
- 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.
- Tullio Jappelli & Christian Julliard & Marco Pagano, 2010. "Households' Portfolio Diversification," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(100), pages 117-143.
- Markus K. Brunnermeier & Christian Julliard, 2006.
"Money Illusion and Housing Frenzies,"
NBER Working Papers
12810, National Bureau of Economic Research, Inc.
- 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.
- Markus K Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," FMG Discussion Papers dp579, Financial Markets Group.
- Brunnermeier, Markus K. & Julliard, Christian, 2006. "Money illusion and housing frenzies," LSE Research Online Documents on Economics 4806, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus & Julliard, Christian, 2007. "Money Illusion and Housing Frenzies," CEPR Discussion Papers 6183, C.E.P.R. Discussion Papers.
- Julliard, Christian, 2004. "Human capital and international portfolio choice," LSE Research Online Documents on Economics 4813, London School of Economics and Political Science, LSE Library.
- Jonathan A. Parker & Christian Julliard, 2004.
"Consumption Risk and the Cross-Section of Expected Returns,"
Working Papers
138, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- 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.
- Christian Julliard, 2003.
"The international diversification puzzle is not worse than you think,"
International Finance
0301004, University Library of Munich, Germany.
- Julliard, Christian, 2002. "The international diversification puzzle is not worse than you think," LSE Research Online Documents on Economics 4814, London School of Economics and Political Science, LSE Library.
- Jonathan A. Parker & Christian Julliard, 2003.
"Consumption Risk And Expected Stock Returns,"
Working Papers
144, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," American Economic Review, American Economic Association, vol. 93(2), pages 376-382, May.
- Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," NBER Working Papers 9548, National Bureau of Economic Research, Inc.
- Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk and Cross-Sectional Returns," NBER Working Papers 9538, National Bureau of Economic Research, Inc.
Articles
- Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017.
"What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models,"
Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
- 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.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016.
"Human capital and international portfolio diversification: A reappraisal,"
Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
- Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
- 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.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers 1090, Society for Economic Dynamics.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers dp610, Financial Markets Group.
- Julliard, Christian & Ghosh, Anisha, 2008. "Can rare events explain the equity premium puzzle?," LSE Research Online Documents on Economics 4808, London School of Economics and Political Science, LSE Library.
- Julliard, Christian & Ghosh, Anisha, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers 8899, C.E.P.R. Discussion Papers.
- Tullio Jappelli & Christian Julliard & Marco Pagano, 2010.
"Households' Portfolio Diversification,"
STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(100), pages 117-143.
- 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.
- 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.
- Markus K Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," FMG Discussion Papers dp579, Financial Markets Group.
- Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Julliard, Christian, 2006. "Money illusion and housing frenzies," LSE Research Online Documents on Economics 4806, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus & Julliard, Christian, 2007. "Money Illusion and Housing Frenzies," CEPR Discussion Papers 6183, C.E.P.R. Discussion Papers.
- 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.
- Jonathan A. Parker & Christian Julliard, 2004. "Consumption Risk and the Cross-Section of Expected Returns," Working Papers 138, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
Chapters
- Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016.
"Human Capital and International Portfolio Diversification: A Reappraisal,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2015,
National Bureau of Economic Research, Inc.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
- Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (2) 2007-06-18 2014-08-20
- NEP-MAC: Macroeconomics (2) 2007-01-13 2007-03-24
- NEP-OPM: Open Economy Macroeconomics (2) 2016-02-23 2016-02-23
- NEP-RMG: Risk Management (2) 2003-01-12 2014-08-20
- NEP-URE: Urban & Real Estate Economics (2) 2007-01-13 2007-03-24
- NEP-CBA: Central Banking (1) 2007-01-13
- NEP-CFN: Corporate Finance (1) 2016-02-29
- NEP-CSE: Economics of Strategic Management (1) 2016-02-23
- NEP-DGE: Dynamic General Equilibrium (1) 2008-04-12
- NEP-GEO: Economic Geography (1) 2007-03-24
- NEP-MON: Monetary Economics (1) 2007-03-24
- NEP-MST: Market Microstructure (1) 2016-02-29
- NEP-NET: Network Economics (1) 2014-08-20
- NEP-UPT: Utility Models & Prospect Theory (1) 2008-04-12
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. 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.