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Christian Julliard

Personal Details

First Name:Christian
Middle Name:
Last Name:Julliard
Suffix:
RePEc Short-ID:pju2
[This author has chosen not to make the email address public]
https://christianjulliard.net/
Department of Finance, London School of Economics and Political Science, Houghton Street, London WC2A 2AE, United Kingdom
+44 (0) 20 7107 5366
Twitter: @Chris_Julliard
Bluesky:Invalid handle provided by user.
Terminal Degree:2005 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

(47%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

(6%) Finance Department
London School of Economics (LSE)

London, United Kingdom
https://www.lse.ac.uk/Finance
RePEc:edi:fdlseuk (more details at EDIRC)

(47%) Financial Markets Group (FMG)
London School of Economics (LSE)

London, United Kingdom
http://fmg.lse.ac.uk/
RePEc:edi:fmlseuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023. "The spread of COVID-19 in London: network effects and optimal lockdowns," LSE Research Online Documents on Economics 118825, London School of Economics and Political Science, LSE Library.
  2. Christian Julliard & Gabor Pinter & Karamfil Todorov & Jean-Charles Wijnandts & Kathy Yuan, 2022. "What drives repo haircuts? Evidence from the UK market," BIS Working Papers 1027, Bank for International Settlements.
  3. Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020. "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics 118924, London School of Economics and Political Science, LSE Library.
  4. Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2018. "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," Working Paper Series 2018-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  5. Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2016. "An information based one-factor asset pricing model," LSE Research Online Documents on Economics 118978, London School of Economics and Political Science, LSE Library.
  6. Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119454, London School of Economics and Political Science, LSE Library.
  7. Danilova, Albina & Julliard, Christian, 2015. "Information asymmetries, volatility, liquidity and the Tobin Tax," LSE Research Online Documents on Economics 119016, London School of Economics and Political Science, LSE Library.
  8. Julliard, Christian & Ghosh, Anisha, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers 8899, C.E.P.R. Discussion Papers.
  9. Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2011. "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics 119061, London School of Economics and Political Science, LSE Library.
  10. 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.
  11. Brunnermeier, Markus & Julliard, Christian, 2007. "Money Illusion and Housing Frenzies," CEPR Discussion Papers 6183, C.E.P.R. Discussion Papers.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk and Cross-Sectional Returns," NBER Working Papers 9538, National Bureau of Economic Research, Inc.
  17. 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.

Articles

  1. Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023. "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, vol. 78(1), pages 487-557, February.
  2. Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023. "The spread of COVID-19 in London: Network effects and optimal lockdowns," Journal of Econometrics, Elsevier, vol. 235(2), pages 2125-2154.
  3. Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2021. "Network risk and key players: A structural analysis of interbank liquidity," Journal of Financial Economics, Elsevier, vol. 141(3), pages 831-859.
  4. 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," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
  5. 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.
  6. Christian Julliard & Anisha Ghosh, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," The Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3037-3076.
  7. Tullio Jappelli & Christian Julliard & Marco Pagano, 2010. "Households' Portfolio Diversification," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(100), pages 117-143.
  8. Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 135-180, January.
  9. 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.

Chapters

  1. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Journal Pages, Weighted by Simple Impact Factor
  6. Number of Journal Pages, Weighted by Recursive Impact Factor
  7. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  9. Record of graduates

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 13 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.
  1. NEP-MON: Monetary Economics (4) 2007-03-24 2022-09-05 2022-11-28 2023-06-19
  2. NEP-BAN: Banking (3) 2007-06-18 2014-08-20 2022-09-05
  3. NEP-NET: Network Economics (3) 2014-08-20 2023-06-19 2023-07-10
  4. NEP-URE: Urban and Real Estate Economics (3) 2007-01-13 2007-03-24 2023-07-10
  5. NEP-MAC: Macroeconomics (2) 2007-01-13 2007-03-24
  6. NEP-OPM: Open Economy Macroeconomics (2) 2016-02-23 2016-02-23
  7. NEP-RMG: Risk Management (2) 2003-01-12 2014-08-20
  8. NEP-CBA: Central Banking (1) 2007-01-13
  9. NEP-CFN: Corporate Finance (1) 2016-02-29
  10. NEP-CSE: Economics of Strategic Management (1) 2016-02-23
  11. NEP-DGE: Dynamic General Equilibrium (1) 2008-04-12
  12. NEP-EEC: European Economics (1) 2022-09-05
  13. NEP-GEO: Economic Geography (1) 2007-03-24
  14. NEP-HEA: Health Economics (1) 2023-07-10
  15. NEP-MFD: Microfinance (1) 2023-07-10
  16. NEP-MST: Market Microstructure (1) 2016-02-29
  17. NEP-UPT: Utility Models and Prospect Theory (1) 2008-04-12

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