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

(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)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers dp610, Financial Markets Group.
  6. 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.
  7. 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.
  8. Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc.
  9. 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.
  10. 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.
  11. Christian Julliard, 2003. "The international diversification puzzle is not worse than you think," International Finance 0301004, University Library of Munich, Germany.
  12. 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.
  13. Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk and Cross-Sectional Returns," NBER Working Papers 9538, National Bureau of Economic Research, Inc.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. Tullio Jappelli & Christian Julliard & Marco Pagano, 2010. "Households' Portfolio Diversification," STUDI ECONOMICI, FrancoAngeli Editore, vol. 0(100), pages 117-143.
  5. 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.
  6. 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

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

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