Christian Julliard
Names
| first: |
Christian |
| last: |
Julliard |
Identifer
Contact
| homepage: |
http://personal.lse.ac.uk/julliard/ |
|
| phone: |
+44 (0) 20 7107 5366 |
| postal address: |
Department of Finance,
London School of Economics and Political Science,
Houghton Street,
London WC2A 2AE,
United Kingdom |
Affiliations
-
Centre for Economic Policy Research (CEPR) (weight: 47%)
-
London School of Economics (LSE)
/ Finance Department (weight: 6%)
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London School of Economics (LSE)
/ Financial Markets Group (FMG) (weight: 47%)
Research profile
author of:
- What drives repo haircuts? Evidence from the UK market (RePEc:bis:biswps:1027)
by Christian Julliard & Gabor Pinter & Karamfil Todorov & Kathy Yuan - Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models (RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557)
by Svetlana Bryzgalova & Jiantao Huang & Christian Julliard - What drives repo haircuts? Evidence from the UK market (RePEc:boe:boeewp:0985)
by Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy - Money Illusion and Housing Frenzies (RePEc:cpr:ceprdp:6183)
by Brunnermeier, Markus & Julliard, Christian - Can Rare Events Explain the Equity Premium Puzzle? (RePEc:cpr:ceprdp:8899)
by Julliard, Christian & Ghosh, Anisha - Network Risk and Key Players: A Structural Analysis of Interbank Liquidity (RePEc:ecl:ohidic:2018-11)
by Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy - The spread of COVID-19 in London: Network effects and optimal lockdowns (RePEc:eee:econom:v:235:y:2023:i:2:p:2125-2154)
by Julliard, Christian & Shi, Ran & Yuan, Kathy - Human capital and international portfolio diversification: A reappraisal (RePEc:eee:inecon:v:99:y:2016:i:s1:p:s78-s96)
by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo - Network risk and key players: A structural analysis of interbank liquidity (RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859)
by Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy - Network risk and key players: a structural analysis of interbank liquidity (RePEc:ehl:lserod:106280)
by Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy - The spread of COVID-19 in London: network effects and optimal lockdowns (RePEc:ehl:lserod:118825)
by Julliard, Christian & Shi, Ran & Yuan, Kathy - The spread of COVID-19 in London: network effects and optimal lockdowns (RePEc:ehl:lserod:118864)
by Julliard, Christian & Shi, Ran & Yuan, Kathy - Bayesian solutions for the factor zoo: we just ran two quadrillion models (RePEc:ehl:lserod:118924)
by Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian - An information based one-factor asset pricing model (RePEc:ehl:lserod:118978)
by Ghosh, Anisha & Julliard, Christian & Taylor, Alex - Information asymmetries, volatility, liquidity and the Tobin Tax (RePEc:ehl:lserod:119016)
by Danilova, Albina & Julliard, Christian - Network risk and key players: a structural analysis of interbank liquidity (RePEc:ehl:lserod:119028)
by Denbee, Edward & Julliard, Christian & Yepremyan, Liana & Yuan, Kathy - What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models (RePEc:ehl:lserod:119061)
by Ghosh, Anisha & Julliard, Christian & Taylor, Alex - Human capital and international portfolio diversification: a reappraisal (RePEc:ehl:lserod:119454)
by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo - Money illusion and housing frenzies (RePEc:ehl:lserod:4806)
by Brunnermeier, Markus K. & Julliard, Christian - Can rare events explain the equity premium puzzle? (RePEc:ehl:lserod:4808)
by Julliard, Christian & Ghosh, Anisha - Labor income risk and asset returns (RePEc:ehl:lserod:4811)
by Julliard, Christian - Human capital and international portfolio choice (RePEc:ehl:lserod:4813)
by Julliard, Christian - The international diversification puzzle is not worse than you think (RePEc:ehl:lserod:4814)
by Julliard, Christian - Information asymmetries, volatility, liquidity, and the Tobin Tax (RePEc:ehl:lserod:60957)
by Danilova, Albina & Julliard, Christian - Human capital and international portfolio diversification: a reappraisal (RePEc:ehl:lserod:64835)
by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo - Human capital and international portfolio diversification: a reappraisal (RePEc:ehl:lserod:65091)
by Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo - What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models (RePEc:ehl:lserod:65131)
by Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P - Households' Portfolio Diversification (RePEc:fan:steste:v:html10.3280/ste2010-100007)
by Tullio Jappelli & Christian Julliard & Marco Pagano - Money Illusion and Housing Frenzies (RePEc:fmg:fmgdps:dp579)
by Markus K Brunnermeier & Christian Julliard - Can Rare Events Explain the Equity Premium Puzzle? (RePEc:fmg:fmgdps:dp610)
by Anisha Ghosh & Christian Julliard - What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models (RePEc:fmg:fmgdps:dp691)
by Anisha Ghosh & Christian Julliard - Network Risk and Key Players: A Structural Analysis of Interbank Liquidity (RePEc:fmg:fmgdps:dp734)
by Edward Denbee & Christian Julliard & Ye Li & Kathy Yuan - Human Capital and International Portfolio Diversification: A Reappraisal (RePEc:nbr:nberch:13656)
by Lorenzo Bretscher & Christian Julliard & Carlo Rosa - Money Illusion and Housing Frenzies (RePEc:nbr:nberwo:12810)
by Markus K. Brunnermeier & Christian Julliard - Consumption Risk and Cross-Sectional Returns (RePEc:nbr:nberwo:9538)
by Jonathan A. Parker & Christian Julliard - Money Illusion and Housing Frenzies (RePEc:oup:rfinst:v:21:y:2008:i:1:p:135-180)
by Markus K. Brunnermeier & Christian Julliard - Can Rare Events Explain the Equity Premium Puzzle? (RePEc:oup:rfinst:v:25:y:2012:i:10:p:3037-3076)
by Christian Julliard & Anisha Ghosh - What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models (RePEc:oup:rfinst:v:30:y:2017:i:2:p:442-504.)
by Anisha Ghosh & Christian Julliard & Alex P. Taylor - Consumption Risk And Expected Stock Returns (RePEc:pri:wwseco:dp223.pdf)
by Jonathan A. Parker & Christian Julliard - Consumption Risk and the Cross-Section of Expected Returns (RePEc:pri:wwseco:dp229.pdf)
by Jonathan A. Parker & Christian Julliard - Can Rare Events Explain the Equity Premium Puzzle? (RePEc:red:sed008:1090)
by Anisha Ghosh & Christian Julliard - Households’ Portfolio Diversification (RePEc:sef:csefwp:180)
by Tullio Jappelli & Christian Julliard & Marco Pagano - Consumption Risk and the Cross Section of Expected Returns (RePEc:ucp:jpolec:v:113:y:2005:i:1:p:185-222)
by Jonathan A. Parker & Christian Julliard - The international diversification puzzle is not worse than you think (RePEc:wpa:wuwpif:0301004)
by Christian Julliard