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Julliard, Christian, Shi, Ran and Yuan, Kathy (2023) The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235 (2). 2125 - 2154. ISSN 0304-4076
Denbee, Edward, Julliard, Christian, Li, Ye and Yuan, Kathy (2021) Network risk and key players: a structural analysis of interbank liquidity. Journal of Financial Economics, 141 (3). 831 - 859. ISSN 0304-405X
Ghosh, Anisha, Julliard, Christian and Taylor, Alex. P (2017) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Review of Financial Studies, 30 (2). 442 – 504. ISSN 0893-9454
Bretscher, Lorenzo, Julliard, Christian and Rosa, Carlo (2016) Human capital and international portfolio diversification: a reappraisal. Journal of International Economics, 99 (1). S78-S96. ISSN 0022-1996
Julliard, Christian and Ghosh, Anisha (2012) Can rare events explain the equity premium puzzle? Review of Financial Studies, 25 (10). pp. 3037-3076. ISSN 0893-9454
Brunnermeier, Markus K. and Julliard, Christian (2008) Money illusion and housing frenzies. Review of Financial Studies, 21 (1). pp. 135-180. ISSN 0893-9454
Parker, Jonathan A and Julliard, Christian (2005) Consumption risk and the cross-section of expected returns. Journal of Political Economy, 113 (1). pp. 185-222. ISSN 0022-3808
Jappelli, Tullio, Julliard, Christian and Pagano, Marco (2001) La diversificazione del portafoglio delle famiglie italiane. In: Beltratti, A., (ed.) Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia. BNL / Centro Einaudi, Italy, pp. 91-121.
Julliard, Christian, Shi, Ran and Yuan, Kathy (2020) The spread of COVID-19 in London: network effects and optimal lockdowns. Systemic Risk Centre Discussion Papers (104). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian (2020) Bayesian solutions for the factor zoo: we just ran two quadrillion models. Systemic Risk Centre Discussion Papers (93). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Bryzgalova, Svetlana and Julliard, Christian (2020) Consumption in asset returns. Systemic Risk Centre Discussion Papers (92). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Ghosh, Anisha, Julliard, Christian and Taylor, Alex (2016) An information based one-factor asset pricing model. Financial Markets Group Discussion Papers (749). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Bretscher, Lorenzo, Julliard, Christian and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal. Systemic Risk Centre Discussion Papers (48). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Bretscher, Lorenzo, Julliard, Christian and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal. Systemic Risk Centre Discussion Papers (48). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Danilova, Albina and Julliard, Christian (2015) Information asymmetries, volatility, liquidity and the Tobin Tax. Financial Markets Group Discussion Papers (748). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Danilova, Albina and Julliard, Christian (2014) Information asymmetries, volatility, liquidity, and the Tobin Tax. Systemic Risk Centre Discussion Papers (24). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Denbee, Edward, Julliard, Christian, Yepremyan, Liana and Yuan, Kathy (2014) Network risk and key players: a structural analysis of interbank liquidity. Financial Markets Group Discussion Papers (734). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Ghosh, Anisha, Julliard, Christian and Taylor, Alex (2011) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Financial Markets Group Discussion Papers (691). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Julliard, Christian and Ghosh, Anisha (2008) Can rare events explain the equity premium puzzle? Financial Markets Group Discussion Papers (610). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Jappelli, Tullio, Julliard, Christian and Pagano, Marco (2007) Households' portfolio diversification. . Centre for Studies in Economics and Finance, University of Salerno, Fisciano, Italy.
Julliard, Christian (2007) Labor income risk and asset returns. . Christian Julliard, London, UK.
Brunnermeier, Markus K. and Julliard, Christian (2007) Money illusion and housing frenzies. . Centre for Economic Policy Research, London School of Economics and Political Science, London, UK.
Brunnermeier, Markus K. and Julliard, Christian (2006) Money illusion and housing frenzies. . National Bureau of Economic Research, Cambridge, MA., USA.
Brunnermeier, Markus K. and Julliard, Christian (2006) Money illusion and housing frenzies. Financial Markets Group Discussion Papers (579). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Julliard, Christian (2004) Human capital and international portfolio choice. . Christian Julliard, London, UK.
Parker, Jonathan A. and Julliard, Christian (2003) Consumption risk and cross-sectional returns. . National Bureau of Economic Research, Cambridge, MA., USA.
Julliard, Christian (2002) The international diversification puzzle is not worse than you think. . Christian Julliard, London, UK.
Brunnermeier, Markus and Julliard, Christian (2006) Money illusion and housing frenzies. In: European Summer Symposium in Financial Markets, 2006-07-17 - 2006-07-28, Gerzensee, Switzerland. (Submitted)
Julliard, Christian and Brunnermeier, Markus (2006) Money illusion and housing frenzies. In: 2nd Csef-Igier Symposium on Economics and Institutions, 2006-06-26 - 2006-06-30, London, United Kingdom. (Submitted)
Julliard, Christian (2005) Labor income risk and asset returns. In: European Economic Association 20th Annual Congress, 2005-08-24 - 2005-08-27, Amsterdam, Netherlands. (Submitted)
Julliard, Christian (2005) Labor income risk and asset returns. In: Econometric Society 2005 World Congress, 2005-08-19 - 2005-08-24, London, United Kingdom. (Submitted)
