Items where Author is "Julliard, Christian"

Article

Julliard, Christian ORCID: 0000-0001-8177-7441, Pinter, Gabor, Todorov, Karamfil, Wijnandts, Jean-Charles and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2025) What drives repo haircuts? Evidence from the UK market. Management Science. ISSN 0025-1909 (In Press)

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex. P (2025) An information-theoretic asset pricing model. Journal of Financial Econometrics, 23 (1). ISSN 1479-8409

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Stutzer, Michael J. (2024) The market cost of business cycle fluctuations. Management Science. ISSN 0025-1909 (In Press)

Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian ORCID: 0000-0001-8177-7441 (2024) Consumption in asset returns. Journal of Finance. ISSN 0022-1082 (In Press)

Julliard, Christian ORCID: 0000-0001-8177-7441, Shi, Ran and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2023) The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235 (2). 2125 - 2154. ISSN 0304-4076

Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian ORCID: 0000-0001-8177-7441 (2023) Bayesian solutions for the factor zoo: we just ran two quadrillion models. Journal of Finance, 78 (1). pp. 487-557. ISSN 0022-1082

Denbee, Edward, Julliard, Christian ORCID: 0000-0001-8177-7441, Li, Ye and Yuan, Kathy ORCID: 0000-0001-9895-7545 (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 ORCID: 0000-0001-8177-7441 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 ORCID: 0000-0001-8177-7441 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 ORCID: 0000-0001-8177-7441 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 ORCID: 0000-0001-8177-7441 (2008) Money illusion and housing frenzies. Review of Financial Studies, 21 (1). pp. 135-180. ISSN 0893-9454

Parker, Jonathan A and Julliard, Christian ORCID: 0000-0001-8177-7441 (2005) Consumption risk and the cross-section of expected returns. Journal of Political Economy, 113 (1). pp. 185-222. ISSN 0022-3808

Book Section

Jappelli, Tullio, Julliard, Christian ORCID: 0000-0001-8177-7441 and Pagano, Marco (2001) La diversificazione del portafoglio delle famiglie italiane. In: Beltratti, A., (ed.) Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia. Gruppo BNL, Italy, pp. 91-121.

Monograph

Julliard, Christian ORCID: 0000-0001-8177-7441, Shi, Ran and Yuan, Kathy ORCID: 0000-0001-9895-7545 (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 ORCID: 0000-0001-8177-7441 (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 ORCID: 0000-0001-8177-7441 (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 ORCID: 0000-0001-8177-7441 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 ORCID: 0000-0001-8177-7441 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 ORCID: 0000-0001-8177-7441 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 ORCID: 0009-0001-4264-3798 and Julliard, Christian ORCID: 0000-0001-8177-7441 (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 ORCID: 0009-0001-4264-3798 and Julliard, Christian ORCID: 0000-0001-8177-7441 (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 ORCID: 0000-0001-8177-7441, Yepremyan, Liana and Yuan, Kathy ORCID: 0000-0001-9895-7545 (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 ORCID: 0000-0001-8177-7441 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 ORCID: 0000-0001-8177-7441 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 ORCID: 0000-0001-8177-7441 and Pagano, Marco (2007) Households' portfolio diversification. . Centre for Studies in Economics and Finance, University of Salerno, Fisciano, Italy.

Julliard, Christian ORCID: 0000-0001-8177-7441 (2007) Labor income risk and asset returns. . Christian Julliard, London, UK.

Brunnermeier, Markus K. and Julliard, Christian ORCID: 0000-0001-8177-7441 (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 ORCID: 0000-0001-8177-7441 (2006) Money illusion and housing frenzies. . National Bureau of Economic Research, Cambridge, MA., USA.

Brunnermeier, Markus K. and Julliard, Christian ORCID: 0000-0001-8177-7441 (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 ORCID: 0000-0001-8177-7441 (2004) Human capital and international portfolio choice. . Christian Julliard, London, UK.

Parker, Jonathan A. and Julliard, Christian ORCID: 0000-0001-8177-7441 (2003) Consumption risk and cross-sectional returns. . National Bureau of Economic Research, Cambridge, MA., USA.

Julliard, Christian ORCID: 0000-0001-8177-7441 (2002) The international diversification puzzle is not worse than you think. . Christian Julliard, London, UK.

Conference or Workshop Item

Brunnermeier, Markus and Julliard, Christian ORCID: 0000-0001-8177-7441 (2006) Money illusion and housing frenzies. In: European Summer Symposium in Financial Markets, 2006-07-17 - 2006-07-28, Gerzensee, Switzerland, CHE. (Submitted)

Julliard, Christian ORCID: 0000-0001-8177-7441 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, GBR. (Submitted)

Julliard, Christian ORCID: 0000-0001-8177-7441 (2005) Labor income risk and asset returns. In: European Economic Association 20th Annual Congress, 2005-08-24 - 2005-08-27, Amsterdam, Netherlands, NLD. (Submitted)

Julliard, Christian ORCID: 0000-0001-8177-7441 (2005) Labor income risk and asset returns. In: Econometric Society 2005 World Congress, 2005-08-19 - 2005-08-24, London, United Kingdom, GBR. (Submitted)