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Details about Christian Julliard

E-mail:
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
Workplace:Financial Markets Group (FMG), London School of Economics (LSE), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)
Finance Department, London School of Economics (LSE), (more information at EDIRC)

Access statistics for papers by Christian Julliard.

Last updated 2017-08-10. Update your information in the RePEc Author Service.

Short-id: pju2


Jump to Journal Articles Chapters

Working Papers

2016

  1. Human capital and international portfolio diversification:a reappraisal
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) Downloads

    See also Chapter (2016)
    Journal Article in Journal of International Economics (2016)

2014

  1. Information asymmetries, volatility, liquidity, and the Tobin Tax
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  2. Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
    FMG Discussion Papers, Financial Markets Group Downloads View citations (39)

2012

  1. Can Rare Events Explain the Equity Premium Puzzle?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (35)
    Also in FMG Discussion Papers, Financial Markets Group (2008) Downloads View citations (16)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008) Downloads View citations (12)
    2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (12)

    See also Journal Article in Review of Financial Studies (2012)

2011

  1. What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models
    FMG Discussion Papers, Financial Markets Group Downloads
    See also Journal Article in Review of Financial Studies (2017)

2007

  1. Households’ Portfolio Diversification
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads
    See also Journal Article in STUDI ECONOMICI (2010)
  2. Labor income risk and asset returns
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
  3. Money Illusion and Housing Frenzies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads View citations (4)
    FMG Discussion Papers, Financial Markets Group (2006) Downloads View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (6)

    See also Journal Article in Review of Financial Studies (2008)

2004

  1. Consumption Risk and the Cross-Section of Expected Returns
    Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics Downloads View citations (7)
    See also Journal Article in Journal of Political Economy (2005)
  2. Human capital and international portfolio choice
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (12)

2003

  1. Consumption Risk And Expected Stock Returns
    Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics Downloads View citations (8)
  2. Consumption Risk and Cross-Sectional Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  3. The international diversification puzzle is not worse than you think
    International Finance, University Library of Munich, Germany Downloads View citations (19)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (10)

Journal Articles

2017

  1. What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
    Review of Financial Studies, 2017, 30, (2), 442-504 Downloads View citations (5)
    See also Working Paper (2011)

2016

  1. Human capital and international portfolio diversification: A reappraisal
    Journal of International Economics, 2016, 99, (S1), S78-S96 Downloads View citations (1)
    See also Chapter (2016)
    Working Paper (2016)

2012

  1. Can Rare Events Explain the Equity Premium Puzzle?
    Review of Financial Studies, 2012, 25, (10), 3037-3076 Downloads View citations (34)
    See also Working Paper (2012)

2010

  1. Households' Portfolio Diversification
    STUDI ECONOMICI, 2010, LXV, (100), 117-143 Downloads
    See also Working Paper (2007)

2008

  1. Money Illusion and Housing Frenzies
    Review of Financial Studies, 2008, 21, (1), 135-180 Downloads View citations (149)
    See also Working Paper (2007)

2005

  1. Consumption Risk and the Cross Section of Expected Returns
    Journal of Political Economy, 2005, 113, (1), 185-222 Downloads View citations (160)
    See also Working Paper (2004)

Chapters

2016

  1. Human Capital and International Portfolio Diversification: A Reappraisal
    A chapter in NBER International Seminar on Macroeconomics 2015, 2016 View citations (1)
    See also Journal Article in Journal of International Economics (2016)
    Working Paper (2016)
 
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