Details about Christian Julliard
Access statistics for papers by Christian Julliard.
Last updated 2017-08-10. Update your information in the RePEc Author Service.
Short-id: pju2
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Working Papers
2016
- Human capital and international portfolio diversification: a reappraisal
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) 
See also Chapter (2016) Journal Article in Journal of International Economics (2016)
2014
- Information asymmetries, volatility, liquidity, and the Tobin Tax
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
- Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
FMG Discussion Papers, Financial Markets Group View citations (46)
2012
- Can Rare Events Explain the Equity Premium Puzzle?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (46)
Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (22) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2008) View citations (22) FMG Discussion Papers, Financial Markets Group (2008) View citations (24)
See also Journal Article in Review of Financial Studies (2012)
2011
- What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models
FMG Discussion Papers, Financial Markets Group 
See also Journal Article in Review of Financial Studies (2017)
2007
- Households’ Portfolio Diversification
CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 
See also Journal Article in STUDI ECONOMICI (2010)
- Labor income risk and asset returns
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
- Money Illusion and Housing Frenzies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (7) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (6) FMG Discussion Papers, Financial Markets Group (2006) View citations (6)
See also Journal Article in Review of Financial Studies (2008)
2004
- Consumption Risk and the Cross-Section of Expected Returns
Working Papers, Princeton University, School of Public and International Affairs, Discussion Papers in Economics View citations (16)
See also Journal Article in Journal of Political Economy (2005)
- Human capital and international portfolio choice
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (18)
2003
- Consumption Risk And Expected Stock Returns
Working Papers, Princeton University, School of Public and International Affairs, Discussion Papers in Economics View citations (13)
- Consumption Risk and Cross-Sectional Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
- The international diversification puzzle is not worse than you think
International Finance, University Library of Munich, Germany View citations (22)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) View citations (20)
Journal Articles
2017
- 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 View citations (21)
See also Working Paper (2011)
2016
- Human capital and international portfolio diversification: A reappraisal
Journal of International Economics, 2016, 99, (S1), S78-S96 View citations (2)
See also Working Paper (2016) Chapter (2016)
2012
- Can Rare Events Explain the Equity Premium Puzzle?
Review of Financial Studies, 2012, 25, (10), 3037-3076 View citations (46)
See also Working Paper (2012)
2010
- Households' Portfolio Diversification
STUDI ECONOMICI, 2010, LXV, (100), 117-143 
See also Working Paper (2007)
2008
- Money Illusion and Housing Frenzies
Review of Financial Studies, 2008, 21, (1), 135-180 View citations (194)
See also Working Paper (2007)
2005
- Consumption Risk and the Cross Section of Expected Returns
Journal of Political Economy, 2005, 113, (1), 185-222 View citations (228)
See also Working Paper (2004)
Chapters
2016
- Human Capital and International Portfolio Diversification: A Reappraisal
A chapter in NBER International Seminar on Macroeconomics 2015, 2016 View citations (2)
See also Working Paper (2016) Journal Article in Journal of International Economics (2016)
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