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

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 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

2. Information asymmetries, volatility, liquidity, and the Tobin Tax
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
3. Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
   FMG Discussion Papers, Financial Markets Group View citations (46)

2012

4. 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

5. 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

6. 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)
7. Labor income risk and asset returns
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
8. 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

9. 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)
10. 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

11. Consumption Risk And Expected Stock Returns
    Working Papers, Princeton University, School of Public and International Affairs, Discussion Papers in Economics View citations (13)
12. Consumption Risk and Cross-Sectional Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
13. 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

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 View citations (21)
   See also Working Paper (2011)

2016

2. 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

3. 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

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

2008

5. Money Illusion and Housing Frenzies
   Review of Financial Studies, 2008, 21, (1), 135-180 View citations (194)
   See also Working Paper (2007)

2005

6. 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

1. 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)