LSE creators

Number of items: 36.
None
  • Bryzgalova, Svetlana, Julliard, Christian (2020). Consumption in asset returns. (Systemic Risk Centre Discussion Papers 92). Systemic Risk Centre, The London School of Economics and Political Science.
  • Julliard, Christian, Ghosh, Anisha (2012). Can rare events explain the equity premium puzzle? Review of Financial Studies, 25(10), 3037-3076. https://doi.org/10.1093/rfs/hhs078
  • Brunnermeier, Markus K., Julliard, Christian (2008). Money illusion and housing frenzies. Review of Financial Studies, 21(1), 135-180. https://doi.org/10.1093/rfs/hhm043
  • Jappelli, Tullio, Julliard, Christian, Pagano, Marco (2007). Households' portfolio diversification. Centre for Studies in Economics and Finance, University of Salerno.
  • Brunnermeier, Markus K., Julliard, Christian (2007). Money illusion and housing frenzies. Centre for Economic Policy Research, London School of Economics and Political Science.
  • Brunnermeier, Markus K., Julliard, Christian (2006). Money illusion and housing frenzies. National Bureau of Economic Research.
  • Brunnermeier, Markus, Julliard, Christian (2006-07-17 - 2006-07-28) Money illusion and housing frenzies [Paper]. European Summer Symposium in Financial Markets, Gerzensee, Switzerland, CHE.
  • Julliard, Christian, Brunnermeier, Markus (2006-06-26 - 2006-06-30) Money illusion and housing frenzies [Paper]. 2nd Csef-Igier Symposium on Economics and Institutions, London, United Kingdom, GBR.
  • Julliard, Christian (2005-08-24 - 2005-08-27) Labor income risk and asset returns [Paper]. European Economic Association 20th Annual Congress, Amsterdam, Netherlands, NLD.
  • Julliard, Christian (2005-08-19 - 2005-08-24) Labor income risk and asset returns [Paper]. Econometric Society 2005 World Congress, London, United Kingdom, GBR.
  • Parker, Jonathan A, Julliard, Christian (2005). Consumption risk and the cross-section of expected returns. Journal of Political Economy, 113(1), 185-222. https://doi.org/10.1086/426042
  • Parker, Jonathan A., Julliard, Christian (2003). Consumption risk and cross-sectional returns. National Bureau of Economic Research.
  • Jappelli, Tullio, Julliard, Christian, Pagano, Marco (2001). La diversificazione del portafoglio delle famiglie italiane. In Beltratti, A. (Ed.), Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia (pp. 91-121). Gruppo BNL.
    • Public
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P (2025). An information-theoretic asset pricing model. Journal of Financial Econometrics, 23(1). https://doi.org/10.1093/jjfinec/nbae033 picture_as_pdf
  • Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian (2024). Consumption in asset returns. Journal of Finance, picture_as_pdf
  • Julliard, Christian, Shi, Ran, Yuan, Kathy (2023). The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235(2), 2125 - 2154. https://doi.org/10.1016/j.jeconom.2023.02.012 picture_as_pdf
  • Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian (2023). Bayesian solutions for the factor zoo: we just ran two quadrillion models. Journal of Finance, 78(1), 487-557. https://doi.org/10.1111/jofi.13197 picture_as_pdf
  • Denbee, Edward, Julliard, Christian, Li, Ye, Yuan, Kathy (2021). Network risk and key players: a structural analysis of interbank liquidity. Journal of Financial Economics, 141(3), 831 - 859. https://doi.org/10.1016/j.jfineco.2021.05.010 picture_as_pdf
  • Julliard, Christian, Shi, Ran, 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. picture_as_pdf
  • Bryzgalova, Svetlana, Huang, Jiantao, 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. picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, 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. https://doi.org/10.1093/rfs/hhw075 picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, 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. picture_as_pdf
  • Bretscher, Lorenzo, Julliard, Christian, Rosa, Carlo (2016). Human capital and international portfolio diversification: a reappraisal. Journal of International Economics, 99(1), S78-S96. https://doi.org/10.1016/j.jinteco.2015.12.007
  • Bretscher, Lorenzo, Julliard, Christian, 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. picture_as_pdf
  • Bretscher, Lorenzo, Julliard, Christian, 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.
  • Danilova, Albina, 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. picture_as_pdf
  • Danilova, Albina, 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.
  • Denbee, Edward, Julliard, Christian, Yepremyan, Liana, 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. picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, 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. picture_as_pdf
  • Julliard, Christian, 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.
  • Julliard, Christian (2007). Labor income risk and asset returns. Christian Julliard.
  • Brunnermeier, Markus K., 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.
  • Julliard, Christian (2004). Human capital and international portfolio choice. Christian Julliard.
  • Julliard, Christian (2002). The international diversification puzzle is not worse than you think. Christian Julliard.
    • Restricted
  • Julliard, Christian, Pinter, Gabor, Todorov, Karamfil, Wijnandts, Jean-Charles, Yuan, Kathy (2025). What drives repo haircuts? Evidence from the UK market. Management Science, picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, Stutzer, Michael J. (2024). The market cost of business cycle fluctuations. Management Science, picture_as_pdf