Julliard, Christian

Dr Christian Julliard  

Department

Position held

Associate Professor

 

Associate Professor

 

Research summary > [Click to expand]

Major fields of interest: macroeconomics, finance, applied econometrics, international economics and finance, real estate finance.

Languages:

French [Spoken: Fluent, Written: Fluent]; Italian [Spoken: Fluent, Written: Fluent]

Contact Points

LSE phone number:

+44 (0)20 7955 7510

Publications

2016

Ghosh, Anisha and Julliard, Christian and Taylor, Alex. P (2016) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models The Review of Financial Studies. ISSN 0893-9454

Bretscher, Lorenzo and Julliard, Christian and Rosa, Carlo (2016) Human capital and international portfolio diversification:a reappraisal Journal of International Economics, 99 (1). S78-S96. ISSN 0022-1996

2015

Bretscher, Lorenzo and Julliard, Christian and Rosa, Carlo (2015) Human capital and international portfolio diversification: a reappraisal SRC Discussion Paper, No 48. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

2014

Danilova, Albina and Julliard, Christian (2014) Information asymmetries, volatility, liquidity, and the Tobin Tax SRC Discussion Paper, No 24. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

2012

Julliard, Christian and Ghosh, Anisha (2012) Can rare events explain the equity premium puzzle? Review of Financial Studies, 25 (10). 3037-3076. ISSN 0893-9454

2008

Brunnermeier, Markus K. and Julliard, Christian (2008) Money illusion and housing frenzies Review of Financial Studies, 21 (1). 135-180. ISSN 1465-7368

Julliard, Christian and Ghosh, Anisha (2008) Can rare events explain the equity premium puzzle? Discussion paper, 610. Financial Markets Group, London School of Economics and Political Science, London, UK.

2007

Jappelli, Tullio and Julliard, Christian and Pagano, Marco (2007) Households' portfolio diversification 180. Centre for Studies in Economics and Finance, University of Salerno, Fisciano, Italy.

Brunnermeier, Markus K. and Julliard, Christian (2007) Money illusion and housing frenzies 6183. Centre for Economic Policy Research, London School of Economics and Political Science, London, UK.

Julliard, Christian (2007) Labor income risk and asset returns Christian Julliard, London, UK.

2006

Brunnermeier, Markus and Julliard, Christian (2006) Money illusion and housing frenzies. In: European Summer Symposium in Financial Markets, 17-28 July 2006, Gerzensee, Switzerland

Julliard, Christian and Brunnermeier, Markus (2006) Money illusion and housing frenzies. In: 2nd Csef-Igier Symposium on Economics and Institutions, 26-30 Jun 2006, London, UK

Brunnermeier, Markus K. and Julliard, Christian (2006) Money illusion and housing frenzies 12810. National Bureau of Economic Research, Cambridge, MA., USA.

Brunnermeier, Markus K. and Julliard, Christian (2006) Money illusion and housing frenzies 579. Financial Markets Group, London School of Economics and Political Science, London, UK.

2005

Julliard, Christian (2005) Labor income risk and asset returns. In: Econometric Society 2005 World Congress, 19 - 24 Aug 2005, London, UK

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

Julliard, Christian (2005) Labor income risk and asset returns. In: European Economic Association 20th Annual Congress, 24-27 Aug 2005, Amsterdam, Netherlands

2004

Julliard, Christian (2004) Human capital and international portfolio choice Christian Julliard, London, UK.

2003

Parker, Jonathan A. and Julliard, Christian (2003) Consumption risk and cross-sectional returns 9538. National Bureau of Economic Research, Cambridge, MA., USA.

2002

Julliard, Christian (2002) The international diversification puzzle is not worse than you think Christian Julliard, London, UK.

2001

Jappelli, Tullio and Julliard, Christian and Pagano, Marco (2001) La diversificazione del portafoglio delle famiglie italiane In: Beltratti, A., (ed.) Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia. BNL / Centro Einaudi, Italy, 91-121.

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