Items where Author is "Julliard, Christian"

Number of items: 35.
Article
  • An information-theoretic asset pricing model. (2025) Ghosh, Anisha; Julliard, Christian; Taylor, Alex. P picture_as_pdf
  • Bayesian solutions for the factor zoo:we just ran two quadrillion models. (2023) Bryzgalova, Svetlana; Huang, Jiantao; Julliard, Christian picture_as_pdf
  • Can rare events explain the equity premium puzzle? Julliard, Christian; Ghosh, Anisha
  • Consumption in asset returns. Bryzgalova, Svetlana; Huang, Jiantao; Julliard, Christian picture_as_pdf
  • Consumption risk and the cross-section of expected returns. Parker, Jonathan A; Julliard, Christian
  • Human capital and international portfolio diversification: a reappraisal. Bretscher, Lorenzo; Julliard, Christian; Rosa, Carlo
  • Money illusion and housing frenzies. Brunnermeier, Markus K.; Julliard, Christian
  • Network risk and key players:a structural analysis of interbank liquidity. Denbee, Edward; Julliard, Christian; Li, Ye; Yuan, Kathy picture_as_pdf
  • What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Ghosh, Anisha; Julliard, Christian; Taylor, Alex. P picture_as_pdf
  • The market cost of business cycle fluctuations. Ghosh, Anisha; Julliard, Christian; Stutzer, Michael J. picture_as_pdf
  • The spread of COVID-19 in London:network effects and optimal lockdowns. Julliard, Christian; Shi, Ran; Yuan, Kathy picture_as_pdf
    • Chapter
  • La diversificazione del portafoglio delle famiglie italiane. Jappelli, Tullio; Julliard, Christian; Pagano, Marco
    • Conference or Workshop Item
  • Labor income risk and asset returns. Julliard, Christian
  • Labor income risk and asset returns. Julliard, Christian
  • Money illusion and housing frenzies. Julliard, Christian; Brunnermeier, Markus
  • Money illusion and housing frenzies. Brunnermeier, Markus; Julliard, Christian
    • Working paper
  • Bayesian solutions for the factor zoo:we just ran two quadrillion models. Bryzgalova, Svetlana; Huang, Jiantao; Julliard, Christian picture_as_pdf
  • Can rare events explain the equity premium puzzle? Julliard, Christian; Ghosh, Anisha
  • Consumption in asset returns. Bryzgalova, Svetlana; Julliard, Christian
  • Consumption risk and cross-sectional returns. Parker, Jonathan A.; Julliard, Christian
  • Households' portfolio diversification. Jappelli, Tullio; Julliard, Christian; Pagano, Marco
  • Human capital and international portfolio choice. Julliard, Christian
  • Human capital and international portfolio diversification: a reappraisal. Bretscher, Lorenzo; Julliard, Christian; Rosa, Carlo
  • Human capital and international portfolio diversification:a reappraisal. Bretscher, Lorenzo; Julliard, Christian; Rosa, Carlo picture_as_pdf
  • Information asymmetries, volatility, liquidity and the Tobin Tax. Danilova, Albina; Julliard, Christian picture_as_pdf
  • Information asymmetries, volatility, liquidity, and the Tobin Tax. Danilova, Albina; Julliard, Christian
  • Labor income risk and asset returns. Julliard, Christian
  • Money illusion and housing frenzies. Brunnermeier, Markus K.; Julliard, Christian
  • Money illusion and housing frenzies. Brunnermeier, Markus K.; Julliard, Christian
  • Money illusion and housing frenzies. Brunnermeier, Markus K.; Julliard, Christian
  • Network risk and key players:a structural analysis of interbank liquidity. Denbee, Edward; Julliard, Christian; Yepremyan, Liana; Yuan, Kathy picture_as_pdf
  • What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Ghosh, Anisha; Julliard, Christian; Taylor, Alex picture_as_pdf
  • An information based one-factor asset pricing model. Ghosh, Anisha; Julliard, Christian; Taylor, Alex picture_as_pdf
  • The international diversification puzzle is not worse than you think. Julliard, Christian
  • The spread of COVID-19 in London:network effects and optimal lockdowns. Julliard, Christian; Shi, Ran; Yuan, Kathy picture_as_pdf