9
H index
8
i10 index
689
Citations
Centre for Economic Policy Research (CEPR) (47% share) | 9 H index 8 i10 index 689 Citations RESEARCH PRODUCTION: 9 Articles 30 Papers 1 Chapters RESEARCH ACTIVITY: 21 years (2002 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pju2 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Julliard. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Financial Studies | 3 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Working Papers / Princeton University, School of Public and International Affairs, Discussion Papers in Economics | 2 |
Year | Title of citing document |
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2024 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper |
2023 | The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246. Full description at Econpapers || Download paper |
2023 | Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper |
2023 | Model Comparison with Transaction Costs. (2023). Velikov, Mihail ; Novymarx, Robert ; Detzel, Andrew. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1743-1775. Full description at Econpapers || Download paper |
2023 | House prices and ultra-low interest rates: exploring the non-linear nexus. (2023). Rusnak, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20232789. Full description at Econpapers || Download paper |
2023 | US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078. Full description at Econpapers || Download paper |
2023 | Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323. Full description at Econpapers || Download paper |
2023 | Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. (2023). Rubio, Gonzalo ; Pascual, Roberto ; Nieto, Belen ; Abad, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001667. Full description at Econpapers || Download paper |
2023 | Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131. Full description at Econpapers || Download paper |
2023 | Empirical evaluation of overspecified asset pricing models. (2023). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:338-351. Full description at Econpapers || Download paper |
2023 | Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?. (2023). Su, Chi-Wei ; Zhong, Huaming ; Wu, Tong ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300418x. Full description at Econpapers || Download paper |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper |
2023 | Does digital transformation matter for operational risk exposure?. (2023). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim ; Islam, Nazrul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523006042. Full description at Econpapers || Download paper |
2023 | The Pricing Kernel in Options. (2023). Kim, Hyung Joo ; Jacobs, Kris ; Heston, Steven. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96652. Full description at Econpapers || Download paper |
2023 | Spatial–Temporal Variation and Influencing Factors on Housing Prices of Resource-Based City: A Case Study of Xuzhou, China. (2023). Hu, Yingen ; Yao, Qing. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7026-:d:1129909. Full description at Econpapers || Download paper |
2023 | From Local to Global: Offshoring and Asset Prices. (2023). Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1420-1448. Full description at Econpapers || Download paper |
2023 | Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002. Full description at Econpapers || Download paper |
2023 | Consumption with earnings, liquidity, and market based models. (2023). Wroblewski, David ; Snigaroff, Robert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01103-6. Full description at Econpapers || Download paper |
2023 | Optimal investment for defined-contribution pension plans under money illusion. (2023). Yang, Charles ; Wei, Pengyu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01169-w. Full description at Econpapers || Download paper |
2023 | Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214. Full description at Econpapers || Download paper |
2023 | Housing Rents and Inflation Rates. (2023). Ambrose, Brent ; Yoshida, Jiro ; Coulson, Edward N. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:975-992. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | What drives repo haircuts? Evidence from the UK market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 9 |
2022 | What drives repo haircuts? Evidence from the UK market.(2022) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2020 | Bayesian solutions for the factor zoo: we just ran two quadrillion models.(2020) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2007 | Money Illusion and Housing Frenzies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 223 |
2006 | Money illusion and housing frenzies.(2006) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 223 | paper | |
2006 | Money Illusion and Housing Frenzies.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 223 | paper | |
2008 | Money Illusion and Housing Frenzies.(2008) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 223 | article | |
2012 | Can Rare Events Explain the Equity Premium Puzzle? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
2008 | Can rare events explain the equity premium puzzle?.(2008) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2012 | Can Rare Events Explain the Equity Premium Puzzle?.(2012) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
2008 | Can Rare Events Explain the Equity Premium Puzzle?.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2018 | Network Risk and Key Players: A Structural Analysis of Interbank Liquidity In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2021 | Network risk and key players: A structural analysis of interbank liquidity.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2021 | Network risk and key players: a structural analysis of interbank liquidity.(2021) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2014 | Network risk and key players: a structural analysis of interbank liquidity.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2023 | The spread of COVID-19 in London: Network effects and optimal lockdowns In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2023 | The spread of COVID-19 in London: network effects and optimal lockdowns.(2023) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | The spread of COVID-19 in London: network effects and optimal lockdowns.(2020) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Human capital and international portfolio diversification: A reappraisal In: Journal of International Economics. [Full Text][Citation analysis] | article | 3 |
2015 | Human capital and international portfolio diversification: a reappraisal.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Human capital and international portfolio diversification: a reappraisal.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2015 | Human capital and international portfolio diversification: a reappraisal.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Human Capital and International Portfolio Diversification: A Reappraisal.(2016) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 3 | chapter | |
2016 | An information based one-factor asset pricing model In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Information asymmetries, volatility, liquidity and the Tobin Tax In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Information asymmetries, volatility, liquidity, and the Tobin Tax.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 26 |
2017 | What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2017 | What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2007 | Labor income risk and asset returns In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 4 |
2004 | Human capital and international portfolio choice In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 18 |
2002 | The international diversification puzzle is not worse than you think In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 41 |
2003 | The international diversification puzzle is not worse than you think.(2003) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2010 | Households Portfolio Diversification In: STUDI ECONOMICI. [Full Text][Citation analysis] | article | 0 |
2007 | Households’ Portfolio Diversification.(2007) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Consumption Risk and Cross-Sectional Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
2003 | Consumption Risk And Expected Stock Returns In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
2004 | Consumption Risk and the Cross-Section of Expected Returns In: Working Papers. [Full Text][Citation analysis] | paper | 249 |
2005 | Consumption Risk and the Cross Section of Expected Returns.(2005) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | article |
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