Concepedia

Christian Julliard

CJ

20

Publications

1.9K

Citations

15

H-Index

2002

Active since

Affiliations

London School of Economics and Political Science(Current)

Centre for Economic Policy Research

Bank of England

Princeton University

National Bureau of Economic Research

Christian Julliard is an author at London School of Economics and Political Science specializing in business, economics, and finance.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsGlobal FinanceAsset PricingLiquidityManagementLiquidity RiskFinancial Intermediation

Publications per year

2002–2023

20

Publications

20

Consumption Risk and the Cross Section of Expected Returns

Jonathan A. Parker, Christian Julliard · Journal of Political Economy · 2005 · 609 citations

Financial Risk Management, Asset Allocation, Portfolio Management +16

Money Illusion and Housing Frenzies

Markus K. Brunnermeier, Christian Julliard · 2007 · 424 citations

Can Rare Events Explain the Equity Premium Puzzle?

Christian Julliard, Anisha Ghosh · Review of Financial Studies · 2012 · 135 citations

Consumption Risk and the Cross-Section of Expected Returns

Christian Julliard, Jonathan A. Parker · SSRN Electronic Journal · 2004 · 121 citations · Full text

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Svetlana Bryzgalova, Jiantao Huang, Christian Julliard · The Journal of Finance · 2022 · 99 citations · Full text

Bayesian Statistic, Bayesian Econometrics, Bayesian Inference +24

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