Christian Julliard : Citation Profile


Are you Christian Julliard?

London School of Economics (LSE) (47% share)
Centre for Economic Policy Research (CEPR) (47% share)
London School of Economics (LSE) (6% share)

8

H index

7

i10 index

481

Citations

RESEARCH PRODUCTION:

6

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 32
   Journals where Christian Julliard has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 6 (1.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju2
   Updated: 2019-10-15    RAS profile: 2017-08-10    
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Relations with other researchers


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:

Coeurdacier, Nicolas (13)

Sousa, Ricardo (12)

Schrimpf, Andreas (11)

Luo, Yulei (9)

Gourio, Francois (9)

Heathcote, Jonathan (8)

Perri, Fabrizio (8)

Aldasoro, Iñaki (8)

Engsted, Tom (7)

Weber, Michael (7)

Cabrales, Antonio (7)

Cites to:

Campbell, John (13)

Carroll, Christopher (7)

Atkeson, Andrew (5)

Alvarez, Fernando (5)

Kehoe, Patrick (5)

Jermann, Urban (5)

Baxter, Marianne (5)

Obstfeld, Maurice (5)

Coeurdacier, Nicolas (5)

Parker, Jonathan (4)

Backus, David (4)

Main data


Where Christian Julliard has published?


Journals with more than one article published# docs
Review of Financial Studies3

Working Papers Series with more than one paper published# docs
Working Papers / Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics2

Recent works citing Christian Julliard (2018 and 2017)


YearTitle of citing document
2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2017The Economic Consequences of Social-Network Structure. (2017). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian W. In: Journal of Economic Literature. RePEc:aea:jeclit:v:55:y:2017:i:1:p:49-95.

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2019Why do high ability people also suffer from money illusion? Experimental evidence of behavioral contradiction. (2019). Shimizu, Mariko . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:5-22.

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2019Why do high ability people also suffer from money illusion? Experimental evidence of behavioral contradiction. (2019). Shimizu, Mariko. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:1(618):p:5-22.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2019Heterogeneous Endogenous Effects in Networks. (2019). Peng, Sida. In: Papers. RePEc:arx:papers:1908.00663.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07.

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2017Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, Iñaki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603.

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2018Interest Rates, Local Housing Markets and House Price Over†reactions. (2018). Tsiaplias, Sarantis ; Lim, Guay. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:33-48.

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2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

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2018Aggregate demand deficiency, labor unions, and long‐run stagnation. (2018). Murota, Ryuichiro . In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:4:p:868-888.

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2017What determines Chinas housing price dynamics? New evidence from a DSGE-VAR. (2017). Ou, Zhirong ; Liu, Chunping. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/4.

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2017Spendthrifts and Savers: Are Canadians Acting Like they are “House Poor” or “House Rich”?. (2017). Kronick, Jeremy. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:482.

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2018Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect. (2018). Otsu, Taisuke ; Qiu, Chen . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:595.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6486.

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2018Global Positioning Risk and FX Trading Strategies. (2002). Menkhoff, Lukas ; Huang, Huichou. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_020.

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2018Capital Regulation, Efficiency, and Risk Taking: A Spatial Panel Analysis of U.S. Banks. (2018). Ding, Dong ; Sickles, Robin C. In: Working Papers. RePEc:ecl:riceco:18-004.

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2018Level and slope of volatility smiles in long-run risk models. (2018). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:95-122.

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2019Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?. (2019). Racicot, François-Éric ; Mesly, Olivier ; Chkir, Imed. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:11-31.

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2017Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

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2018How money illusions and heterogeneous beliefs affect asset prices. (2018). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:167-192.

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2019Information in mispricing factors for future investment opportunities. (2019). Ryu, Doojin ; Kang, Hankil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:657-668.

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2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

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2019Alternative over-identifying restriction test in the GMM estimation of panel data models. (2019). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:71-95.

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2017Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors. (2017). Uk, Byoung ; Kim, Tong Suk ; In, Francis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:15-39.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2019Consumption growth predictability and asset prices. (2019). Min, Byoung-Kyu ; Lee, Changjun ; Roh, Tai-Yong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:95-118.

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2018Inflation and equity mutual fund flows. (2018). Krishnamurthy, Srinivasan ; Warr, Richard S ; Pelletier, Denis. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:52-69.

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2017Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2017Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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2017Firm characteristics, consumption risk, and firm-level risk exposures. (2017). Dittmar, Robert F ; Lundblad, Christian T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:326-343.

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2018Cash flow duration and the term structure of equity returns. (2018). Weber, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:486-503.

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2018Downside risks and the cross-section of asset returns. (2018). Farago, Adam ; Tedongap, Romeo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:69-86.

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2018Home away from home? Foreign demand and London house prices. (2018). Badarinza, Cristian ; Ramadorai, Tarun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:532-555.

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2019The present value relation over six centuries: The case of the Bazacle company. (2019). Pouget, Sebastien ; Goetzmann, William N ; le Bris, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:248-265.

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2019An anatomy of the market return. (2019). Schneider, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:325-350.

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2019Too good to be true? Fallacies in evaluating risk factor models. (2019). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:451-471.

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2017Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:187-208.

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2017Population growth, interest rate, and housing tax in the transitional China. (2017). He, Ling-Yun ; Wen, Xing-Chun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:305-312.

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2018Factors Affecting Housing Prices: International Evidence. (2018). Savva, Christos S. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:87-96.

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2017The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics. (2017). Uhlig, Harald ; Sonnenschein, Hugo ; Shaikh, Azeem ; Myerson, Roger ; Mogstad, Magne ; Lucas, Robert ; List, John ; Kaplan, Greg ; Heckman, James ; Greenstone, Michael ; Bonhomme, Stéphane ; Akcigit, Ufuk ; Kashyap, Anil K ; Constantinides, George M ; Reny, Philip J ; Kamenica, Emir ; Alvarez, Fernando ; Rajan, Raghuram G ; Hortacsu, Ali ; Prendergast, Canice ; Zingales, Luigi ; Neal, Derek ; Harald, Uhlig ; Vishny, Robert ; Hansen, Lars Peter ; Topel, Robert H ; Thaler, Richard H ; Galenson, David W ; Stokey, Nancy L ; Fama, Eugene F ; Levitt, Steven ; Diamond, Douglas W ; Shimer, Robert. In: Natural Field Experiments. RePEc:feb:natura:00635.

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2017Too Good to Be True? Fallacies in Evaluating Risk Factor Models. (2017). Robotti, Cesare ; Gospodinov, Nikolay ; Kan, Raymond. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-09.

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2017General Aggregation of Misspecified Asset Pricing Models. (2017). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-10.

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2017Monetary policy through production networks: evidence from the stock market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:fip:fedbwp:17-15.

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2018Is the High Interest Rate Combined with Intense Deleveraging Campaign Desirable? A Collateral Mechanism under Stringent Credit Constraints. (2018). Yang, Qiuyi ; Xu, Changsheng ; Lang, Youze. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4803-:d:191007.

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2018Stock Market Returns and Consumption. (2018). Majlesi, Kaveh ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco . In: Working Papers. RePEc:hhs:lunewp:2018_001.

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2017Inflation Rates Are Very Different When Housing Rents Are Accurately Measured. (2017). Ambrose, Brent ; Yoshida, Jiro ; Coulson, Edward N. In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:71.

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2017Evaluating Consumption CAPM under Heterogeneous Preferences. (2017). Chang, Yoosoon ; Park, Joon ; Cui, Berg. In: Caepr Working Papers. RePEc:inu:caeprp:2017013.

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2018Stock Market Returns and Consumption. (2018). Majlesi, Kaveh ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco . In: IZA Discussion Papers. RePEc:iza:izadps:dp11357.

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2017Unburden Renters by Making Landlords Pay the Commission? Evaluating a Policy Reform in Germany. (2017). Schmidt, Felix ; Berger, Eva. In: Working Papers. RePEc:jgu:wpaper:1716.

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2019Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. (2019). Sousa, Ricardo. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9696-2.

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2017Inflation Illusion, Expertise and Commercial Real Estate. (2017). Hardin, William G ; Wu, Zhonghua ; Jiang, Xiaoquan . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:3:d:10.1007_s11146-016-9587-7.

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2017What Drives Housing Markets: Fundamentals or Bubbles?. (2017). Liu, Renhe ; Chen, YI ; Lv, Jiaqi ; Hui, Eddie Chi-Man. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9565-0.

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2018Consumption-based capital asset pricing models: issues and controversies. (2018). Choi, Wonnho . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0627-z.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: NBER Working Papers. RePEc:nbr:nberwo:23424.

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2018OTC Intermediaries. (2018). Eisfeldt, Andrea ; Siriwardane, Emil ; Rajan, Sriram ; Herskovic, Bernard. In: Working Papers. RePEc:ofr:wpaper:18-05.

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2017Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:9:p:3086-3127..

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2018Is residential property the ultimate hedge against inflation ? new evidence from Malaysia based on ARDL and nonlinear ARDL. (2018). Masih, Abul ; Aqsha, Nur Suhairah. In: MPRA Paper. RePEc:pra:mprapa:91508.

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2019A Monetary Model of Bilateral Over-the-Counter Markets. (2019). Zhang, Shengxing ; Lagos, Ricardo. In: Review of Economic Dynamics. RePEc:red:issued:18-285.

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2019.

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2017A stylized model of home buyers’ and bankers’ behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective. (2017). Racicot, François-Éric ; Mesly, Olivier. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:9:p:915-928.

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2017Speculative bubbles and crashes: Fundamentalists and positive‐feedback trading. (2017). Cheng, Po-Keng ; McMillan, David ; Kim, Young Shin. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1381370.

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2017The Present Value Relation Over Six Centuries: The Case of the Bazacle Company. (2017). Goetzmann, Will ; Pouget, Sebastien ; le Bris, David. In: TSE Working Papers. RePEc:tse:wpaper:31621.

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2017Asset Pricing: Models and Empirical Evidence. (2017). Constantinides, George. In: Journal of Political Economy. RePEc:ucp:jpolec:doi:10.1086/694621.

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2017Introduction. (2017). Uhlig, Harald ; List, John. In: Journal of Political Economy. RePEc:ucp:jpolec:doi:10.1086/694751.

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2019Extreme inflation and time-varying consumption growth. (2019). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya . In: Discussion Papers. RePEc:zbw:bubdps:162019.

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2019Borrowers under water! Rare disasters, regional banks, and recovery lending. (2016). Noth, Felix ; Koetter, Michael ; Rehbein, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:312016.

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2017Level and slope of volatility smiles in Long-Run Risk Models. (2017). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: SAFE Working Paper Series. RePEc:zbw:safewp:186.

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Works by Christian Julliard:


YearTitleTypeCited
2007Money Illusion and Housing Frenzies In: CEPR Discussion Papers.
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paper163
2006Money Illusion and Housing Frenzies.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 163
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2006Money illusion and housing frenzies.(2006) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 163
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2006Money Illusion and Housing Frenzies.(2006) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 163
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2008Money Illusion and Housing Frenzies.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 163
article
2012Can Rare Events Explain the Equity Premium Puzzle? In: CEPR Discussion Papers.
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paper51
2008Can rare events explain the equity premium puzzle?.(2008) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 51
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2008Can Rare Events Explain the Equity Premium Puzzle?.(2008) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 51
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2012Can Rare Events Explain the Equity Premium Puzzle?.(2012) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 51
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2008Can Rare Events Explain the Equity Premium Puzzle?.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 51
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2016Human capital and international portfolio diversification: A reappraisal In: Journal of International Economics.
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article0
2016Human capital and international portfolio diversification:a reappraisal.(2016) In: LSE Research Online Documents on Economics.
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2015Human capital and international portfolio diversification: a reappraisal.(2015) In: LSE Research Online Documents on Economics.
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2016Human Capital and International Portfolio Diversification: A Reappraisal.(2016) In: NBER Chapters.
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2007Labor income risk and asset returns In: LSE Research Online Documents on Economics.
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2004Human capital and international portfolio choice In: LSE Research Online Documents on Economics.
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2002The international diversification puzzle is not worse than you think In: LSE Research Online Documents on Economics.
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2003The international diversification puzzle is not worse than you think.(2003) In: International Finance.
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This paper has another version. Agregated cites: 27
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2014Information asymmetries, volatility, liquidity, and the Tobin Tax In: LSE Research Online Documents on Economics.
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2010Households Portfolio Diversification In: STUDI ECONOMICI.
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2007Households’ Portfolio Diversification.(2007) In: CSEF Working Papers.
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This paper has another version. Agregated cites: 0
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2011What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models In: FMG Discussion Papers.
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2017What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models.(2017) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 5
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2014Network Risk and Key Players: A Structural Analysis of Interbank Liquidity In: FMG Discussion Papers.
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2003Consumption Risk and Cross-Sectional Returns In: NBER Working Papers.
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2003Consumption Risk And Expected Stock Returns In: Working Papers.
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2004Consumption Risk and the Cross-Section of Expected Returns In: Working Papers.
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2005Consumption Risk and the Cross Section of Expected Returns.(2005) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 161
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