Christian Julliard : Citation Profile

Are you Christian Julliard?

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

9

H index

9

i10 index

714

Citations

RESEARCH PRODUCTION:

9

Articles

30

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 34
   Journals where Christian Julliard has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 15 (2.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pju2
   Updated: 2024-12-03    RAS profile: 2024-11-21    
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Relations with other researchers

Works with:

Todorov, Karamfil (2)

Pinter, Gabor (2)

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 (24)

Schrimpf, Andreas (14)

Sousa, Ricardo (14)

Gourinchas, Pierre-Olivier (11)

Luo, Yulei (10)

Kollmann, Robert (9)

Gourio, Francois (9)

Perri, Fabrizio (9)

Heathcote, Jonathan (9)

Constantinides, George (8)

Engsted, Tom (8)

Cites to:

Campbell, John (29)

Obstfeld, Maurice (21)

Rogoff, Kenneth (19)

Hansen, Lars (12)

Shiller, Robert (12)

Abel, Andrew (8)

Jermann, Urban (8)

Fama, Eugene (8)

Shanken, Jay (7)

Carroll, Christopher (7)

Coeurdacier, Nicolas (7)

Main data

Where Christian Julliard has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / Princeton University, School of Public and International Affairs, Discussion Papers in Economics2
NBER Working Papers / National Bureau of Economic Research, Inc2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Christian Julliard (2024 and 2023)

YearTitle of citing document
2024Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

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2023The 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.

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2023Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642.

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2023Interbank 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.

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2024Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2023Integrating 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.

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2023Model 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.

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2023House 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.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2023US 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.

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2023Cross-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.

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2023Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2023Market-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.

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2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2023Presidential 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.

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2023Empirical 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.

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2023Bubble 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.

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2023Asset 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.

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2024Asset pricing implications of firms profit sharing. (2024). Kang, Jangkoo ; Bae, Jaewan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000246.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169.

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2024Risk-free rate puzzle: An explanation of the heterogeneity of consumer risk attitudes under Chinas income gap. (2024). Wang, Mingtao ; Yao, Yuan ; Zhao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:940-960.

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2024Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Liu, KE ; Lu, Min ; Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x.

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2023Does 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.

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2023The Pricing Kernel in Options. (2023). Kim, Hyung Joo ; Jacobs, Kris ; Heston, Steven. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96652.

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2023Spatial–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.

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2023From 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.

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2023Extreme 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.

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2023Consumption 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.

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2023Optimal 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.

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2023Identification Robust Testing of Risk Premia in Finite Samples. (2023). Kleibergen, Frank ; Zhan, Zhaoguo ; Kong, Lingwei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:263-297..

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2023Monetary Policy and Mispricing in Stock Markets. (2023). Bernoth, Kerstin ; Beckers, Benjamin. In: MPRA Paper. RePEc:pra:mprapa:120502.

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2023Money 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.

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2023Housing 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.

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Works by Christian Julliard:

YearTitleTypeCited
2022What drives repo haircuts? Evidence from the UK market In: BIS Working Papers.
[Full Text][Citation analysis]		paper12
2022What drives repo haircuts? Evidence from the UK market.(2022) In: Bank of England working papers.
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This paper has nother version. Agregated cites: 12		paper
2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models In: Journal of Finance.
[Full Text][Citation analysis]		article4
2020Bayesian solutions for the factor zoo: we just ran two quadrillion models.(2020) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 4		paper
2007Money Illusion and Housing Frenzies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper225
2006Money illusion and housing frenzies.(2006) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 225		paper
2006Money Illusion and Housing Frenzies.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 225		paper
2008Money Illusion and Housing Frenzies.(2008) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 225		article
2012Can Rare Events Explain the Equity Premium Puzzle? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper70
2008Can rare events explain the equity premium puzzle?.(2008) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 70		paper
2012Can Rare Events Explain the Equity Premium Puzzle?.(2012) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 70		article
2008Can Rare Events Explain the Equity Premium Puzzle?.(2008) In: 2008 Meeting Papers.
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This paper has nother version. Agregated cites: 70		paper
2018Network Risk and Key Players: A Structural Analysis of Interbank Liquidity In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2021Network risk and key players: A structural analysis of interbank liquidity.(2021) In: Journal of Financial Economics.
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2021Network risk and key players: a structural analysis of interbank liquidity.(2021) In: LSE Research Online Documents on Economics.
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2014Network risk and key players: a structural analysis of interbank liquidity.(2014) In: LSE Research Online Documents on Economics.
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2023The spread of COVID-19 in London: Network effects and optimal lockdowns In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2023The spread of COVID-19 in London: network effects and optimal lockdowns.(2023) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 2		paper
2020The spread of COVID-19 in London: network effects and optimal lockdowns.(2020) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 2		paper
2016Human capital and international portfolio diversification: A reappraisal In: Journal of International 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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This paper has nother version. Agregated cites: 4		paper
2016Human capital and international portfolio diversification: a reappraisal.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 4		paper
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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This paper has nother version. Agregated cites: 4		chapter
2016An information based one-factor asset pricing model In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2015Information asymmetries, volatility, liquidity and the Tobin Tax In: LSE Research Online Documents on Economics.
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2014Information asymmetries, volatility, liquidity, and the Tobin Tax.(2014) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 0		paper
2011What 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]		paper27
2017What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models.(2017) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 27		paper
2017What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models.(2017) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 27		article
2007Labor income risk and asset returns In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2004Human capital and international portfolio choice In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper18
2002The international diversification puzzle is not worse than you think In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper41
2003The international diversification puzzle is not worse than you think.(2003) In: International Finance.
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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 nother version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]		paper257
2005Consumption Risk and the Cross Section of Expected Returns.(2005) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 257		article

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team