Christian Julliard : Citation Profile

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

10

H index

10

i10 index

805

Citations

RESEARCH PRODUCTION:

9

Articles

34

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 38
   Journals where Christian Julliard has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 14 (1.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pju2
   Updated: 2025-12-27    RAS profile: 2024-12-21    
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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 (15)

Sousa, Ricardo (14)

Gourinchas, Pierre-Olivier (11)

Luo, Yulei (10)

Heathcote, Jonathan (9)

Gourio, Francois (9)

Kollmann, Robert (9)

Perri, Fabrizio (9)

Gospodinov, Nikolay (8)

Engsted, Tom (8)

Cites to:

Campbell, John (29)

Obstfeld, Maurice (21)

Rogoff, Kenneth (19)

Shiller, Robert (12)

Hansen, Lars (12)

Jermann, Urban (8)

Abel, Andrew (8)

Fama, Eugene (8)

Alvarez, Fernando (7)

Carroll, Christopher (7)

Shanken, Jay (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 (2025 and 2024)

YearTitle of citing document
2025Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach. (2024). Liang, Ying ; Ye, Yanyi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2405.12180.

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2024Dynamic Link and Flow Prediction in Bank Transfer Networks. (2024). Takahashi, Shu ; Kobayashi, Shumpei ; Kondo, Ryoma ; Hisano, Ryohei ; Yamamoto, Kento. In: Papers. RePEc:arx:papers:2409.08718.

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2024Optimal life insurance and annuity decision under money illusion. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20128.

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2025Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431.

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2025Quantile Peer Effect Models. (2025). Houndetoungan, Aristide. In: Papers. RePEc:arx:papers:2506.12920.

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2025Forecasting House Prices. (2025). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2509.21460.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Emergence of Homophily under Contextual Mechanisms. (2025). Wang, Tongyu ; Yang, Haijun ; Weng, Jiaxing. In: Papers. RePEc:arx:papers:2510.09821.

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

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2024Partial identification of treatment response under complementarity and substitutability. (2024). Rainone, Edoardo ; Arduini, Tiziano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1473_24.

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2024Liquidation Value and Loan Pricing. (2024). Schepens, Glenn ; Barbiero, Francesca ; Sigaux, Jeandavid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:95-128.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2025Beyond Hot Spots: Enhancing Police Effectiveness by Incorporating a Spatial Network Approach. (2025). Zenou, Yves ; McConnell, Brendon ; Giulietti, Corrado. In: RFBerlin Discussion Paper Series. RePEc:crm:wpaper:2525.

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2024Keeping up with the Jansens: causal peer effect on household spending, beliefs and happiness. (2024). van Rooij, Maarten ; Gorodnichenko, Yuriy ; Georgarakos, Dimitris ; Coibion, Olivier ; Candia, Bernardo. In: Working Papers. RePEc:dnb:dnbwpp:804.

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2025Money illusion of interest rates and household decision-making. (2025). Niizeki, Takeshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00387.

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2025Notes on inflationary news and the equity premium puzzle in a two-asset incomplete-markets model. (2025). Rosso, Biagio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00118.

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

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tedongap, Romeo ; Tinang, Jules. 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). Chen, Zhuo ; Tao, Libin ; Liu, Jinyu ; Lu, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2024Estimation and inference in low frequency factor model regressions with overlapping observations. (2024). Dossani, Asad. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000719.

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2024Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720.

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2024A comparison of factor models in China. (2024). Wang, Jinzhe ; Zhu, Yifeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000823.

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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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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2024Exploring the factor zoo with a machine-learning portfolio. (2024). Chng, Michael T ; Huang, Tao ; Sak, Halis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005313.

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2024Potential pricing factors in the Korean market. (2024). Kang, Yeonchan ; Bang, Jeongseok ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009760.

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2024Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006.

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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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2025Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x.

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

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2024Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.

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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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2024Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853.

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2025Bank competition and resilience to liquidity shocks. (2025). Zhang, Chengsi ; Yin, Xueyu ; Liu, Zehao ; Tu, Haiyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025003739.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Rojo-Suarez, Javier ; Alonso-Conde, Ana B. 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). Yao, Yuan ; Zhao, Yang ; Wang, Mingtao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:940-960.

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2024Chinese consumption shocks and U.S. equity returns. (2024). Kim, Minki ; Lam, Sing-Sen ; Lee, Kiryoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005033.

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

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2024Predicting consumption-wealth ratio changes and stock market returns. (2024). Wang, Jingya ; Taylor, Alex P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002678.

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2025The dynamics and drivers of global market integration: Regional and cultural factors matter. (2025). Xiang, Xueting ; Ong, Sheue-Li ; Lim, Kian-Ping. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002314.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347.

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2024Consumption in asset returns. (2024). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126152.

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2025An information-theoretic asset pricing model. (2025). Ghosh, Anisha ; Taylor, Alex P ; Julliard, Christian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126155.

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2025On Model Aggregation and Forecast Combination. (2025). Gospodinov, Nikolay ; Massoumi, Esfandiar. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101967.

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2024Factor Selection and Structural Breaks. (2024). Smith, Simon ; Chib, Siddhartha. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-37.

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2024Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores. (2024). Nicolosi, Marco ; da Fermo, Carmine ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05114157.

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2024Spillovers in criminal networks: Evidence from co-offender deaths. (2024). Lindquist, Matthew ; Patacchini, Eleonora ; Zenou, Yves ; Vlassopoulos, Michael. In: IFS Working Papers. RePEc:ifs:ifsewp:24/56.

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2024Keeping Up with the Jansens: Causal Peer Effects on Household Spending, Beliefs and Happiness. (2024). van Rooij, Maarten ; Gorodnichenko, Yuriy ; Georgarakos, Dimitris ; Coibion, Olivier ; Candia, Bernardo. In: IZA Discussion Papers. RePEc:iza:izadps:dp16769.

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2024Spillovers in Criminal Networks: Evidence from Co-offender Deaths. (2024). Lindquist, Matthew ; Zenou, Yves ; Vlassopoulos, Michael ; Patacchini, Eleonora. In: IZA Discussion Papers. RePEc:iza:izadps:dp17113.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2024Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory. (2024). Choi, Sangyup ; Kang, Kee-Youn ; Jang, Inkee ; Kim, Hyunpyung. In: Research Papers. RePEc:liv:livedp:202411.

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2025Estimating the impact of social distance policy in mitigating COVID-19 spread with factor-based imputation approach. (2025). Huang, Difang ; Wu, Boyao ; Liang, Ying ; Ye, Yanyi. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02649-1.

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2025House prices and ultra-low interest rates: exploring the nonlinear nexus. (2025). Rusnák, Marek ; Rusnk, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02662-4.

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2024Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3.

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2024Does the U.S. extreme indicator matter in stock markets? International evidence. (2024). Jing, Xiaozhen ; Singh, Tarlok ; Xu, Dezhong ; Li, Bin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00610-w.

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2024The gender gap in the wage sensitivity of job transitions: a decomposition analysis. (2024). Deschacht, Nick ; Detilleux, Cline. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:58:y:2024:i:1:d:10.1186_s12651-024-00387-6.

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2024Sovereign Default and FDI Transactions: Evidence from Argentina. (2024). Fernandes, Miguel ; Pascoa, Mario. In: School of Economics Discussion Papers. RePEc:sur:surrec:0224.

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2025Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers. (2025). Lin, Yicong ; Lucas, Andrae ; Ye, Shiqi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250042.

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2024Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173.

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2024Monetary Policy and Mispricing in Stock Markets. (2024). Bernoth, Kerstin ; Beckers, Benjamin. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1887-1904.

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2024Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory. (2024). Choi, Sangyup ; Kang, Kee-Youn ; Jang, Inkee ; Kim, Hyunpyung. In: Working papers. RePEc:yon:wpaper:2024rwp-229.

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Works by Christian Julliard:

YearTitleTypeCited
2022What drives repo haircuts? Evidence from the UK market In: BIS Working Papers.
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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: 14		paper
2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models In: Journal of Finance.
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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: 12		paper
2007Money Illusion and Housing Frenzies In: CEPR Discussion Papers.
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2006Money illusion and housing frenzies.(2006) In: LSE Research Online Documents on Economics.
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.() In: .
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This paper has nother version. Agregated cites: 231		paper
2006Money Illusion and Housing Frenzies.(2006) In: NBER Working Papers.
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2008Money Illusion and Housing Frenzies.(2008) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 231		article
2012Can Rare Events Explain the Equity Premium Puzzle? In: CEPR Discussion Papers.
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2008Can rare events explain the equity premium puzzle?.(2008) In: LSE Research Online Documents on Economics.
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.() In: .
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2012Can Rare Events Explain the Equity Premium Puzzle?.(2012) In: The Review of Financial Studies.
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2008Can Rare Events Explain the Equity Premium Puzzle?.(2008) In: 2008 Meeting Papers.
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2018Network Risk and Key Players: A Structural Analysis of Interbank Liquidity In: Working Paper Series.
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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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.() In: .
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2023The spread of COVID-19 in London: Network effects and optimal lockdowns In: Journal of Econometrics.
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2023The spread of COVID-19 in London: network effects and optimal lockdowns.(2023) In: LSE Research Online Documents on Economics.
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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: 4		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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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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2016An information based one-factor asset pricing model In: LSE Research Online Documents on Economics.
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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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2011What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models In: LSE Research Online Documents on Economics.
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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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.() In: .
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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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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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2010Households Portfolio Diversification In: STUDI ECONOMICI.
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2007Households’ Portfolio Diversification.(2007) In: CSEF Working 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 nother version. Agregated cites: 262		article

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