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Publications of Christian Julliard

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Discussion Papers

Network Risk and key Players: A Structural Analysis of Interbank Liquidity

We model banks’ liquidity holding decision as a simultaneous game on an interbank borrowing network. We show that at the Nash equilibrium, the...

October 2014
DP 734
Edward Denbee
Christian Julliard
Ye Li
Kathy Yuan

Discussion Papers

What is the Consumption-CAPM missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

We study a broad class of asset pricing models in which the stochastic discount factor (SDF) can be factorized into an observable component and a...

October 2011
DP 691
Anisha Ghosh
Christian Julliard
Alex P Taylor

Discussion Papers

Can rare events explain the equity premium puzzle?

Probably not. First, allowing the probabilities attached to the states of the economy to differ from their sample frequencies, the Consumption-CAPM is...

March 2008
DP 610
Christian Julliard
Anisha Ghosh

Discussion Papers

Money Illusion and Housing Frenzies

A reduction in inflation can fuel run-ups in housing prices if people suffer from money illusion. For example, investors who decide whether to rent or...

July 2006
DP 579
Markus K. Brunnermeier
Christian Julliard

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Mike Burkart - Winner of the 2025 ECGI Finance Series Prize

LSE announces launch of an Initiative in Sustainable Finance

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Cognitive Foundations of Finance Conference

3rd London Political Finance (POLFIN) Workshop

5th Annual Conference on Non-Bank Financial Sector and Finan ...

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Creditor-on-Creditor Violence and Secured Debt Dynamics

AI Personality Extraction from Faces: Labor Market Implicati ...

The dependence of belief dynamics on beliefs: implications f ...

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Marketwide Memory

The surprising leadership effect accelerators have on startu ...

Bond Supply, Yield Drifts, and Liquidity Provision Before Ma ...

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