| . |
Julliard, Christian's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
722 |
Total
Citations
302 |
|
|
|
|
|
1.
|
|
Can Rare Events Explain the Equity Premium Puzzle?
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Ghosh, Anisha
Carnegie Mellon University Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics
|
|
Posted:
|
|
13 Mar 08
|
|
Last Revised:
|
|
04 Apr 12
|
|
272
(53,911)
|
16
|
|
|
|
|
Ghosh, Anisha
Carnegie Mellon University Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics
|
|
5
|
16
|
|
| |
|
| |
Calibration, Cross-Section of Asset Returns, Equity Premium Puzzle, Generalized Empirical Likelihood, Peso Phenomenon, Rare Disasters, Rare Events, Semi-parametric Bayesian Inference
|
|
|
|
|
|
|
Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics Ghosh, Anisha
London School of Economics & Political Science (LSE)
|
|
267
|
16
|
|
| |
|
| |
Rare Events, Rare Disasters, Equity Premium Puzzle, Generalized Empirical Likelihood, Semi-parametric Bayesian Inference, Calibration, Cross-Section of Asset Returns, Peso Phenomenon
|
|
|
|
|
|
2.
|
|
|
Ghosh, Anisha
Carnegie Mellon University Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics Taylor, Alex P.
Manchester Business School
|
|
188
(79,429)
|
1
|
|
| |
|
| |
Entropy Bounds, Multiplicative Decomposition of Pricing Kernel
|
|
|
3.
|
|
Consumption Risk and the Cross-Section of Expected Returns
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics Parker, Jonathan A.
Kellogg School of Management
|
|
Posted:
|
|
03 Jan 05
|
|
Last Revised:
|
|
13 Jan 05
|
|
154
(95,642)
|
114
|
|
|
|
|
Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics Parker, Jonathan A.
Kellogg School of Management
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics Parker, Jonathan A.
Kellogg School of Management
|
|
154
|
114
|
|
| |
|
| |
Consumption Capital Asset Pricing Model, Expected returns, Equity
|
|
|
|
|
|
4.
|
|
Money Illusion and Housing Frenzies
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Brunnermeier, Markus K.
Princeton University - Department of Economics Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics
|
|
Posted:
|
|
05 Jan 07
|
|
Last Revised:
|
|
09 Nov 10
|
|
53
(195,198)
|
58
|
|
|
|
|
Brunnermeier, Markus K.
Princeton University - Department of Economics Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Brunnermeier, Markus K.
Princeton University - Department of Economics Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics
|
|
4
|
58
|
|
| |
|
| |
Behavioural finance, housing, inflation illusion, interest rate, money illusion, mortgages, real estate
|
|
|
|
|
|
|
Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics Brunnermeier, Markus K.
Princeton University - Department of Economics
|
|
49
|
58
|
|
| |
|
| |
|
|
|
|
|
|
5.
|
|
|
Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics Parker, Jonathan A.
Kellogg School of Management
|
|
36
(228,481)
|
113
|
|
| |
|
| |
|
|
|
6.
|
|
|
Bucchianeri, Grace Wong
University of Pennsylvania - Real Estate Department Julliard, Christian
London School of Economics & Political Science (LSE) - Department of Economics
|
|
19
(278,725)
|
|
|
| |
|
| |
International housing markets, Housing risk premium, politics, zoning
|
|
