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Publications of Christian Julliard

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Academic journals

The spread of COVID-19 in London: Network effects and optimal lockdowns

Journal of Econometrics, 235 (2), 2125-2154

August 2023
Christian Julliard
Ran Shi
Kathy Yuan

Research highlight

Academic journals

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Journal of Finance, 78 (1), 487-557

December 2022
Svetlana Bryzgalova
Jiantao Huang
Christian Julliard

Academic journals

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

Journal of Financial Economics, 141(3), 831-859

September 2021
Edward Denbee
Christian Julliard
Ye Li
Kathy Yuan

Opinion Pieces

How we learned to stop counting cases and worry about network effects instead

The commuter hub was key to the spread of COVID-19 in London. The authors of the article estimate it contributed to over 42% of all London cases. When...

November 2020
Christian Julliard
Ran Shi
Kathy Yuan

Discussion Papers

The Spread of COVID-19 in London: Network Effects and Optimal Lockdowns

We generalise a stochastic version of the workhorse SIR (Susceptible-Infectious- Removed) epidemiological model to account for spatial dynamics...

October 2020
DP 104
Christian Julliard
Ran Shi
Kathy Yuan

Discussion Papers

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

We propose a novel, and simple, Bayesian estimation and model selection procedure for crosssectional asset pricing. Our approach, that allows for both...

January 2020
DP 93
Svetlana Bryzgalova
Jiantao Huang
Christian Julliard

Discussion Papers

Consumption in Asset Returns

Consumption dynamics are hard to measure accurately in the data, yet they are the crucial ingredient of macro-finance asset pricing models. The...

January 2020
DP 92
Svetlana Bryzgalova
Christian Julliard

Discussion Papers

Human Capital and International Portfolio Diversification: A Reappraisal

We study the implications of human capital hedging for international portfolio choice. First, we document that, at the household level, the degree of...

October 2015
DP 48
Lorenzo Bretscher
Christian Julliard
Carlo Rosa

Discussion Papers

Information Asymmetries, Volatility, Liquidity, and the Tobin Tax

We develop a tractable model in which trade is generated by asymmetry in agents' information sets. We show that, even if news are not generated by a...

November 2014
DP 24
Albina Danilova
Christian Julliard

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

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Financial instability transition under heterogeneous investm ...

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Artificial intelligence and stability

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