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Can rare events explain the equity premium puzzle?

Julliard, Christian (contributor); Ghosh, Anisha (contributor) - 2008

Persistent link: https://www.econbiz.de/10003755193

Can rare events explain the equity premium puzzle?

Ghosh, Anisha; Julliard, Christian - 2012

Persistent link: https://www.econbiz.de/10009526519

Can rare events explain the equity premium puzzle?

Julliard, Christian; Ghosh, Anisha - In: The review of financial studies 25 (2012) 10, pp. 3037-3076

Persistent link: https://www.econbiz.de/10009630177

International comparison of housing risk premia

Julliard, Christian; Bucchianeri, Grace Wong - 2011 - Preliminary version

Persistent link: https://www.econbiz.de/10009409854

Consumption in asset returns

Bryzgalova, Svetlana; Julliard, Christian - 2020

Persistent link: https://www.econbiz.de/10012205744

Consumption in asset returns

Bryzgalova, Svetlana; Julliard, Christian - 2020

Persistent link: https://www.econbiz.de/10012214075

Aggregate risk, asset prices, and international portfolio diversification

Julliard, Christian - 2005

Persistent link: https://www.econbiz.de/10003380227

Consumption risk and the cross section of expected returns

Parker, Jonathan A.; Julliard, Christian - In: Journal of political economy 113 (2005) 1, pp. 185-222

Persistent link: https://www.econbiz.de/10002632172

Consumption risk and the cross-section of expected returns

Parker, Jonathan A.; Julliard, Christian - 2004

Persistent link: https://www.econbiz.de/10002239896

A Comparison of International Residential Housing Risk Premia

Bucchianeri, Grace Wong - 2015

This paper contributes to this debate on the substantial risk-adjusted returns to real estate by first constructing a panel of housing risk premia for 13 OECD countries over a long sample period (1966: Q3 to 2004:Q4), and then exploring the relationship of these risk premia to changes in the...

Persistent link: https://www.econbiz.de/10013037821