C. Julliard

Economics and Econometrics · 2005–2008

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 33 citations into it; #4,714 of 23,481 by trust here, #5,336 by citations
• Finance — 26 citations into it; #2,218 of 10,518 by trust here, #2,099 by citations
• Statistics and Probability — 5 citations into it

Whom C. Julliard trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert J. Barro
2. Y. Kitamura
3. Susanne M. Schennach
4. Nicole A. Lazar
5. Whitney K. Newey
6. Lars Peter Hansen
7. Richard H. Thaler
8. Richard J. Smith
9. A. Maddison
10. François Gourio

Who trusts C. Julliard overall

1. Craig Burnside
2. François Gourio
3. Hengjie Ai
4. Timothy M. Christensen
5. Ravi Bansal
6. Christopher J. Malloy
7. Marco Di Maggio
8. Nikolay Gospodinov
9. Xavier Gabaix
10. Sydney C. Ludvigson

Papers from C. Julliard's perspective

Ordered by how strongly the researchers C. Julliard trusts endorse each paper. Same corpus, a different order for every researcher.

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
3. The Equity Premium Puzzle
4. Disasters and Recoveries
5. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
6. Empirical Likelihood Methods in Econometrics: Theory and Practice
7. Bayesian exponentially tilted empirical likelihood
8. Rare Disasters and Asset Markets in the Twentieth Century
9. The world economy : historical statistics = L'économie mondiale : statistiques historiques
10. The 6D Bias and the Equity-Premium Puzzle (NBER macroeconomics annual)

Their papers

• Consumption Risk and the Cross Section of Expected Returns (2005) — 576 citations
• Can Rare Events Explain the Equity Premium Puzzle (2008) — 156 citations