Christian Julliard

@Chris_Julliard

I think, read, write, teach (and take photos). Associate Professor @LSEFinance. I study the interaction between financial markets and the macroeconomy.

London christianjulliard.net Joined September 2014

746 Following 1.1K Followers 800 Posts

Latest posts 5

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Christian Julliard @Chris_Julliard Mar 13

🚨 New paper: "Factor Identity" w/ Jiantao Huang & @rlx_shi

The factor zoo has hundreds of animals. We show they belong to just a handful of species.

We introduce factor identities — groups of factors that tell the same pricing story — and a Bayesian method to find them 🧵

Christian Julliard @Chris_Julliard May 15

Clearly very behavioral, but even in the digital age I have a utility kick from seeing papers finally in "print." (w. @SBryzgalova and Jiantao Huang)
doi.org/10.1111/jofi.7…

Christian Julliard @Chris_Julliard Jun 17, 2025

🚨 "Consumption in Asset Returns" (w. @SBryzgalova & Jiantao Huang) forthcoming @JofFinance
We use asset returns to uncover the elusive dynamics of consumption.
Turns out, financial markets know a lot about future consumption—and it matters for both macro & asset pricing🧵👇1/n

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Christian Julliard @Chris_Julliard Mar 14

Chris was a giant indeed—one of the sharpest minds, an incredibly kind human being driven by unbending intellectual integrity.
He truly changed how many of us think about economics and inference.
“Master Yoda”, for many of us that have been his students, will be dearly missed

Markus K. Brunnermeier @MarkusEconomist Mar 14

R.I.P. Christopher Sims (21 Oct. 1942 - 14 March 2026)
- a giant in macroeconomics and one of the finest human beings I have ever met -

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Christian Julliard @Chris_Julliard Jul 1, 2025

A must read. 20 years of USAID avoided an estimated 91 million preventable deaths worldwide.

The 2025 cuts to 83% of its programmes are projected to result in 14 million preventable deaths by 2030.

The Lancet: thelancet.com/journals/lance…

www.thelancet.com Evaluating the impact of two decades of USAID interventions and projecting the effects of defunding... USAID funding has significantly contributed to the reduction in adult and child mortality across low-income and middle-income countries over the past two decades. Our estimates show that, unless the...

Christian Julliard @Chris_Julliard Jun 26, 2025

And obviously @americanair has lost my luggage and it’s providing the worst customer service I have ever experienced

Christian Julliard @Chris_Julliard Jun 26, 2025

My flight to Chicago landed in Milwaukee, leaving me stranded and miss my connection to London. A learning experience: consumer protection in US v EU is (dark) night v day.
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