Christian Julliard

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Discussion Papers
Oct 2015
DP 48
Lorenzo Bretscher, Christian Julliard and Carlo Rosa
We study the implications of human capital hedging for international portfolio choice. First, we document that, at the household level, the degree of home country bias in equity holdings is increasing in the labor income to financial wealth ratio....
Discussion Papers
Nov 2014
DP 24
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 stochastic volatility process, in the presence of information treatment and/or order processing...