Carolin E. Pflueger

University of Chicago - Harris Public Policy

1155 East 60th Street

Chicago, IL 60637

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of Chicago - Harris Public Policy

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

9

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CITATIONS
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31

Scholarly Papers (9)

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1.

Macroeconomic Drivers of Bond and Equity Risks

Downloads 1,158 ( 17,262)
Citation 8

Macroeconomic Drivers of Bond and Equity Risks

Harvard Business School Finance Working Paper No. 14-031
Number of pages: 55 Posted: 29 Sep 2013 Last Revised: 15 May 2019
John Y. Campbell, Carolin E. Pflueger and Luis M. Viceira
Harvard University - Department of Economics, University of Chicago - Harris Public Policy and Harvard Business School - Finance Unit
Downloads 1,139 (17,342)
Citation 8

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consumption-based habit formation; consumption Euler equation; time-varying risk premia; inflation dynamics; bond-stock correlation

Macroeconomic Drivers of Bond and Equity Risks

NBER Working Paper No. w20070
Number of pages: 56 Posted: 28 Apr 2014
John Y. Campbell, Carolin E. Pflueger and Luis M. Viceira
Harvard University - Department of Economics, University of Chicago - Harris Public Policy and Harvard Business School - Finance Unit
Downloads 19 (543,612)

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2.

A Robust Test for Weak Instruments in Stata

Number of pages: 16 Posted: 05 Nov 2013 Last Revised: 03 Dec 2014
Carolin E. Pflueger and Su Wang
University of Chicago - Harris Public Policy and London School of Economics & Political Science (LSE)
Downloads 551 (48,707)
Citation 2

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F Statistic, Heteroskedasticity, Autocorrelation, Clustered, Stata

3.

A Measure of Risk Appetite for the Macroeconomy

Number of pages: 64 Posted: 22 Nov 2016 Last Revised: 29 Nov 2018
Carolin E. Pflueger, Emil Siriwardane and Adi Sunderam
University of Chicago - Harris Public Policy, Harvard Business School - Finance Unit and Harvard Business School
Downloads 364 (80,724)

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risk-centric business cycles, cross-section of equities, real risk-free rate, real investment

4.

Flexible Prices and Leverage

Downloads 294 (102,445)

Flexible Prices and Leverage

Robert H. Smith School Research Paper No. RHS 2692893
Number of pages: 53 Posted: 24 Nov 2015 Last Revised: 04 Feb 2017
Francesco D'Acunto, Ryan Liu, Carolin E. Pflueger and Michael Weber
Boston College, BlackRock, University of Chicago - Harris Public Policy and University of Chicago - Finance
Downloads 155 (189,479)

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Capital Structure, Nominal Rigidities, Bank Deregulation, Industrial Organization and Finance, Price Setting, Bankruptcy

Flexible Prices and Leverage

CESifo Working Paper Series No. 6317
Number of pages: 77 Posted: 28 Feb 2017
Francesco D'Acunto, Ryan Liu, Carolin E. Pflueger and Michael Weber
Boston College, University of California, Berkeley, University of Chicago - Harris Public Policy and University of Chicago - Finance
Downloads 80 (306,361)

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capital structure, nominal rigidities, bank deregulation, industrial organization and finance, price setting, bankruptcy

Flexible Prices and Leverage

Robert H. Smith School Research Paper No. RHS 2901025
Number of pages: 83 Posted: 19 Jan 2017 Last Revised: 03 Apr 2017
Francesco D'Acunto, Ryan Liu, Carolin E. Pflueger and Michael Weber
Boston College, BlackRock, University of Chicago - Harris Public Policy and University of Chicago - Finance
Downloads 49 (396,370)

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Capital Structure, Nominal Rigidities, Bank Deregulation, Industrial Organization and Finance, Price Setting, Bankruptcy

Flexible Prices and Leverage

NBER Working Paper No. w23066
Number of pages: 51 Posted: 23 Jan 2017
Francesco D'Acunto, Carolin E. Pflueger, Michael Weber and Ryan Liu
Boston College, University of Chicago - Harris Public Policy, University of Chicago - Finance and University of California, Berkeley
Downloads 10 (603,555)

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5.

Inflation Risk in Corporate Bonds

Journal of Finance, Forthcoming
Number of pages: 72 Posted: 15 Mar 2012 Last Revised: 15 Jun 2018
Johnny Kang and Carolin E. Pflueger
BlackRock, Inc and University of Chicago - Harris Public Policy
Downloads 279 (108,357)
Citation 1

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Inflation Volatility, Nominal-Real Correlation, International Credit Spreads, Corporate Default, Capital Structure, Leverage

6.

Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity

Downloads 250 (121,470)
Citation 9

Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity

Number of pages: 50 Posted: 15 Mar 2011 Last Revised: 27 Sep 2013
Carolin E. Pflueger and Luis M. Viceira
University of Chicago - Harris Public Policy and Harvard Business School - Finance Unit
Downloads 202 (149,322)
Citation 2

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Term structure, Real interest rate risk, Inflation risk, Inflation-Indexed Bonds

Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity

NBER Working Paper No. w16892
Number of pages: 50 Posted: 21 Mar 2011
Carolin E. Pflueger and Luis M. Viceira
University of Chicago - Harris Public Policy and Harvard Business School - Finance Unit
Downloads 48 (400,088)
Citation 1

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7.

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy

Downloads 52 (379,670)

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy

Number of pages: 45 Posted: 07 Feb 2017 Last Revised: 21 Aug 2019
Wenxin Du, Carolin E. Pflueger and Jesse Schreger
University of Chicago Booth School of Business, University of Chicago - Harris Public Policy and Columbia University - Columbia Business School
Downloads 40 (431,079)

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local currency debt, bond betas, inflation cyclicality, bond risk premia, inflation commitment

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy

NBER Working Paper No. w22592
Number of pages: 46 Posted: 07 Sep 2016
Wenxin Du, Carolin E. Pflueger and Jesse Schreger
University of Chicago Booth School of Business, University of Chicago - Harris Public Policy and Harvard Business School
Downloads 12 (589,817)

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8.

Inflation-Indexed Bonds and the Expectations Hypothesis

Downloads 37 (434,369)

Inflation-Indexed Bonds and the Expectations Hypothesis

NBER Working Paper No. w16903
Number of pages: 32 Posted: 28 Mar 2011
Carolin E. Pflueger and Luis M. Viceira
University of Chicago - Harris Public Policy and Harvard Business School - Finance Unit
Downloads 37 (444,125)

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Inflation-Indexed Bonds and the Expectations Hypothesis

Annual Review of Financial Economics, Vol. 3, pp. 139-158, 2011
Posted: 10 Jan 2012
Carolin E. Pflueger and Luis M. Viceira
University of Chicago - Harris Public Policy and Harvard Business School - Finance Unit

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9.

A Measure of Risk Appetite for the Macroeconomy

NBER Working Paper No. w24529
Number of pages: 55 Posted: 23 Apr 2018
Carolin E. Pflueger, Emil Siriwardane and Aditya Sunderam
University of Chicago - Harris Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 11 (572,836)
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