Carolin E. Pflueger

University of British Columbia (UBC) - Division of Finance

2053 Main Mall

Vancouver, BC V6T 1Z2

Canada

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

9

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CITATIONS
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21

Scholarly Papers (9)

1.
Downloads 1,294 ( 14,361)
Citation 27

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 British Columbia (UBC) - Division of Finance and Harvard Business School - Finance Unit
Downloads 1,128 (17,391)
Citation 19

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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

Number of pages: 56 Posted: 25 Aug 2013 Last Revised: 30 Aug 2018
John Y. Campbell, Carolin E. Pflueger and Luis M. Viceira
Harvard University - Department of Economics, University of British Columbia (UBC) - Division of Finance and Harvard Business School - Finance Unit
Downloads 149 (193,813)
Citation 25

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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 British Columbia (UBC) - Division of Finance and Harvard Business School - Finance Unit
Downloads 17 (549,300)

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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 British Columbia (UBC) - Division of Finance and London School of Economics & Political Science (LSE)
Downloads 528 (50,778)
Citation 11

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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 British Columbia (UBC) - Division of Finance, Harvard Business School - Finance Unit and Harvard Business School
Downloads 357 (81,643)

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

4.
Downloads 286 (104,358)

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 British Columbia (UBC) - Division of Finance and University of Chicago - Finance
Downloads 153 (189,516)

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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 British Columbia (UBC) - Division of Finance and University of Chicago - Finance
Downloads 79 (305,212)

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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 British Columbia (UBC) - Division of Finance and University of Chicago - Finance
Downloads 45 (406,301)

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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 British Columbia (UBC) - Division of Finance, University of Chicago - Finance and University of California, Berkeley
Downloads 9 (601,958)

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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 British Columbia (UBC) - Division of Finance
Downloads 276 (108,376)
Citation 17

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

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 British Columbia (UBC) - Division of Finance and Harvard Business School - Finance Unit
Downloads 200 (149,081)

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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 British Columbia (UBC) - Division of Finance and Harvard Business School - Finance Unit
Downloads 47 (398,942)
Citation 7

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

Number of pages: 78 Posted: 07 Feb 2017 Last Revised: 22 Nov 2018
Wenxin Du, Carolin E. Pflueger and Jesse Schreger
University of Chicago Booth School of Business, University of British Columbia (UBC) - Division of Finance and Columbia University - Columbia Business School
Downloads 35 (447,404)
Citation 2

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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: 79 Posted: 07 Sep 2016
Wenxin Du, Carolin E. Pflueger and Jesse Schreger
University of Chicago Booth School of Business, University of British Columbia (UBC) - Division of Finance and Harvard Business School
Downloads 10 (595,277)

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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 British Columbia (UBC) - Division of Finance and Harvard Business School - Finance Unit
Downloads 36 (443,019)

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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 British Columbia (UBC) - Division of Finance 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 British Columbia (UBC) - Division of Finance, Harvard Business School - Finance Unit and Harvard University
Downloads 10 (571,393)
Citation 2
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