Carolin E. Pflueger

University of Chicago - Harris School of 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 School of Public Policy

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

15

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4,847

SSRN CITATIONS
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SSRN RANKINGS

Top 6,216

in Total Papers Citations

172

CROSSREF CITATIONS

40

Scholarly Papers (15)

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1.

Macroeconomic Drivers of Bond and Equity Risks

Downloads 1,295 ( 23,130)
Citation 38

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: 05 Dec 2019
John Y. Campbell, Carolin E. Pflueger, Carolin E. Pflueger and Luis M. Viceira
Harvard University - Department of Economics, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard Business School - Finance Unit
Downloads 1,262 (23,671)
Citation 38

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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, Carolin E. Pflueger and Luis M. Viceira
Harvard University - Department of Economics, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard Business School - Finance Unit
Downloads 33 (655,115)
Citation 1

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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, Carolin E. Pflueger and Su Wang
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and affiliation not provided to SSRN
Downloads 915 (38,145)
Citation 22

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F Statistic, Heteroskedasticity, Autocorrelation, Clustered, Stata

3.

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

Downloads 554 ( 73,732)
Citation 12

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

Number of pages: 49 Posted: 07 Feb 2017 Last Revised: 13 Jan 2020
Wenxin Du, Carolin E. Pflueger, Carolin E. Pflueger and Jesse Schreger
University of Chicago Booth School of Business, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Columbia University - Columbia Business School, Economics
Downloads 498 (83,252)
Citation 14

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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

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-110
Number of pages: 46 Posted: 28 Aug 2019
Wenxin Du, Carolin E. Pflueger, Carolin E. Pflueger and Jesse Schreger
University of Chicago Booth School of Business, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Columbia University - Columbia Business School, Economics
Downloads 36 (635,753)
Citation 1

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

NBER Working Paper No. w22592
Number of pages: 46 Posted: 07 Sep 2016 Last Revised: 25 Sep 2022
Wenxin Du, Carolin E. Pflueger, Carolin E. Pflueger and Jesse Schreger
University of Chicago Booth School of Business, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard University - Business School (HBS)
Downloads 20 (759,062)

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4.

Financial Market Risk Perceptions and the Macroeconomy

Downloads 508 ( 82,240)
Citation 9

Financial Market Risk Perceptions and the Macroeconomy

Harvard Business School Finance Working Paper No. 17-040
Number of pages: 66 Posted: 22 Nov 2016 Last Revised: 06 Sep 2019
Carolin E. Pflueger, Carolin E. Pflueger, Emil Siriwardane and Adi Sunderam
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University - Business School (HBS)
Downloads 481 (87,086)

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

Financial Market Risk Perceptions and the Macroeconomy

NBER Working Paper No. w26290
Number of pages: 65 Posted: 23 Sep 2019 Last Revised: 02 Nov 2022
Carolin E. Pflueger, Carolin E. Pflueger, Emil Siriwardane and Aditya Sunderam
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 27 (699,308)
Citation 7

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5.

Flexible Prices and Leverage

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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, Carolin E. Pflueger and Michael Weber
Georgetown University, BlackRock, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and University of Chicago - Finance
Downloads 185 (236,115)

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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, Carolin E. Pflueger and Michael Weber
Georgetown University, University of California, Berkeley, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and University of Chicago - Finance
Downloads 92 (401,994)

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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, Carolin E. Pflueger and Michael Weber
Georgetown University, BlackRock, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and University of Chicago - Finance
Downloads 73 (461,815)

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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 Last Revised: 11 Jul 2022
Francesco D'Acunto, Carolin E. Pflueger, Carolin E. Pflueger, Michael Weber and Ryan Liu
Georgetown University, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, University of Chicago - Finance and University of California, Berkeley
Downloads 14 (817,294)

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6.

Inflation Risk in Corporate Bonds

Journal of Finance, Forthcoming
Number of pages: 72 Posted: 15 Mar 2012 Last Revised: 15 Jun 2018
Johnny Kang, Carolin E. Pflueger and Carolin E. Pflueger
BlackRock, Inc and National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy
Downloads 351 (125,879)
Citation 12

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

7.

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

Downloads 271 (165,053)
Citation 14

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, Carolin E. Pflueger and Luis M. Viceira
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard Business School - Finance Unit
Downloads 219 (202,511)
Citation 3

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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 Last Revised: 27 Feb 2022
Carolin E. Pflueger, Carolin E. Pflueger and Luis M. Viceira
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard Business School - Finance Unit
Downloads 52 (548,023)
Citation 6

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8.

Inflation and Asset Returns

Number of pages: 21 Posted: 15 Nov 2022
Anna Cieslak, Carolin E. Pflueger and Carolin E. Pflueger
Duke University - Fuqua School of Business and National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy
Downloads 211 (218,650)

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inflation, risk premia, expectations

9.

Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion

Downloads 155 (274,129)

Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-138
Number of pages: 81 Posted: 30 Sep 2020
Carolin E. Pflueger, Carolin E. Pflueger and Gianluca Rinaldi
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard University, Department of Economics
Downloads 140 (298,332)

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Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion

NBER Working Paper No. w27856
Number of pages: 81 Posted: 28 Sep 2020 Last Revised: 13 Aug 2022
Carolin E. Pflueger, Carolin E. Pflueger and Gianluca Rinaldi
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard University, Department of Economics
Downloads 15 (806,938)

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10.

What Do Treasury Bond Risks Say about Supply and Demand Shocks?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 102, 2022
Number of pages: 49 Posted: 03 Aug 2022 Last Revised: 28 Aug 2022
Carolin E. Pflueger and Carolin E. Pflueger
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy
Downloads 59 (508,622)

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inflation, risk premia, bond return predictability, stagflation, monetary policy

11.

Inflation-Indexed Bonds and the Expectations Hypothesis

Downloads 48 (557,172)

Inflation-Indexed Bonds and the Expectations Hypothesis

NBER Working Paper No. w16903
Number of pages: 32 Posted: 28 Mar 2011 Last Revised: 09 Sep 2022
Carolin E. Pflueger, Carolin E. Pflueger and Luis M. Viceira
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard Business School - Finance Unit
Downloads 48 (567,735)
Citation 4

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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, Carolin E. Pflueger and Luis M. Viceira
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard Business School - Finance Unit

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12.

A Measure of Risk Appetite for the Macroeconomy

NBER Working Paper No. w24529
Number of pages: 55 Posted: 23 Apr 2018 Last Revised: 09 Jan 2022
Carolin E. Pflueger, Carolin E. Pflueger, Emil Siriwardane and Aditya Sunderam
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy, Harvard Business School - Finance Unit and Harvard University
Downloads 46 (566,847)

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13.

Perceptions about Monetary Policy

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2022-130
Number of pages: 71 Posted: 21 Sep 2022
Michael D. Bauer, Carolin E. Pflueger, Carolin E. Pflueger and Adi Sunderam
University of Hamburg, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard University - Business School (HBS)
Downloads 36 (620,956)

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14.

Doubling Down on Debt: Limited Liability as a Financial Friction

Downloads 31 (651,872)

Doubling Down on Debt: Limited Liability as a Financial Friction

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-122
Number of pages: 71 Posted: 08 Sep 2020
Jesse Perla, Carolin E. Pflueger, Carolin E. Pflueger and Michal Szkup
University of British Columbia (UBC), National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and University of British Columbia - Department of Economics
Downloads 25 (715,658)

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Doubling Down on Debt: Limited Liability as a Financial Friction

NBER Working Paper No. w27747
Number of pages: 71 Posted: 31 Aug 2020 Last Revised: 26 Oct 2022
Jesse Perla, Carolin E. Pflueger, Carolin E. Pflueger and Michael Szkup
University of British Columbia (UBC), National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and affiliation not provided to SSRN
Downloads 5 (919,682)

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Doubling Down on Debt: Limited Liability as a Financial Friction

CEPR Discussion Paper No. DP15238
Number of pages: 73 Posted: 12 Sep 2020
Jesse Perla, Carolin E. Pflueger, Carolin E. Pflueger and Michael Szkup
University of British Columbia (UBC), National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and affiliation not provided to SSRN
Downloads 1 (978,448)
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Debt overhang, equity payout restrictions, leverage, Overinvestment, underinvestment

15.

Perceptions About Monetary Policy

NBER Working Paper No. w30480
Number of pages: 70 Posted: 19 Sep 2022 Last Revised: 14 Oct 2022
Michael Bauer, Carolin E. Pflueger, Carolin E. Pflueger and Aditya Sunderam
Universität Hamburg, National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and Harvard University
Downloads 3 (909,047)
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