Philippe Mueller

Warwick Business School Finance Group

Professor of Finance

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

SCHOLARLY PAPERS

11

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Top 5,888

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7,841

SSRN CITATIONS
Rank 3,865

SSRN RANKINGS

Top 3,865

in Total Papers Citations

68

CROSSREF CITATIONS

242

Scholarly Papers (11)

1.

Bond Variance Risk Premiums

Number of pages: 58 Posted: 02 Jan 2012 Last Revised: 23 Nov 2016
Hoyong Choi, Philippe Mueller and Andrea Vedolin
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Warwick Business School Finance Group and Boston University - Department of Finance & Economics
Downloads 1,534 (12,390)
Citation 21

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Variance risk premium, Treasury implied volatility, Treasury variance swap

2.

International Correlation Risk

Number of pages: 70 Posted: 03 May 2012 Last Revised: 29 Oct 2016
Philippe Mueller, Andreas Stathopoulos and Andrea Vedolin
Warwick Business School Finance Group, University of Washington and Boston University - Department of Finance & Economics
Downloads 1,366 (14,909)
Citation 22

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Correlation Risk, Exchange Rates, International Finance

3.

Exchange Rates and Monetary Policy Uncertainty

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 20 Dec 2015 Last Revised: 11 Dec 2016
Philippe Mueller, Alireza Tahbaz-Salehi and Andrea Vedolin
Warwick Business School Finance Group, Northwestern University - Kellogg School of Management and Boston University - Department of Finance & Economics
Downloads 1,088 (21,012)
Citation 17

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Monetary Policy, Foreign Exchange, Uncertainty

4.

Short-Run Bond Risk Premia

AFA 2013 San Diego Meetings Paper
Number of pages: 47 Posted: 27 May 2011 Last Revised: 07 Aug 2012
Philippe Mueller, Andrea Vedolin and Hao Zhou
Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Tsinghua University - PBC School of Finance
Downloads 954 (25,442)
Citation 11

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Funding Illiquidity, Funding Risk, and Global Stock Returns

Number of pages: 60 Posted: 06 Apr 2014 Last Revised: 20 Nov 2018
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 783 (33,148)
Citation 4

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Liquidity, Market Frictions, Capital Constraints, International CAPM

International Illiquidity

FRB International Finance Discussion Paper No. 1201
Number of pages: 60 Posted: 26 Mar 2017
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 73 (351,307)

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Liquidity, Market Frictions, Capital Constraints, International CAPM

6.

Credit Spreads and Real Activity

EFA 2008 Athens Meetings Paper
Number of pages: 72 Posted: 24 Mar 2008 Last Revised: 15 Mar 2011
Philippe Mueller
Warwick Business School Finance Group
Downloads 744 (36,083)
Citation 39

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term structure, credit spreads, forecasting, macro-finance, no-arbitrage model, credit conditions

7.
Downloads 677 ( 40,988)
Citation 14

Mortgage Risk and the Yield Curve

The Review of Financial Studies, Forthcoming
Number of pages: 50 Posted: 21 Mar 2013 Last Revised: 23 Jan 2016
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 621 (45,387)
Citation 1

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Term Structure of Interest Rates, MBS, Supply Factor

Mortgage Risk and the Yield Curve

BIS Working Paper No. 532
Number of pages: 53 Posted: 15 Dec 2015
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 56 (404,182)
Citation 3

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Term structure of interest rates, MBS, supply factor

8.
Downloads 358 ( 90,266)
Citation 90

The Term Structure of Inflation Expectations

Number of pages: 56 Posted: 19 Mar 2008 Last Revised: 02 Apr 2009
Mikhail Chernov and Philippe Mueller
UCLA Anderson and Warwick Business School Finance Group
Downloads 349 (92,321)
Citation 27

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inflation expectations, monetary policy, macro-finance, term structure model

The Term Structure of Inflation Expectations

CEPR Discussion Paper No. DP6809
Number of pages: 59 Posted: 12 Jun 2008
Mikhail Chernov and Philippe Mueller
UCLA Anderson and Warwick Business School Finance Group
Downloads 9 (662,385)
Citation 11
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inflation, macro-finance term structure model, monetary policy, survey forecasts

9.
Downloads 157 (203,892)
Citation 3

Market-Based Monetary Policy Uncertainty

WBS Finance Group Research Paper
Number of pages: 52 Posted: 30 Apr 2019 Last Revised: 07 May 2020
Michael Bauer, Aeimit Lakdawala and Philippe Mueller
Universit├Ąt Hamburg, Michigan State University - Department of Economics and Warwick Business School Finance Group
Downloads 139 (225,940)
Citation 4

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Monetary Policy Uncertainty, Federal Reserve, Svent study, Monetary Transmission, Implied Volatility

Market-Based Monetary Policy Uncertainty

CESifo Working Paper No. 7621
Number of pages: 47 Posted: 09 May 2019
Michael Bauer, Aeimit Lakdawala and Philippe Mueller
Universit├Ąt Hamburg, Michigan State University - Department of Economics and Warwick Business School Finance Group
Downloads 18 (595,821)

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monetary policy uncertainty, Federal Reserve, event study, monetary transmission, implied volatility

10.

Foreign Exchange Fixings and Returns Around the Clock

WBS Finance Group Research Paper
Number of pages: 49 Posted: 11 Feb 2020
Ingomar Krohn, Philippe Mueller and Paul Whelan
Copenhagen Business School - Department of Finance, Warwick Business School Finance Group and Copenhagen Business School
Downloads 104 (281,010)

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foreign-exchange, intraday and overnight returns, high-frequency data, corporates, pension funds, insurance companies, intermediation

11.

Corporate Credit Provision

FRB of New York Staff Report No. 895
Number of pages: 53 Posted: 15 Aug 2019
Nina Boyarchenko and Philippe Mueller
Federal Reserve Bank of New York and Warwick Business School Finance Group
Downloads 3 (679,114)

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intermediated credit, leverage cycles, corporate bonds