Philippe Mueller

Warwick Business School

Professor of Finance

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 5,309

SSRN RANKINGS

Top 5,309

in Total Papers Downloads

6,692

CITATIONS
Rank 8,214

SSRN RANKINGS

Top 8,214

in Total Papers Citations

56

Scholarly Papers (9)

1.

Exchange Rates and Monetary Policy Uncertainty

Journal of Finance, Forthcoming, Columbia Business School Research Paper No. 16-3
Number of pages: 42 Posted: 20 Dec 2015 Last Revised: 11 Dec 2016
Philippe Mueller, Alireza Tahbaz-Salehi and Andrea Vedolin
Warwick Business School, Northwestern University - Kellogg School of Management and Boston University - Department of Finance & Economics
Downloads 897 (20,696)

Abstract:

Monetary Policy, Foreign Exchange, Uncertainty

2.

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 and Boston University - Department of Finance & Economics
Downloads 822 (12,008)

Abstract:

Variance risk premium, Treasury implied volatility, Treasury variance swap

3.

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, Boston University - Department of Finance & Economics and Tsinghua University - PBC School of Finance
Downloads 740 (21,890)
Citation 4

Abstract:

4.

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, University of Washington and Boston University - Department of Finance & Economics
Downloads 739 (14,044)
Citation 8

Abstract:

Correlation Risk, Exchange Rates, International Finance

5.
Downloads 637 ( 33,631)
Citation 1

International Illiquidity

Number of pages: 59 Posted: 06 Apr 2014 Last Revised: 09 Oct 2017
Board of Governors of the Federal Reserve System, Warwick Business School, Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 610 (35,077)
Citation 1

Abstract:

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, Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 27 (428,299)
Citation 1

Abstract:

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
Downloads 594 (31,196)
Citation 10

Abstract:

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

7.
Downloads 590 ( 37,167)
Citation 1

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, Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 549 (40,262)
Citation 1

Abstract:

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, Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 41 (368,909)
Citation 1

Abstract:

Term structure of interest rates, MBS, supply factor

8.
Downloads 341 ( 73,111)
Citation 31

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
Downloads 332 (74,829)
Citation 31

Abstract:

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
Downloads 9 (531,334)
Citation 31
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Abstract:

inflation, macro-finance term structure model, monetary policy, survey forecasts

9.

Variance Risk Premia on Stocks and Bonds

Number of pages: 47 Posted: 05 Jan 2017 Last Revised: 13 Jan 2017
Warwick Business School, London School of Economics & Political Science (LSE), Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 0 (103,446)
Citation 1

Abstract:

Variance Risk Premia, Implied Volatility, Realized Volatility, Covariation, Stocks, Bonds