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Philippe Mueller

Warwick Business School

Professor of Finance

Coventry CV4 7AL

United Kingdom

  • Warwick Business School

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 5,553

in Total Papers Downloads

6,802

CITATIONS
Rank 8,268

SSRN RANKINGS

Top 8,268

in Total Papers Citations

55

Scholarly Papers (8)

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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 955 (20,170)

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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 (11,681)
Citation 1

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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 (22,295)
Citation 4

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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 (13,535)
Citation 8

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Correlation Risk, Exchange Rates, International Finance

5.

International Illiquidity

Downloads 694 ( 31,657)
Citation 1

International Illiquidity

Number of pages: 59 Posted: 06 Apr 2014 Last Revised: 09 Oct 2017
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, Warwick Business School, Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 662 (33,316)
Citation 1

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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
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, Warwick Business School, Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 32 (423,537)
Citation 1

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Liquidity, Market Frictions, Capital Constraints, International CAPM

6.

Mortgage Risk and the Yield Curve

Downloads 625 ( 36,565)
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
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, Warwick Business School, Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 578 (39,951)
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
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, Warwick Business School, Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 47 (365,413)
Citation 1

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Term structure of interest rates, MBS, supply factor

7.

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 (31,989)
Citation 9

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

8.

The Term Structure of Inflation Expectations

Downloads 343 ( 76,857)
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 334 (78,681)
Citation 31

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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
Downloads 9 (553,060)
Citation 31
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inflation, macro-finance term structure model, monetary policy, survey forecasts