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Philippe Mueller

London School of Economics & Political Science (LSE) - Department of Finance

Houghton Street

London, WC2A 2AE

United Kingdom

  • London School of Economics & Political Science (LSE) - Department of Finance

SCHOLARLY PAPERS

9

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Rank 5,468

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Top 5,468

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6,366

CITATIONS
Rank 8,204

SSRN RANKINGS

Top 8,204

in Total Papers Citations

56

Scholarly Papers (9)

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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
London School of Economics & Political Science (LSE) - Department of Finance, Columbia University - Columbia Business School and London School of Economics and Political Science
Downloads 831 (22,324)

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), London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics and Political Science
Downloads 822 (12,361)

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
London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Tsinghua University - PBC School of Finance
Downloads 740 (21,552)
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
London School of Economics & Political Science (LSE) - Department of Finance, University of Washington and London School of Economics and Political Science
Downloads 739 (14,755)
Citation 8

Abstract:

Correlation Risk, Exchange Rates, International Finance

5.

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
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 594 (31,006)
Citation 10

Abstract:

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

6.

International Illiquidity

Downloads 579 ( 36,892)
Citation 1

International Illiquidity

Number of pages: 58 Posted: 06 Apr 2014 Last Revised: 06 Aug 2016
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Copenhagen Business School
Downloads 561 (37,906)
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
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Copenhagen Business School
Downloads 18 (467,814)
Citation 1

Abstract:

Liquidity, Market Frictions, Capital Constraints, International CAPM

7.

Mortgage Risk and the Yield Curve

Downloads 570 ( 37,641)
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, London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Copenhagen Business School
Downloads 530 (40,848)
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
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Copenhagen Business School
Downloads 40 (362,813)
Citation 1

Abstract:

Term structure of interest rates, MBS, supply factor

8.

The Term Structure of Inflation Expectations

Downloads 340 ( 71,080)
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 London School of Economics & Political Science (LSE) - Department of Finance
Downloads 331 (72,836)
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 London School of Economics & Political Science (LSE) - Department of Finance
Downloads 9 (519,199)
Citation 31

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
Philippe Mueller, Petar Sabtchevsky, Andrea Vedolin and Paul Whelan
London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics & Political Science (LSE), London School of Economics and Political Science and Copenhagen Business School
Downloads 0 (118,491)
Citation 1

Abstract:

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

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