Philippe Mueller

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

Houghton Street

London, WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 5,797

SSRN RANKINGS

Top 5,797

in Total Papers Downloads

5,792

CITATIONS
Rank 8,519

SSRN RANKINGS

Top 8,519

in Total Papers Citations

53

Scholarly Papers (9)

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), London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics and Political Science
Downloads 822 (13,690)

Abstract:

Variance risk premium, Treasury implied volatility, Treasury variance swap

2.

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 (21,358)
Citation 5

Abstract:

3.

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 (15,553)
Citation 8

Abstract:

Correlation Risk, Exchange Rates, International Finance

4.

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 718 (26,063)

Abstract:

Monetary Policy, Foreign Exchange, Uncertainty

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 (30,511)
Citation 10

Abstract:

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

6.
Downloads 549 ( 37,557)

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, London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Copenhagen Business School
Downloads 510 (40,734)

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, London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Copenhagen Business School
Downloads 39 (349,253)

Abstract:

Term structure of interest rates, MBS, supply factor

7.
Downloads 337 ( 68,343)
Citation 30

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 328 (69,998)
Citation 30

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 (497,651)
Citation 30

Abstract:

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

8.

International Illiquidity

Number of pages: 58 Posted: 06 Apr 2014 Last Revised: 06 Aug 2016
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 329 (40,763)

Abstract:

Liquidity, Market Frictions, Capital Constraints, International CAPM

9.

Variance Risk Premia on Stocks and Bonds

Number of pages: 47 Posted: 05 Jan 2017 Last Revised: 13 Jan 2017
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 (247,668)

Abstract:

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