Philippe Mueller

Warwick Business School Finance Group

Professor of Finance

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

  • Warwick Business School Finance Group

SCHOLARLY PAPERS

11

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8,249

SSRN CITATIONS
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Top 3,767

in Total Papers Citations

108

CROSSREF CITATIONS

247

Scholarly Papers (11)

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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 1,580 (13,469)
Citation 30

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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 North Carolina (UNC) at Chapel Hill and Boston University - Department of Finance & Economics
Downloads 1,400 (16,321)
Citation 31

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Correlation Risk, Exchange Rates, International Finance

3.

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 Finance Group, Northwestern University - Kellogg School of Management and Boston University - Department of Finance & Economics
Downloads 1,118 (22,885)
Citation 20

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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 979 (27,767)
Citation 12

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5.

Funding Illiquidity, Funding Risk, and Global Stock Returns

Downloads 902 ( 31,257)
Citation 3

Funding Illiquidity, Funding Risk, and Global Stock Returns

Number of pages: 60 Posted: 06 Apr 2014 Last Revised: 20 Nov 2018
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 808 (35,801)
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
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 94 (330,875)

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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 766 (39,113)
Citation 41

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

7.

Mortgage Risk and the Yield Curve

Downloads 696 ( 44,537)
Citation 15

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 Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 632 (49,943)
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 Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 64 (414,997)
Citation 4

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Term structure of interest rates, MBS, supply factor

8.

The Term Structure of Inflation Expectations

Downloads 366 ( 98,299)
Citation 96

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 357 (100,360)
Citation 28

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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 (723,251)
Citation 17
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inflation, macro-finance term structure model, monetary policy, survey forecasts

9.

Market-Based Monetary Policy Uncertainty

Downloads 234 (157,295)
Citation 8

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
Universität Hamburg, Wake Forest University - Department of Economics and Warwick Business School Finance Group
Downloads 214 (171,010)
Citation 9

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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
Universität Hamburg, Wake Forest University - Department of Economics and Warwick Business School Finance Group
Downloads 20 (635,939)

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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 205 (179,131)

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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, WBS Finance Group Research Paper
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 (741,937)

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intermediated credit, leverage cycles, corporate bonds