Philippe Mueller

Warwick Business School Finance Group

Professor of Finance

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 6,574

SSRN RANKINGS

Top 6,574

in Total Papers Downloads

8,437

SSRN CITATIONS
Rank 3,800

SSRN RANKINGS

Top 3,800

in Total Papers Citations

112

CROSSREF CITATIONS

249

Scholarly Papers (11)

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 1,607 (13,739)
Citation 30

Abstract:

Loading...

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 1,408 (16,927)
Citation 31

Abstract:

Loading...

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 1,125 (23,643)
Citation 23

Abstract:

Loading...

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 SUSTech Business School
Downloads 985 (28,651)
Citation 12

Abstract:

Loading...

Funding Illiquidity, Funding Risk, and Global Stock Returns

Number of pages: 60 Posted: 06 Apr 2014 Last Revised: 20 Nov 2018
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 821 (36,453)
Citation 4

Abstract:

Loading...

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 Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 99 (330,051)

Abstract:

Loading...

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 772 (40,291)
Citation 41

Abstract:

Loading...

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

7.
Downloads 697 ( 46,195)
Citation 17

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 Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 632 (51,919)
Citation 1

Abstract:

Loading...

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 Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 65 (424,665)
Citation 6

Abstract:

Loading...

Term structure of interest rates, MBS, supply factor

8.
Downloads 368 (101,218)
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 359 (103,324)
Citation 28

Abstract:

Loading...

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 (747,034)
Citation 17
  • Add to Cart

Abstract:

Loading...

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

9.

Foreign Exchange Fixings and Returns Around the Clock

Number of pages: 57 Posted: 11 Feb 2020 Last Revised: 24 May 2021
Ingomar Krohn, Philippe Mueller and Paul Whelan
Bank of Canada, Warwick Business School Finance Group and Copenhagen Business School
Downloads 278 (137,128)

Abstract:

Loading...

foreign-exchange, fixings, high-frequency returns, intermediation.

10.
Downloads 274 (139,221)
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
Universit├Ąt Hamburg, Wake Forest University - Department of Economics and Warwick Business School Finance Group
Downloads 253 (150,346)
Citation 9

Abstract:

Loading...

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
Universit├Ąt Hamburg, Wake Forest University - Department of Economics and Warwick Business School Finance Group
Downloads 21 (648,765)

Abstract:

Loading...

monetary policy uncertainty, Federal Reserve, event study, monetary transmission, implied volatility

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 (765,467)

Abstract:

Loading...

intermediated credit, leverage cycles, corporate bonds