Philippe Mueller
Personal Details
First Name: | Philippe |
Middle Name: | |
Last Name: | Mueller |
Suffix: | |
RePEc Short-ID: | pmu145 |
| |
https://sites.google.com/view/philippemueller | |
Finance Group, Room 2.106 Warwick Business School Gibbet Hill Road University of Warwick Coventry, CV4 7AL United Kingdom | |
+44 24 765 75220 | |
Terminal Degree: | 2008 Finance and Economics Department; Graduate School of Business; Columbia University (from RePEc Genealogy) |
Affiliation
Finance Group
Warwick Business School
University of Warwick
Coventry, United Kingdomhttp://www.wbs.ac.uk/faculty/subjects/fin.cfm
RePEc:edi:afwbsuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Markus Leippold & Felix Matthys & Philippe Mueller & Michal Svaton, 2024. "Political uncertainty and currency markets," Swiss Finance Institute Research Paper Series 24-13, Swiss Finance Institute.
- Ferrara, Gerardo & Mueller, Philippe & Viswanath-Natraj, Ganesh & Wang, Junxuan, 2022. "Central bank swap lines: micro-level evidence," Bank of England working papers 977, Bank of England.
- Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021.
"Foreign Exchange Fixings and Returns Around the Clock,"
Staff Working Papers
21-48, Bank of Canada.
- Ingomar Krohn & Philippe Mueller & Paul Whelan, 2024. "Foreign Exchange Fixings and Returns around the Clock," Journal of Finance, American Finance Association, vol. 79(1), pages 541-578, February.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019.
"Market-based monetary policy uncertainty,"
CESifo Working Paper Series
7621, CESifo.
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Lakdawala, Aeimit & Bauer, Michael & Mueller, Philippe, 2019. "Market-Based Monetary Policy Uncertainty," Working Papers 2019-2, Michigan State University, Department of Economics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Nina Boyarchenko & Leonardo Elias & Philippe Mueller, 2019. "Corporate Credit Provision," Staff Reports 895, Federal Reserve Bank of New York.
- Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2017. "International Illiquidity," International Finance Discussion Papers 1201, Board of Governors of the Federal Reserve System (U.S.).
- Petar Sabtchevsky & Paul Whelan & Andrea Vedolin & Philippe Mueller, 2017. "Variance Risk Premia on Stocks and Bonds," 2017 Meeting Papers 1161, Society for Economic Dynamics.
- Mueller, Philippe & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2016.
"Exchange rates and monetary policy uncertainty,"
LSE Research Online Documents on Economics
118998, London School of Economics and Political Science, LSE Library.
- Philippe Mueller & Alireza Tahbaz-Salehi & Andrea Vedolin, 2017. "Exchange Rates and Monetary Policy Uncertainty," Journal of Finance, American Finance Association, vol. 72(3), pages 1213-1252, June.
- Mueller, Philippe & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2017. "Exchange rates and monetary policy uncertainty," LSE Research Online Documents on Economics 77256, London School of Economics and Political Science, LSE Library.
- Andrea Vedolin & Alireza Tahbaz-Salehi & Philippe Mueller, 2016. "Exchange Rates and Monetary Policy Uncertainty," 2016 Meeting Papers 138, Society for Economic Dynamics.
- Mueller, Philippe & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2016. "Exchange rates and monetary policy uncertainty," LSE Research Online Documents on Economics 66043, London School of Economics and Political Science, LSE Library.
- Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2015.
"Mortgage risk and the yield curve,"
BIS Working Papers
532, Bank for International Settlements.
- Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2016. "Mortgage Risk and the Yield Curve," The Review of Financial Studies, Society for Financial Studies, vol. 29(5), pages 1220-1253.
- Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2016. "Mortgage risk and the yield curve," LSE Research Online Documents on Economics 64915, London School of Economics and Political Science, LSE Library.
- Philippe Mueller & Gyuri Venter & Andrea Vedolin & Aytek Malkhozov, 2014. "International Liquidity CAPM," 2014 Meeting Papers 1165, Society for Economic Dynamics.
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2013.
"International correlation risk,"
LSE Research Online Documents on Economics
43087, London School of Economics and Political Science, LSE Library.
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017. "International correlation risk," Journal of Financial Economics, Elsevier, vol. 126(2), pages 270-299.
- Andreas Stathopoulos & Andrea Vedolin & Philippe Mueller, 2012. "International Correlation Risk," 2012 Meeting Papers 818, Society for Economic Dynamics.
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2014. "International correlation risk," LSE Research Online Documents on Economics 60955, London School of Economics and Political Science, LSE Library.
- Philippe Mueller & Andreas Stathopoulos & Andrea Vedolin, "undated". "International Correlation Risk," FMG Discussion Papers dp716, Financial Markets Group.
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017. "International correlation risk," LSE Research Online Documents on Economics 84140, London School of Economics and Political Science, LSE Library.
- Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2013.
"Mortgage hedging in fixed income markets,"
LSE Research Online Documents on Economics
119032, London School of Economics and Political Science, LSE Library.
- Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2013. "Mortgage Hedging in Fixed Income Markets," FMG Discussion Papers dp722, Financial Markets Group.
- Mueller, Philippe & Vedolin, Andrea & Yen, Yu-Min, 2012.
"Bond variance risk premia,"
LSE Research Online Documents on Economics
119053, London School of Economics and Political Science, LSE Library.
- Philippe Mueller & Andrea Vedolin & Yu-min Yen, 2012. "Bond Variance Risk Premia," FMG Discussion Papers dp699, Financial Markets Group.
- Mueller, Philippe & Vedolin, Andrea & Zhou, Hao, 2011.
"Short run bond risk premia,"
LSE Research Online Documents on Economics
119065, London School of Economics and Political Science, LSE Library.
- Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019. "Short-Run Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 1-34, September.
- Philippe Mueller & Andrea Vedolin & Hao Zhou, 2011. "Short Run Bond Risk Premia," FMG Discussion Papers dp686, Financial Markets Group.
- Chernov, Mikhail & Mueller, Philippe, 2008.
"The Term Structure of Inflation Expectations,"
CEPR Discussion Papers
6809, C.E.P.R. Discussion Papers.
- Chernov, Mikhail & Mueller, Philippe, 2012. "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, vol. 106(2), pages 367-394.
- Philippe Mueller & Mikhail Chernov, 2008. "The Term Structure of Inflation Expectations," 2008 Meeting Papers 346, Society for Economic Dynamics.
Articles
- Ingomar Krohn & Philippe Mueller & Paul Whelan, 2024.
"Foreign Exchange Fixings and Returns around the Clock,"
Journal of Finance, American Finance Association, vol. 79(1), pages 541-578, February.
- Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021. "Foreign Exchange Fixings and Returns Around the Clock," Staff Working Papers 21-48, Bank of Canada.
- Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023. "Priced risk in corporate bonds," Journal of Financial Economics, Elsevier, vol. 150(2).
- Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022.
"Market-Based Monetary Policy Uncertainty,"
The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
- Aeimit Lakdawala & Michael Bauer & Philippe Mueller, 2019. "Market-Based Monetary Policy Uncertainty," 2019 Meeting Papers 1403, Society for Economic Dynamics.
- Lakdawala, Aeimit & Bauer, Michael & Mueller, Philippe, 2019. "Market-Based Monetary Policy Uncertainty," Working Papers 2019-2, Michigan State University, Department of Economics.
- Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller, 2021. "Market-Based Monetary Policy Uncertainty," Working Paper Series 2019-12, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019. "Market-based monetary policy uncertainty," CESifo Working Paper Series 7621, CESifo.
- Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019.
"Short-Run Bond Risk Premia,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 1-34, September.
- Philippe Mueller & Andrea Vedolin & Hao Zhou, 2011. "Short Run Bond Risk Premia," FMG Discussion Papers dp686, Financial Markets Group.
- Mueller, Philippe & Vedolin, Andrea & Zhou, Hao, 2011. "Short run bond risk premia," LSE Research Online Documents on Economics 119065, London School of Economics and Political Science, LSE Library.
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017.
"International correlation risk,"
Journal of Financial Economics, Elsevier, vol. 126(2), pages 270-299.
- Andreas Stathopoulos & Andrea Vedolin & Philippe Mueller, 2012. "International Correlation Risk," 2012 Meeting Papers 818, Society for Economic Dynamics.
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2014. "International correlation risk," LSE Research Online Documents on Economics 60955, London School of Economics and Political Science, LSE Library.
- Philippe Mueller & Andreas Stathopoulos & Andrea Vedolin, "undated". "International Correlation Risk," FMG Discussion Papers dp716, Financial Markets Group.
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017. "International correlation risk," LSE Research Online Documents on Economics 84140, London School of Economics and Political Science, LSE Library.
- Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2013. "International correlation risk," LSE Research Online Documents on Economics 43087, London School of Economics and Political Science, LSE Library.
- Hoyong Choi & Philippe Mueller & Andrea Vedolin, 2017. "Bond Variance Risk Premiums," Review of Finance, European Finance Association, vol. 21(3), pages 987-1022.
- Philippe Mueller & Alireza Tahbaz-Salehi & Andrea Vedolin, 2017.
"Exchange Rates and Monetary Policy Uncertainty,"
Journal of Finance, American Finance Association, vol. 72(3), pages 1213-1252, June.
- Mueller, Philippe & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2017. "Exchange rates and monetary policy uncertainty," LSE Research Online Documents on Economics 77256, London School of Economics and Political Science, LSE Library.
- Andrea Vedolin & Alireza Tahbaz-Salehi & Philippe Mueller, 2016. "Exchange Rates and Monetary Policy Uncertainty," 2016 Meeting Papers 138, Society for Economic Dynamics.
- Mueller, Philippe & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2016. "Exchange rates and monetary policy uncertainty," LSE Research Online Documents on Economics 66043, London School of Economics and Political Science, LSE Library.
- Mueller, Philippe & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2016. "Exchange rates and monetary policy uncertainty," LSE Research Online Documents on Economics 118998, London School of Economics and Political Science, LSE Library.
- Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2016.
"Mortgage Risk and the Yield Curve,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(5), pages 1220-1253.
- Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2016. "Mortgage risk and the yield curve," LSE Research Online Documents on Economics 64915, London School of Economics and Political Science, LSE Library.
- Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2015. "Mortgage risk and the yield curve," BIS Working Papers 532, Bank for International Settlements.
- Chernov, Mikhail & Mueller, Philippe, 2012.
"The term structure of inflation expectations,"
Journal of Financial Economics, Elsevier, vol. 106(2), pages 367-394.
- Philippe Mueller & Mikhail Chernov, 2008. "The Term Structure of Inflation Expectations," 2008 Meeting Papers 346, Society for Economic Dynamics.
- Chernov, Mikhail & Mueller, Philippe, 2008. "The Term Structure of Inflation Expectations," CEPR Discussion Papers 6809, C.E.P.R. Discussion Papers.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IFN: International Finance (15) 2013-06-09 2015-02-28 2016-02-29 2016-04-30 2016-07-23 2017-03-26 2017-11-26 2019-02-25 2019-04-22 2019-04-29 2019-05-13 2019-10-07 2021-10-25 2022-06-20 2024-03-25. Author is listed
- NEP-MON: Monetary Economics (9) 2008-04-29 2016-04-30 2016-07-23 2017-11-26 2019-04-22 2019-04-29 2019-05-13 2019-10-07 2022-06-20. Author is listed
- NEP-CBA: Central Banking (7) 2008-04-29 2016-04-30 2016-07-23 2017-11-26 2019-04-22 2019-04-29 2022-06-20. Author is listed
- NEP-MAC: Macroeconomics (5) 2008-04-29 2019-04-22 2019-04-29 2019-05-13 2022-06-20. Author is listed
- NEP-OPM: Open Economy Macroeconomics (5) 2013-06-09 2016-04-30 2016-07-23 2017-11-26 2019-02-25. Author is listed
- NEP-FMK: Financial Markets (3) 2012-04-10 2012-04-10 2013-08-16
- NEP-UPT: Utility Models and Prospect Theory (3) 2012-04-10 2012-04-10 2013-06-09
- NEP-URE: Urban and Real Estate Economics (2) 2013-08-16 2015-12-20
- NEP-CFN: Corporate Finance (1) 2019-11-11
- NEP-DGE: Dynamic General Equilibrium (1) 2013-06-09
- NEP-FOR: Forecasting (1) 2008-04-29
- NEP-MST: Market Microstructure (1) 2021-10-25
- NEP-ORE: Operations Research (1) 2021-10-25
- NEP-POL: Positive Political Economics (1) 2024-03-25
- NEP-RMG: Risk Management (1) 2017-12-11
- NEP-SPO: Sports and Economics (1) 2013-08-16
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