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Details about Philippe Mueller

Homepage:http://personal.lse.ac.uk/muellerp/
Postal address:London School of Economics Department of Finance Houghton Street London WC2A 2AE UK
Workplace:Finance Group, Warwick Business School, University of Warwick, (more information at EDIRC)

Access statistics for papers by Philippe Mueller.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pmu145


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Working Papers

2024

  1. Political uncertainty and currency markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2022

  1. Central bank swap lines: micro-level evidence
    Bank of England working papers, Bank of England Downloads View citations (1)

2021

  1. Foreign Exchange Fixings and Returns Around the Clock
    Staff Working Papers, Bank of Canada Downloads
    See also Journal Article Foreign Exchange Fixings and Returns around the Clock, Journal of Finance, American Finance Association (2024) Downloads (2024)
  2. Market-Based Monetary Policy Uncertainty
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (15)
    Also in Working Papers, Michigan State University, Department of Economics (2019) Downloads View citations (20)
    CESifo Working Paper Series, CESifo (2019) Downloads View citations (18)
    2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (18)

    See also Journal Article Market-Based Monetary Policy Uncertainty, The Economic Journal, Royal Economic Society (2022) Downloads View citations (15) (2022)

2019

  1. Corporate Credit Provision
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (3)

2017

  1. Exchange rates and monetary policy uncertainty
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (72)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (10)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (10)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads

    See also Journal Article Exchange Rates and Monetary Policy Uncertainty, Journal of Finance, American Finance Association (2017) Downloads View citations (83) (2017)
  2. International Illiquidity
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
  3. International correlation risk
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (40)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads View citations (1)
    FMG Discussion Papers, Financial Markets Group Downloads
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (7)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) Downloads View citations (19)

    See also Journal Article International correlation risk, Journal of Financial Economics, Elsevier (2017) Downloads View citations (40) (2017)
  4. Variance Risk Premia on Stocks and Bonds
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

2016

  1. Mortgage risk and the yield curve
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (17)
    Also in BIS Working Papers, Bank for International Settlements (2015) Downloads View citations (17)

    See also Journal Article Mortgage Risk and the Yield Curve, The Review of Financial Studies, Society for Financial Studies (2016) Downloads View citations (17) (2016)

2014

  1. International Liquidity CAPM
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)

2013

  1. Mortgage Hedging in Fixed Income Markets
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads

2012

  1. Bond Variance Risk Premia
    FMG Discussion Papers, Financial Markets Group Downloads View citations (39)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads View citations (6)

2011

  1. Short Run Bond Risk Premia
    FMG Discussion Papers, Financial Markets Group Downloads View citations (12)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads View citations (3)

    See also Journal Article Short-Run Bond Risk Premia, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2019) Downloads (2019)

2008

  1. The Term Structure of Inflation Expectations
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (47)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (18)

    See also Journal Article The term structure of inflation expectations, Journal of Financial Economics, Elsevier (2012) Downloads View citations (105) (2012)

Journal Articles

2024

  1. Foreign Exchange Fixings and Returns around the Clock
    Journal of Finance, 2024, 79, (1), 541-578 Downloads
    See also Working Paper Foreign Exchange Fixings and Returns Around the Clock, Staff Working Papers (2021) Downloads (2021)

2023

  1. Priced risk in corporate bonds
    Journal of Financial Economics, 2023, 150, (2) Downloads View citations (3)

2022

  1. Market-Based Monetary Policy Uncertainty
    The Economic Journal, 2022, 132, (644), 1290-1308 Downloads View citations (15)
    See also Working Paper Market-Based Monetary Policy Uncertainty, Working Paper Series (2021) Downloads View citations (15) (2021)

2019

  1. Short-Run Bond Risk Premia
    Quarterly Journal of Finance (QJF), 2019, 09, (03), 1-34 Downloads
    See also Working Paper Short Run Bond Risk Premia, FMG Discussion Papers (2011) Downloads View citations (12) (2011)

2017

  1. Bond Variance Risk Premiums
    Review of Finance, 2017, 21, (3), 987-1022 Downloads View citations (33)
  2. Exchange Rates and Monetary Policy Uncertainty
    Journal of Finance, 2017, 72, (3), 1213-1252 Downloads View citations (83)
    See also Working Paper Exchange rates and monetary policy uncertainty, LSE Research Online Documents on Economics (2017) Downloads View citations (72) (2017)
  3. International correlation risk
    Journal of Financial Economics, 2017, 126, (2), 270-299 Downloads View citations (40)
    See also Working Paper International correlation risk, LSE Research Online Documents on Economics (2017) Downloads View citations (40) (2017)

2016

  1. Mortgage Risk and the Yield Curve
    The Review of Financial Studies, 2016, 29, (5), 1220-1253 Downloads View citations (17)
    See also Working Paper Mortgage risk and the yield curve, LSE Research Online Documents on Economics (2016) Downloads View citations (17) (2016)

2012

  1. The term structure of inflation expectations
    Journal of Financial Economics, 2012, 106, (2), 367-394 Downloads View citations (105)
    See also Working Paper The Term Structure of Inflation Expectations, 2008 Meeting Papers (2008) Downloads View citations (47) (2008)
 
Page updated 2024-07-19