Details about Philippe Mueller

Access statistics for papers by Philippe Mueller.

Last updated 2016-04-05. Update your information in the RePEc Author Service.

Short-id: pmu145

Working Papers

2021

1. Market-Based Monetary Policy Uncertainty
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (15)

2019

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

2017

3. International Illiquidity
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

2015

4. Mortgage risk and the yield curve
   BIS Working Papers, Bank for International Settlements View citations (17)

2014

5. International Liquidity CAPM
   2014 Meeting Papers, Society for Economic Dynamics View citations (6)
6. International correlation risk
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (19)
   Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (7)
   FMG Discussion Papers, Financial Markets Group

2013

7. Mortgage Hedging in Fixed Income Markets
   FMG Discussion Papers, Financial Markets Group

2012

8. Bond Variance Risk Premia
   FMG Discussion Papers, Financial Markets Group View citations (39)

2011

9. Short Run Bond Risk Premia
   FMG Discussion Papers, Financial Markets Group View citations (12)

2008

10. The Term Structure of Inflation Expectations
    2008 Meeting Papers, Society for Economic Dynamics View citations (47)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (18)
    See also Journal Article in Journal of Financial Economics (2012)

Journal Articles

2012

1. The term structure of inflation expectations
   Journal of Financial Economics, 2012, 106, (2), 367-394 View citations (94)
   See also Working Paper (2008)