Details about Philippe Mueller

Access statistics for papers by Philippe Mueller.

Last updated 2025-02-27. Update your information in the RePEc Author Service.

Short-id: pmu145

Working Papers

2024

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

2022

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

2021

3. Foreign Exchange Fixings and Returns Around the Clock
   Staff Working Papers, Bank of Canada
   See also Journal Article Foreign Exchange Fixings and Returns around the Clock, Journal of Finance, American Finance Association (2024) View citations (1) (2024)
4. Market-Based Monetary Policy Uncertainty
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (15)
   Also in CESifo Working Paper Series, CESifo (2019) View citations (18)
   2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (18)
   See also Journal Article Market-Based Monetary Policy Uncertainty, The Economic Journal, Royal Economic Society (2022) View citations (23) (2022)

2019

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

2017

6. Exchange rates and monetary policy uncertainty
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (72)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (10)
   2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (10)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
   See also Journal Article Exchange Rates and Monetary Policy Uncertainty, Journal of Finance, American Finance Association (2017) View citations (95) (2017)
7. International Illiquidity
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
8. International correlation risk
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (44)
   Also in FMG Discussion Papers, Financial Markets Group
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (1)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) View citations (19)
   2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (8)
   See also Journal Article International correlation risk, Journal of Financial Economics, Elsevier (2017) View citations (44) (2017)
9. Variance Risk Premia on Stocks and Bonds
   2017 Meeting Papers, Society for Economic Dynamics View citations (4)

2016

10. Mortgage risk and the yield curve
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (17)
    Also in BIS Working Papers, Bank for International Settlements (2015) View citations (17)
    See also Journal Article Mortgage Risk and the Yield Curve, The Review of Financial Studies, Society for Financial Studies (2016) View citations (19) (2016)

2014

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

2013

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

2012

13. Bond Variance Risk Premia
    FMG Discussion Papers, Financial Markets Group View citations (37)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) View citations (6)

2011

14. Short Run Bond Risk Premia
    FMG Discussion Papers, Financial Markets Group View citations (11)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (3)
    See also Journal Article Short-Run Bond Risk Premia, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2019) View citations (2) (2019)

2008

15. The Term Structure of Inflation Expectations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (18)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (47)
    See also Journal Article The term structure of inflation expectations, Journal of Financial Economics, Elsevier (2012) View citations (111) (2012)

Journal Articles

2024

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

2023

2. Priced risk in corporate bonds
   Journal of Financial Economics, 2023, 150, (2) View citations (8)

2022

3. Market-Based Monetary Policy Uncertainty
   The Economic Journal, 2022, 132, (644), 1290-1308 View citations (23)
   See also Working Paper Market-Based Monetary Policy Uncertainty, Working Paper Series (2021) View citations (15) (2021)

2019

4. Short-Run Bond Risk Premia
   Quarterly Journal of Finance (QJF), 2019, 09, (03), 1-34 View citations (2)
   See also Working Paper Short Run Bond Risk Premia, FMG Discussion Papers (2011) View citations (11) (2011)

2017

5. Bond Variance Risk Premiums
   Review of Finance, 2017, 21, (3), 987-1022 View citations (37)
6. Exchange Rates and Monetary Policy Uncertainty
   Journal of Finance, 2017, 72, (3), 1213-1252 View citations (95)
   See also Working Paper Exchange rates and monetary policy uncertainty, LSE Research Online Documents on Economics (2017) View citations (72) (2017)
7. International correlation risk
   Journal of Financial Economics, 2017, 126, (2), 270-299 View citations (44)
   See also Working Paper International correlation risk, LSE Research Online Documents on Economics (2017) View citations (44) (2017)

2016

8. Mortgage Risk and the Yield Curve
   The Review of Financial Studies, 2016, 29, (5), 1220-1253 View citations (19)
   See also Working Paper Mortgage risk and the yield curve, LSE Research Online Documents on Economics (2016) View citations (17) (2016)

2012

9. The term structure of inflation expectations
   Journal of Financial Economics, 2012, 106, (2), 367-394 View citations (111)
   See also Working Paper The Term Structure of Inflation Expectations, CEPR Discussion Papers (2008) View citations (18) (2008)