Philippe Mueller






Contact Details:


Warwick Business School
Finance Group
University of Warwick
Gibbet Hill Road
Coventry,
CV4 7AL
United Kingdom


Email:    philippe dot mueller at wbs dot ac dot uk
Phone:   +44 24761 50505

Curriculum Vitae is available [here]






Refereed Publications:

Exchange Rates and Monetary Policy Uncertainty
    Joint with Alireza Tahbaz-Salehi and Andrea Vedolin
    Journal of Finance, 2017 [Link]

International Correlation Risk   
    Joint with Andreas Stathopoulos and Andrea Vedolin
    Journal of Financial Economics, 2017 [Link]
             Online Appendix

Bond Variance Risk Premiums
   
Joint with Andrea Vedolin and Hoyong Choi
    Review of Finance, 2
017 [Link]
            Online Appendix
           
Data: Treasury Implied Volatilities (TIV) 1990 - 2012

Mortgage Risk and the Yield Curve
    Joint with Aytek Malkhozov, Andrea Vedolin and Gyuri Venter
    Review of Financial Studies, 2016 [Link] [Link]   
 
       Online Appendix

The Term Structure of Inflation Expectations
    
Joint with Mike Chernov
    Journal of Financial Economics, 2012
[Link]           
            
Online Appendix
            Data: US Real Yields 1971 - 2002


Published Comment
:

Comment on: "Income Inequality and Asset Prices under Redistributive Taxation"
    Journal of Monetary Economics, 2016 [Link]            


Working Papers [SSRN site]
:

International Illiquidity
    Joint with Aytek Malkhozov, Andrea Vedolin and Gyuri Venter
    This version: October 2016

Short-Run Bond Risk Premia
    Joint with Andrea Vedolin and Hao Zhou
    This version: May 2011

Credit Spreads and Real Activity
    This version: July 2009






Last modified: November 2016