Philippe Mueller






Contact Details:


London School of Economics
Department of Finance
Houghton Street
London, WC2A 2AE
United Kingdom


Email:    p dot mueller at lse dot ac dot uk
Phone:  +44 20 7955 7012 

Curriculum Vitae is available [here]







Refereed Publications:

Mortgage Risk and the Yield Curve
    Joint with Aytek Malkhozov, Andrea Vedolin and Gyuri Venter
    Review of Financial Studies, 2016 [Link]
    This version: January 2016
            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


Working Papers [SSRN site]
:

Exchange Rates and Monetary Policy Uncertainty

    Joint with Alireza Tahbaz-Salehi and Andrea Vedolin
    This version: December 2015

International Correlation Risk   
    Joint with Andreas Stathopoulos and Andrea Vedolin
    This version: January 2016
             Online Appendix

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

Bond Variance Risk Premiums
    Joint with Andrea Vedolin and Hoyong Choi
    This version: May 2015
            Online Appendix


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


Work in Progress:

Asset Pricing with Fiscal Uncertainty
    Joint with Paolo Porchia and Andrea Vedolin

Tracing the Real Effects of Lending Supply Shocks
    Joint with Rainer Haselmann and Vikrant Vig




Last modified: April 2016