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] [Link]   
       Online Appendix

The Term Structure of Inflation Expectations
Joint with Mike Chernov
    Journal of Financial Economics, 2012
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: June 2016

International Correlation Risk   
    Joint with Andreas Stathopoulos and Andrea Vedolin
    This version: May 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: June 2016
            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: May 2016