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:

Exchange Rates and Monetary Policy Uncertainty
    Joint with Alireza Tahbaz-Salehi and Andrea Vedolin
    Forthcoming, Journal of Finance, 2016

International Correlation Risk   
    Joint with Andreas Stathopoulos and Andrea Vedolin
    Forthcoming, Journal of Financial Economics, 2016
             Online Appendix

Bond Variance Risk Premiums
   
Joint with Andrea Vedolin and Hoyong Choi
    Forthcoming, Review of Finance, 2016
            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: April 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


Work in Progress:

Variance Risk Premia on Stocks and Bonds
    Joint with Petar Sabchevtsky, Andrea Vedolin and Paul Whelan

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: October 2016