Contact Details: 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 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 |
