Philippe Mueller

Contact Details:

Warwick Business School
Finance Group
University of Warwick
Gibbet Hill Road
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
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