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]

International Correlation Risk   
    Joint with Andreas Stathopoulos and Andrea Vedolin
    This version: August 2016 (R&R at the Journal of Financial Economics)
             Online Appendix

Exchange Rates and Monetary Policy Uncertainty

    Joint with Alireza Tahbaz-Salehi and Andrea Vedolin
    This version: June 2016 (R&R at the Journal of Finance)

International Illiquidity
    Joint with Aytek Malkhozov, Andrea Vedolin and Gyuri Venter
    This version: April 2016 (R&R at the Review of Financial Studies)

Bond Variance Risk Premiums
    Joint with Andrea Vedolin and Hoyong Choi
    This version: June 2016 (conditionally accepted, Review of Finance)
            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:

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: August 2016