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:

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: April 2015
             Online Appendix

Mortgage Risk and the Yield Curve

    Joint with Aytek Malkhozov, Andrea Vedolin and Gyuri Venter
    This version: August 2014
            Online Appendix

Policy Announcements in FX Markets
    Joint with Paolo Porchia, and Andrea Vedolin
    This version: October 2014
             Online Appendix

International Illiquidity
    Joint with Aytek Malkhozov, Andrea Vedolin and Gyuri Venter
    This version: January 2015

Bond Variance Risk Premiums
    Joint with Andrea Vedolin and Yu-Min Yen
    This version: September 2013
            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

Interest Rate Risk and Corporate Hedging

Joint with Lorenzo Bretscher, Lukas Schmid and Andrea Vedolin

Tracing the Real Effects of Lending Supply Shocks
    Joint with Rainer Haselmann and Vikrant Vig

Last modified: April 2015