Philippe Mueller

Professor of Finance at Warwick Business School

Assistant Professor in Finance at The London School of Economics and Political Science

Schools

  • Warwick Business School
  • The London School of Economics and Political Science

Expertise

Links

Biography

Warwick Business School

Education

  • Doctor of Philosophy - PhD Columbia University - Columbia Business School (2003 — 2008)
  • MBF HEC Lausanne - The Faculty of Business and Economics of the University of Lausanne
  • Lic.rer.pol University of Bern (Official)

Companies

  • Professor of Finance University of Warwick - Warwick Business School (2017)
  • Assistant Professor of Finance The London School of Economics and Political Science (LSE) (2008 — 2017)

Publications

  • Mueller, P., Vedolin, A. and Zhou, H. (2019) "Short-run bond risk premia", Quarterly Journal of Finance, 9, 3, 1950011
  • Mueller, P., Tahbaz-Salehi, A. and Vedolin, A. (2017) "Exchange rates and monetary policy uncertainty", The Journal of Finance , 72, 3, 1213-1252
  • Choi, H., Mueller, P. and Vedolin, A. (2017) "Bond variance risk premiums", Review of Finance, 21, 3, 987-1022, rfw072
  • Mueller, P., Stathopoulos, A. and Vedolin, A. (2017) "International correlation risk", Journal of Financial Economics, 126, 2, 270-299
  • Malkhozov, A., Mueller, P., Vedolin, A. and Venter, G. (2016) "Mortgage risk and the yield curve", Review of Financial Studies, 29, 5, 1220-1253
  • Chernov, M. and Mueller, P. (2012) "The term structure of inflation expectations", Journal of Financial Economics, 106, 2, 367-394

The London School of Economics and Political Science

Experience Keywords

empirical asset pricing; financial econometrics; fixed income; interest rates; macro-finance; monetary policy

Research Summary

Philippe Mueller''s research interests are in the areas of empirical asset pricing and macro-finance, and in topics of financial econometrics and fixed income. In recent work he has investigated the link between asset prices and future economic variables, exploring the relationship between inflation expectations and the yield curve, and the link between credit market conditions, credit spreads and real activity.

Research Countries

Europe; USA

Languages

French [Spoken: Fluent, Written: Fluent]; German [Spoken: Fluent, Written: Fluent]; Italian [Spoken: Intermediate, Written: Basic]

Videos

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