Philippe Mueller

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Research interests
Selected papers
Teaching
Lectures/classes
Other webpages

Assistant Professor of Finance

Research interests

Macro-finance
Empirical asset pricing
Fixed income
Financial econometrics

Selected papers

Refereed Publications:

Exchange Rates and Monetary Policy Uncertainty
Joint with Alireza Tahbaz-Salehi and Andrea Vedolin. Forthcoming, Journal of Finance

International Correlation Risk
Joint with Andreas Stathopoulos and Andrea Vedolin. Forthcoming, Journal of Financial Economics

Bond Variance Risk Premiums
Joint with Andrea Vedolin and Hoyong Choi. Forthcoming, Review of Finance

Mortgage Risk and the Yield Curve
Joint with Aytek Malkhozov, Andrea Vedolin and Gyuri Venter, Review of Financial Studies, 2016

The Term Structure of Inflation Expectations
Joint with Mike Chernov, Journal of Financial Economics, 2012

Working Papers:

International Illiquidity
Joint with Aytek Malkhozov, Andrea Vedolin and Gyuri Venter

Credit Spreads and Real Activity

Teaching

Office Hours (internal LSE access only)

Lectures/classes

FM409 Risk Management for Financial Institutions
Current students click here for course information

FM442 Quantitative Methods for Finance and Risk Analysis
Current students click here for course information

Other webpages

LSE Experts

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