Philippe Mueller : Citation Profile

Are you Philippe Mueller?

University of Warwick

6

H index

6

i10 index

436

Citations

RESEARCH PRODUCTION:

8

Articles

26

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 27
   Journals where Philippe Mueller has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 7 (1.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmu145
   Updated: 2024-11-08    RAS profile: 2024-08-10    
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Relations with other researchers

Works with:

Lakdawala, Aeimit (5)

Bauer, Michael (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe Mueller.

Is cited by:

Chernov, Mikhail (18)

Schrimpf, Andreas (10)

Boyarchenko, Nina (9)

Zin, Stanley (6)

Rudebusch, Glenn (6)

Bauer, Michael (6)

Taylor, Mark (5)

Christensen, Jens (5)

Kroencke, Tim (5)

Nimark, Kristoffer (5)

Schmeling, Maik (5)

Cites to:

Vayanos, Dimitri (18)

Bollerslev, Tim (13)

Corsi, Fulvio (10)

Campbell, John (9)

West, Kenneth (8)

Zhou, Hao (8)

Bekaert, Geert (8)

Newey, Whitney (8)

KRISHNAMURTHY, ARVIND (8)

Shin, Hyun Song (7)

Andersen, Torben (7)

Main data

Where Philippe Mueller has published?

Journals with more than one article published# docs
Journal of Financial Economics3

Recent works citing Philippe Mueller (2024 and 2023)

YearTitle of citing document
2023.

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2023The term structure of inflation forecasts disagreement and monetary policy transmission. (2023). Zhu, Sonya ; Xia, Dora ; Barbera, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:1114.

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2023On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2024Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Pia, Marco ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024FX-hedging for Latin American investors. (2024). Goldberger, Natan ; Alfaro, Rodrigo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000128.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2024The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Samargandi, Nahla ; Shahbaz, Muhammad ; Islam, Md Monirul. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2023Impact of US monetary policy uncertainty on RMB exchange rate volatility:The role of international capital flows. (2023). Wang, Weiqiang ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009546.

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2024Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2023Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2023Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67.

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2023Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625.

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2023International trade and the risk in bilateral exchange rates. (2023). Loualiche, Erik ; Hassan, Ramin ; Ward, Colin ; Pecora, Alexandre R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001435.

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2023Retraction notice to “Common risk factors in the cross-section of corporate bond returns” [Journal of Financial Economics 131 (3) (2019) 619-642]. (2023). Wen, Quan ; Bali, Turan G ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001617.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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2023Perceived monetary policy uncertainty. (2023). Beckmann, Joscha ; Czudaj, Robert L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001644.

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2023Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917.

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2023A model of international currency with private information. (2023). Wang, Chenxi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000104.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?. (2023). Han, KI ; Becker, Ying ; Tsafack, Georges. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000951.

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2023The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55.

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2023The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). , Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2023). Yang, Xiye ; Neely, Christopher J ; McMahon, Michael ; Erdemlioglu, Deniz ; Ahrens, Maximilian. In: Working Papers. RePEc:fip:fedlwp:96270.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023.

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2023The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach. (2023). Valizadeh, Shahla ; Takaloo, Amir ; Sargolzaei, Mostafa ; Peykani, Pejman. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4409-:d:1084843.

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2023The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140.

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2023Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804.

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2024Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8.

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2023Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China*. (2023). Jia, Dun ; Sun, XI ; Guo, Rui. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1077-1118..

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2024Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435.

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2023Measuring relative volatility in high?frequency data under the directional change approach. (2022). O'Hara, John ; Li, Shengnan. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:2:p:86-102.

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2023Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023.

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2023.

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2023.

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Works by Philippe Mueller:

YearTitleTypeCited
2021Foreign Exchange Fixings and Returns Around the Clock In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2015Mortgage risk and the yield curve In: BIS Working Papers.
[Full Text][Citation analysis]		paper32
2016Mortgage risk and the yield curve.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2016Mortgage Risk and the Yield Curve.(2016) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2017Exchange Rates and Monetary Policy Uncertainty In: Journal of Finance.
[Full Text][Citation analysis]		article94
2016Exchange rates and monetary policy uncertainty.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2016Exchange rates and monetary policy uncertainty.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2017Exchange rates and monetary policy uncertainty.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2016Exchange Rates and Monetary Policy Uncertainty.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2022Central bank swap lines: micro-level evidence In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2019Market-based monetary policy uncertainty In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper40
2021Market-Based Monetary Policy Uncertainty.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2022Market-Based Monetary Policy Uncertainty.(2022) In: The Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2019Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2019Market-Based Monetary Policy Uncertainty.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2024Political uncertainty and currency markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2008The Term Structure of Inflation Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper155
2012The term structure of inflation expectations.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		article
2008The Term Structure of Inflation Expectations.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2017International correlation risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article52
2013International correlation risk.(2013) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2014International correlation risk.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2017International correlation risk.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2012International Correlation Risk.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2023Priced risk in corporate bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article5
2013Mortgage hedging in fixed income markets In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2012Bond variance risk premia In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper6
2011Short run bond risk premia In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2019Short-Run Bond Risk Premia.(2019) In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2017International Illiquidity In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper4
2019Corporate Credit Provision In: Staff Reports.
[Full Text][Citation analysis]		paper3
2017Bond Variance Risk Premiums In: Review of Finance.
[Full Text][Citation analysis]		article31
2014International Liquidity CAPM In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper5
2017Variance Risk Premia on Stocks and Bonds In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper4

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