Philippe Mueller : Citation Profile


Are you Philippe Mueller?

London School of Economics (LSE) (50% share)
London School of Economics (LSE) (50% share)

6

H index

5

i10 index

218

Citations

RESEARCH PRODUCTION:

1

Articles

13

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 19
   Journals where Philippe Mueller has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 6 (2.68 %)

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   Permalink: http://citec.repec.org/pmu145
   Updated: 2020-10-17    RAS profile: 2016-04-05    
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Relations with other researchers


Works with:

Venter, Gyuri (2)

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 (15)

Backus, David (8)

Bauer, Michael (6)

Boyarchenko, Nina (6)

Zin, Stanley (6)

Rudebusch, Glenn (6)

Lakdawala, Aeimit (5)

Zhou, Hao (5)

Nimark, Kristoffer (5)

Grishchenko, Olesya (4)

Sarno, Lucio (4)

Cites to:

Bekaert, Geert (10)

Gambacorta, Leonardo (6)

Goldberg, Linda (5)

Ang, Andrew (4)

Zhou, Hao (4)

Fontaine, Jean-Sebastien (4)

Swanson, Eric (4)

Bollerslev, Tim (4)

Gürkaynak, Refet (4)

Garcia, René (4)

Avdjiev, Stefan (4)

Main data


Where Philippe Mueller has published?


Recent works citing Philippe Mueller (2020 and 2019)


YearTitle of citing document
2019A factor-model approach for correlation scenarios and correlation stress-testing. (2019). Woebbeking, Fabian ; Packham, Natalie. In: Papers. RePEc:arx:papers:1807.11381.

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2019Official demand for US debt: implications for US real rates. (2019). Zinna, Gabriele ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0796.

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2019Market-based monetary policy uncertainty. (2019). Lakdawala, Aeimit ; Bauer, Michael ; Mueller, Philippe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7621.

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2019Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14207.

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2020Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Fraccaroli, Nicolò ; Giovannini, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202442.

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2019Particle filtering, learning, and smoothing for mixed-frequency state-space models. (2019). Yang, Hanlin ; Leippold, Markus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:25-41.

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2020Unifying Gaussian dynamic term structure models from a Heath–Jarrow–Morton perspective. (2020). Yu, Fan ; Ye, Xiaoxia ; Li, Haitao. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1153-1167.

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2020No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan. (2020). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300290.

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2019Endogenous asymmetric money illusion. (2019). Saporito, Yuri F ; Duarte, Diogo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302559.

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2019Stock vs. Bond yields and demographic fluctuations. (2019). Morin, Annaig ; Gozluklu, Arie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302572.

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2019Expectation and duration at the effective lower bound. (2019). King, Thomas B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:736-760.

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2020Monetary Policy Uncertainty and Monetary Policy Surprises. (2020). Wu, Jason ; Modugno, Michele ; Favara, Giovanni ; De Pooter, Michiel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-32.

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2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates. (2020). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard ; Cao, Shuo. In: Staff Reports. RePEc:fip:fednsr:88406.

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2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects. (2019). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:891.

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2019Commodity Price Forecasts, Futures Prices, and Pricing Models. (2019). Schwartz, Eduardo S ; Ortega, Hector ; Millard, Cristobal ; Cortazar, Gonzalo. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4141-4155.

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2019Speculation and the Bond Market: An Empirical No-Arbitrage Framework. (2019). Nimark, Kristoffer ; Barillas, Francisco. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4179-4203.

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2019Macroeconomic Factors in Oil Futures Markets. (2019). Heath, Davidson. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4407-4421.

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2019Premium for Heightened Uncertainty: Solving the FOMC Puzzle. (2019). Zhu, Haoxiang ; Wang, Jiang ; Pan, Jun. In: NBER Working Papers. RePEc:nbr:nberwo:25817.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: NBER Working Papers. RePEc:nbr:nberwo:26299.

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2019Hedging Macroeconomic and Financial Uncertainty and Volatility. (2019). Giglio, Stefano ; Kelly, Bryan T ; Dew-Becker, Ian. In: NBER Working Papers. RePEc:nbr:nberwo:26323.

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2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: NBER Working Papers. RePEc:nbr:nberwo:26369.

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2020A Quantity-Driven Theory of Term Premia and Exchange Rates. (2020). Stein, Jeremy ; Hanson, Samuel ; Sunderam, Adi ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:27615.

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2020Carry trade and capital market returns in South Africa. (2020). Bonga-Bonga, Lumengo ; Rangoanana, Motena Sefora. In: MPRA Paper. RePEc:pra:mprapa:98607.

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2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201919.

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2019Exchange Rates Co-movement and International Trade. (2019). Babii, Aleksandra. In: 2019 Meeting Papers. RePEc:red:sed019:1150.

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2019Market-Based Monetary Policy Uncertainty. (2019). Lakdawala, Aeimit ; Bauer, Michael ; Mueller, Philippe. In: 2019 Meeting Papers. RePEc:red:sed019:1403.

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2019Market-Based Monetary Policy Uncertainty. (2019). Lakdawala, Aeimit ; Bauer, Michael ; Mueller, Philippe. In: Working Papers. RePEc:ris:msuecw:2019_002.

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2020The International Spillover Effects of US Monetary Policy Uncertainty. (2020). Lakdawala, Aeimit ; Schaffer, Matthew ; Moreland, Timothy. In: Working Papers. RePEc:ris:msuecw:2020_008.

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2019Credit Variance Risk Premiums. (2019). Morke, Mathis ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:08.

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2019Treasuries variance decomposition and the impact of monetary policy. (2019). Zekaite, Zivile ; Nolan, Charles ; Lamla, Michael ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1506-1519.

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2019Correlation risk and international portfolio choice. (2019). Weisheit, Stefan ; Muck, Matthias ; Branger, Nicole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:128-146.

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2019Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400019.

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2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Discussion Papers. RePEc:zbw:bubdps:322020.

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2019(Un)expected monetary policy shocks and term premia. (2019). Meyer-Gohde, Alexander ; Kliem, Martin. In: IMFS Working Paper Series. RePEc:zbw:imfswp:137.

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2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:121-142.

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2019Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

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2019Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects. (2019). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:891.

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Works by Philippe Mueller:


YearTitleTypeCited
2015Mortgage risk and the yield curve In: BIS Working Papers.
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paper20
2008The Term Structure of Inflation Expectations In: CEPR Discussion Papers.
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paper118
2012The term structure of inflation expectations.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118
article
2008The Term Structure of Inflation Expectations.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118
paper
2014International correlation risk In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper19
International Correlation Risk.() In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2012International Correlation Risk.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2019Market-Based Monetary Policy Uncertainty In: Working Paper Series.
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paper8
2017International Illiquidity In: International Finance Discussion Papers.
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paper4
2019Corporate Credit Provision In: Staff Reports.
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paper0
2011Short Run Bond Risk Premia In: FMG Discussion Papers.
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paper11
2012Bond Variance Risk Premia In: FMG Discussion Papers.
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paper35
2013Mortgage Hedging in Fixed Income Markets In: FMG Discussion Papers.
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paper0
2014International Liquidity CAPM In: 2014 Meeting Papers.
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paper3

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