9
H index
8
i10 index
504
Citations
University of Warwick | 9 H index 8 i10 index 504 Citations RESEARCH PRODUCTION: 9 Articles 29 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe Mueller. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 3 |
Journal of Finance | 2 |
Year | Title of citing document |
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2025 | Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863. Full description at Econpapers || Download paper |
2024 | Research on the Impact of Geopolitical Instability on Russian Trade. (2024). Talamanov, Pavel. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:7:p:1276-1297. Full description at Econpapers || Download paper |
2024 | Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217. Full description at Econpapers || Download paper |
2024 | The Global Impact of Brexit Uncertainty. (2024). Hassan, Tarek ; Tahoun, Ahmed ; van Lent, Laurence ; Hollander, Stephan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:413-458. Full description at Econpapers || Download paper |
2024 | A Portfolio Approach to Global Imbalances. (2024). Zhang, Tony ; Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2025-2076. Full description at Econpapers || Download paper |
2025 | Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs. (2025). Kyriaki, Louca ; Nektarios, Michail ; Konstantinos, Melas. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:1:p:15-33:n:1001. Full description at Econpapers || Download paper |
2025 | Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections. (2025). Chantaraboontha, Arisa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1276. Full description at Econpapers || Download paper |
2024 | A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994. Full description at Econpapers || Download paper |
2025 | Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012. Full description at Econpapers || Download paper |
2024 | Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Herrera, Rodrigo ; Pia, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615. Full description at Econpapers || Download paper |
2024 | Climate risks, corporate bonds, and economic uncertainty. (2024). Lalwani, Vaibhav. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004683. Full description at Econpapers || Download paper |
2024 | Monetary policy shock and corporate innovation: Evidence from China. (2024). Ma, Yong ; Wang, Mengyuan. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000487. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | FX-hedging for Latin American investors. (2024). Alfaro, Rodrigo ; Goldberger, Natan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000128. Full description at Econpapers || Download paper |
2024 | Instantaneous volatility of the yield curve, variance risk premium and bond return predictability. (2024). Yin, Ximing ; Yang, GE. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000252. Full description at Econpapers || Download paper |
2024 | Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975. Full description at Econpapers || Download paper |
2024 | Untangling 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. Full description at Econpapers || Download paper |
2024 | Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111. Full description at Econpapers || Download paper |
2024 | The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Shahbaz, Muhammad ; Islam, Md. Monirul ; Samargandi, Nahla. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524. Full description at Econpapers || Download paper |
2024 | Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856. Full description at Econpapers || Download paper |
2024 | Monetary policy uncertainty and green investment decisions: A cross-national spillover perspective. (2024). Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400574x. Full description at Econpapers || Download paper |
2024 | Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782. Full description at Econpapers || Download paper |
2024 | Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers || Download paper |
2024 | Stabilizing 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. Full description at Econpapers || Download paper |
2024 | UIP 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. Full description at Econpapers || Download paper |
2024 | Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886. Full description at Econpapers || Download paper |
2025 | Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174. Full description at Econpapers || Download paper |
2024 | Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds. (2024). Huang, Jingzhi ; Wang, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001341. Full description at Econpapers || Download paper |
2024 | Variance risk premiums in emerging markets. (2024). Zhang, Xiaoyan ; Xu, Lai ; Zhou, Hao ; Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001730. Full description at Econpapers || Download paper |
2024 | Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279. Full description at Econpapers || Download paper |
2024 | Keeping short sellers at bay: The deterring role of corporate lobbying. (2024). Guldiken, Orhun ; Abdurakhmonov, Mirzokhidjon ; Xu, LE ; Sim, Dasol. In: Journal of Business Research. RePEc:eee:jbrese:v:184:y:2024:i:c:s0148296324003886. Full description at Econpapers || Download paper |
2024 | The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995. Full description at Econpapers || Download paper |
2024 | Demand-and-supply imbalance risk and long-term swap spreads. (2024). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370. Full description at Econpapers || Download paper |
2024 | Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977. Full description at Econpapers || Download paper |
2024 | Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090. Full description at Econpapers || Download paper |
2024 | Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491. Full description at Econpapers || Download paper |
2024 | Macroeconomic perceptions, financial constraints, and anomalies. (2024). Yu, Jianfeng ; Su, Zhiwei ; He, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001752. Full description at Econpapers || Download paper |
2024 | Protectionism, bilateral integration, and the cross section of exchange rate returns in US presidential debates. (2024). Eichler, Stefan ; de Boer, Jantke ; Rovekamp, Ingmar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001219. Full description at Econpapers || Download paper |
2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396. Full description at Econpapers || Download paper |
2024 | Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578. Full description at Econpapers || Download paper |
2025 | Does monetary policy uncertainty moderate the transmission of policy shocks to government bond yields?. (2025). Wang, Ben Zhe ; Ying, Shan ; Sheen, Jeffrey ; Gu, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000567. Full description at Econpapers || Download paper |
2024 | Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624. Full description at Econpapers || Download paper |
2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125291. Full description at Econpapers || Download paper |
2024 | Global Risk Factors and Their Impacts on Interest Rates and Exchange Rates: Evidence from ASEAN+4 economies. (2024). Luo, Pengfei ; Eiji, Ogawa ; Pengfei, Luo. In: Discussion papers. RePEc:eti:dpaper:24006. Full description at Econpapers || Download paper |
2024 | Mind Your Language: Market Responses to Central Bank Speeches. (2024). Yang, Xiye ; Neely, Christopher ; McMahon, Michael ; Ahrens, Maximilian ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96270. Full description at Econpapers || Download paper |
2025 | Nonlinear structural estimation of corporate bond liquidity. (2025). Zhou, Xinyue ; Gonzalez, Diego Leal ; Stanhouse, Bryan ; Stock, Duane. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01323-y. Full description at Econpapers || Download paper |
2024 | Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8. Full description at Econpapers || Download paper |
2024 | Fiscal Consequences of Missing an Inflation Target. (2024). Rey, Helene ; Andreolli, Michele. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-024-00239-w. Full description at Econpapers || Download paper |
2024 | Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200. Full description at Econpapers || Download paper |
2024 | Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8. Full description at Econpapers || Download paper |
2024 | Risk, Uncertainty and Exporting: Evidence from a Developing Economy. (2024). Sharma, Chandan ; Khanna, Rupika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00377-4. Full description at Econpapers || Download paper |
2024 | Option-implied bond spread risk. (2024). Onofri, Marco ; Moshammer, Edmund ; Hudecz, Gergely. In: Working Papers. RePEc:stm:wpaper:66. Full description at Econpapers || Download paper |
2024 | Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435. Full description at Econpapers || Download paper |
2024 | Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension. (2024). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Abrorov, Sirojiddin ; Burkhanov, Aktam Usmanovich. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1403-1407. Full description at Econpapers || Download paper |
2024 | FX dealer constraints and external imbalances. (2024). de Boer, Jantke ; Eichler, Stefan. In: Ruhr Economic Papers. RePEc:zbw:rwirep:311303. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Foreign Exchange Fixings and Returns Around the Clock In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Foreign Exchange Fixings and Returns around the Clock.(2024) In: Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2015 | Mortgage risk and the yield curve In: BIS Working Papers. [Full Text][Citation analysis] | paper | 33 |
2016 | Mortgage risk and the yield curve.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2016 | Mortgage Risk and the Yield Curve.(2016) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2017 | Exchange Rates and Monetary Policy Uncertainty In: Journal of Finance. [Full Text][Citation analysis] | article | 106 |
2016 | Exchange rates and monetary policy uncertainty.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2016 | Exchange rates and monetary policy uncertainty.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2017 | Exchange rates and monetary policy uncertainty.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2016 | Exchange Rates and Monetary Policy Uncertainty.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2022 | Central bank swap lines: micro-level evidence In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Market-based monetary policy uncertainty In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 46 |
2021 | Market-Based Monetary Policy Uncertainty.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2022 | Market-Based Monetary Policy Uncertainty.(2022) In: The Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2019 | Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2024 | Political uncertainty and currency markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2008 | The Term Structure of Inflation Expectations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 159 |
2012 | The term structure of inflation expectations.(2012) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | article | |
2008 | The Term Structure of Inflation Expectations.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | paper | |
2017 | International correlation risk In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 58 |
2013 | International correlation risk.(2013) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2014 | International correlation risk.(2014) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2017 | International correlation risk.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | ||
2012 | International Correlation Risk.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2023 | Priced risk in corporate bonds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 9 |
2013 | Mortgage hedging in fixed income markets In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
2012 | Bond variance risk premia In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 27 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | ||
2011 | Short run bond risk premia In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 13 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | ||
2019 | Short-Run Bond Risk Premia.(2019) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2017 | International Illiquidity In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Corporate Credit Provision In: Staff Reports. [Full Text][Citation analysis] | paper | 3 |
2017 | Bond Variance Risk Premiums In: Review of Finance. [Full Text][Citation analysis] | article | 35 |
2014 | International Liquidity CAPM In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Variance Risk Premia on Stocks and Bonds In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
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