Philippe Mueller : Citation Profile

University of Warwick

9

H index

9

i10 index

554

Citations

RESEARCH PRODUCTION:

9

Articles

31

Papers

RESEARCH ACTIVITY:

   18 years (2008 - 2026). See details.
   Cites by year: 30
   Journals where Philippe Mueller has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 14 (2.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmu145
   Updated: 2026-05-02    RAS profile: 2026-04-12    
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Relations with other researchers

Works with:

Lakdawala, Aeimit (2)

Bauer, Michael (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 (19)

Schrimpf, Andreas (10)

Boyarchenko, Nina (9)

Bauer, Michael (7)

Sakemoto, Ryuta (7)

Rudebusch, Glenn (6)

Zin, Stanley (6)

Taylor, Mark (6)

Sarno, Lucio (5)

Kroencke, Tim (5)

GUPTA, RANGAN (5)

Cites to:

Vayanos, Dimitri (18)

Bollerslev, Tim (15)

Campbell, John (14)

Corsi, Fulvio (10)

West, Kenneth (9)

Newey, Whitney (9)

KRISHNAMURTHY, ARVIND (8)

Pedersen, Lasse (8)

Fama, Eugene (8)

Zhou, Hao (8)

Bekaert, Geert (8)

Main data

Where Philippe Mueller has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Journal of Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Philippe Mueller (2026 and 2025)

YearTitle of citing document
2026Currency Network Risk. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2025Machine 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.

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2025Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

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2025Monetary Policy, Uncertainty, and Credit Supply. (2025). Vansteenberghe, Eric. In: Papers. RePEc:arx:papers:2512.12255.

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2026EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction. (2026). Ślepaczuk, Robert ; Tang, Zhenpeng ; Liu, Dinggao. In: Papers. RePEc:arx:papers:2512.12727.

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2026The Corporate Bond Factor Replication Crisis. (2026). Rossetti, Giulio ; Robotti, Cesare ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.07880.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025Trade 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.

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2025Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi.

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2025Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections. (2025). Chantaraboontha, Arisa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1276.

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2025Time-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.

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2025Narrative monetary policy expectation in China. (2025). Zhang, Yifan ; Wang, Xiangdong ; Zhu, Dandan. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x25002263.

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2025Environmental liabilities, borrowing costs, and pollution prevention activities: The nationwide impact of the Apex Oil ruling. (2025). Levine, Ross ; HSU, Po-Hsuan ; Hsieh, Pei-Fang ; Chen, Jianqiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000070.

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2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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2025What are the macroeconomic effects of state-dependent forward guidance?. (2025). Wieladek, Tomasz ; Weale, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001046.

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2025The international spillovers of US monetary policy uncertainty: Is it a dilemma or trilemma for monetary policy?. (2025). Luo, Jingru ; Liu, Jingting ; Alba, Joseph D ; Wang, Peiming. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001178.

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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2025Mind your language: Market responses to central bank speeches. (2025). Neely, Christopher ; Yang, Xiye ; Ahrens, Maximilian ; Erdemlioglu, Deniz ; McMahon, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002720.

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2025High frequency online inflation and term structure of interest rates: Evidence from China. (2025). Tang, Ke ; Liu, Taoxiong ; Zhang, Tao ; Jiang, Tingfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000489.

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2025Behavioral biases, information frictions and interest rate expectations. (2025). Nawosah, Vivekanand ; Bulkley, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000593.

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2025Risk factor disclosure in green bond prospectuses and investor compensation. (2025). Sheenan, Lisa ; O'Donohoe, Sheila ; Egan, Tom ; McGee, Paraic. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004922.

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2025On the time-varying relation between monetary policy uncertainty and bond risk premia. (2025). Yin, Ximing ; Li, Luyang ; Yu, Deshui. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005526.

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2025EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567.

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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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2025Political stability as a risk factor in global markets. (2025). Jeutang, Noel Pavel ; Kesse, Kwabena ; Payne, Brian C. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016878.

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2025(In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups. (2025). Ivashchenko, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500145x.

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2025Impact and mechanisms of digital finance on corporate bond credit spreads in China. (2025). Kang, Weijing. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008244.

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2025Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265.

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2025Forecasting 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.

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2025Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China. (2025). Fan, Jiacheng ; Lin, Jianhao ; Zhang, Yifan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002851.

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2025How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences. (2025). Liu, Yuekun ; Riley, Timothy B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426624002814.

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2025The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652.

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2025Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281.

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2025Economic links from bonds and cross-stock return predictability. (2025). Xiang, Hong ; Mao, Yifei ; Liu, Xin ; Huo, Xiaolin ; Feng, Jian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001187.

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2025Does 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.

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2025Signal in the noise: Trump tweets and the currency market. (2025). Filippou, Ilias ; Gozluklu, Arie E ; Nguyen, My T ; Viswanath-Natraj, Ganesh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000786.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Decomposing the monetary policy multiplier. (2025). Venditti, Fabrizio ; Alessandri, Piergiorgio ; Jord, Scar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000546.

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2025Beyond the headline: How personal exposure to inflation shapes the financial choices of households. (2025). Kukk, Merike ; Basten, Christoph ; Toczynski, Jan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:153:y:2025:i:c:s0304393225000716.

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2025Which factors in China? A pre-registered report. (2025). Nguyen, Annette ; Gharghori, Philip. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x24003147.

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2025Forecasting the Brazilian yield curve using macroeconomics expectations and time-varying volatility. (2025). Cordeiro, Werley ; Caldeira, Joao F ; Moura, Guilherme V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925001139.

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2025Monetary policy uncertainty and ambiguity premium from news. (2025). Lin, Lei ; Tan, Jing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003733.

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2025Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771.

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2026The Market Impact of Fed Communications: The Role of the Press Conference. (2026). Narain, Namrata. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2026:q:1:a:7.

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2025Nonlinear 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.

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2025Policy uncertainty and corporate bond issuance costs. (2025). Zhou, YE ; Yang, Xiaoguang ; Wang, Junbo ; Wu, Chunchi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:4:d:10.1007_s11156-025-01386-5.

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2026Informativeness of the federal reserve chair communication’s sentiment on the monetary policy uncertainty. (2026). Paccagnini, Alessia ; Kypraios, Emmanuel ; Arismendi-Zambrano, Juan. In: Annals of Operations Research. RePEc:spr:annopr:v:357:y:2026:i:1:d:10.1007_s10479-024-06414-6.

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2026The Influence of Macro Policy Uncertainty on Blockchain Adoption, Crypto Economy, and Digital Asset Infrastructure. (2026). Chin, Tze Chi ; Bhuiyan, Rubaiyat Ahsan ; Mukherjee, Tanusree Chakravarty. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:17:y:2026:i:1:d:10.1007_s13132-025-02653-5.

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2025An Impartial Look at Asset Correlation Stability and Market Structure. (2025). Lucas, Andre ; Wijler, Etienne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250051.

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2025Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects. (2025). Lewis, Daniel. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:107:y:2025:i:4:p:1086-1103.

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Works by Philippe Mueller:

YearTitleTypeCited
2026The Co-Pricing Factor Zoo In: Papers.
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2026Priced risk in corporate bonds In: Papers.
[Full Text][Citation analysis]		paper22
2023Priced risk in corporate bonds.(2023) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 22		article
2021Foreign Exchange Fixings and Returns Around the Clock In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2024Foreign Exchange Fixings and Returns around the Clock.(2024) In: Journal of Finance.
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This paper has nother version. Agregated cites: 1		article
2015Mortgage risk and the yield curve In: BIS Working Papers.
[Full Text][Citation analysis]		paper34
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: 34		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: 34		article
2017Exchange Rates and Monetary Policy Uncertainty In: Journal of Finance.
[Full Text][Citation analysis]		article114
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: 114		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: 114		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: 114		paper
2016Exchange Rates and Monetary Policy Uncertainty.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114		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]		paper62
2021Market-Based Monetary Policy Uncertainty.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2022Market-Based Monetary Policy Uncertainty.(2022) In: The Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		article
2019Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		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]		paper165
2012The term structure of inflation expectations.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 165		article
2008The Term Structure of Inflation Expectations.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 165		paper
2017International correlation risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article64
2013International correlation risk.(2013) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2014International correlation risk.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2017International correlation risk.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2012International Correlation Risk.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2013Mortgage hedging in fixed income markets In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
.() In: .
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This paper has nother version. Agregated cites: 0		paper
2012Bond variance risk premia In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper26
.() In: .
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This paper has nother version. Agregated cites: 26		paper
2011Short run bond risk premia In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper13
.() In: .
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This paper has nother version. Agregated cites: 13		paper
2019Short-Run Bond Risk Premia.(2019) In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		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]		article36
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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