Mueller, Philippe


Dr Philippe Mueller  

Department

Position held

Department of Finance

Lecturer in Finance

Experience keywords:

financial econometrics; fixed income; monetary policy; macro-finance; interest rates; empirical asset pricing

Research summary > [Click to expand]

Philippe Mueller's research interests are in the areas of empirical asset pricing and macro-finance, and in topics of financial econometrics and fixed income. In recent work he has investigated the link between asset prices and future economic variables, exploring the relationship between inflation expectations and the yield curve, and the link between credit market conditions, credit spreads and real activity.

Sectors and industries to which research relates:

BankingConsultancyFinancial ServicesPolicy and Regulatory Bodies

Countries and regions to which research relates:

Europe; USA

Languages:

Italian [Spoken: Intermediate, Written: Basic]; German [Spoken: Fluent, Written: Fluent]; French [Spoken: Fluent, Written: Fluent]

Contact Points

LSE phone number:

+44 (0)20 7955 7012

Publications

The following references are sourced from LSE Research Online|. References that are linked lead to the full text.

2013

Mueller, Philippe and Stathopoulos, Andreas and Vedolin, Andrea (2013) International correlation risk. Journal of finance. Financial Markets Group, The London School of Economics and Political Science, London, UK

2011

Mueller, Philippe and Vedolin, Andrea and Yen, Yu-Min (2011) Bond variance risk premia.

Mueller, Philippe and Vedolin, Andrea and Zhou, Hao (2011) Short-run bond risk premia.

LSE Research Online is the primary resource for references to publications. For queries or updates please email the LSE Research Online team at lseresearchonline@lse.ac.uk|.

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