Philippe Mueller : Citation Profile

University of Warwick

8

H index

8

i10 index

496

Citations

RESEARCH PRODUCTION:

9

Articles

29

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 31
   Journals where Philippe Mueller has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 13 (2.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu145
   Updated: 2025-03-08    RAS profile: 2025-02-27    
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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)

Bauer, Michael (10)

Schrimpf, Andreas (10)

Boyarchenko, Nina (9)

Lakdawala, Aeimit (7)

Taylor, Mark (6)

Rudebusch, Glenn (6)

Zin, Stanley (6)

Christensen, Jens (5)

Sarno, Lucio (5)

Kroencke, Tim (5)

Cites to:

Vayanos, Dimitri (18)

Bollerslev, Tim (13)

Corsi, Fulvio (10)

Campbell, John (9)

KRISHNAMURTHY, ARVIND (8)

West, Kenneth (8)

Bekaert, Geert (8)

Zhou, Hao (8)

Newey, Whitney (8)

Pedersen, Lasse (7)

Andersen, Torben (7)

Main data

Where Philippe Mueller has published?

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

Recent works citing Philippe Mueller (2025 and 2024)

YearTitle of citing document
2024Interest 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.

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2024The 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.

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2024A 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.

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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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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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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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2024Climate risks, corporate bonds, and economic uncertainty. (2024). Lalwani, Vaibhav. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004683.

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2024Monetary 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.

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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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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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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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2024Monetary 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.

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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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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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2024Inflation 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.

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2024Variance 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.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Liu, Yuzheng ; Jia, Yuecheng ; Yan, Shu ; Wu, Yangru. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2024Keeping 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.

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2024The 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.

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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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2024Concealed 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.

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2024Importance 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.

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2024Modeling 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.

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2024Macroeconomic perceptions, financial constraints, and anomalies. (2024). Su, Zhiwei ; He, Wei ; Yu, Jianfeng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001752.

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2024Protectionism, 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.

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2024An 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.

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2024Cross-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.

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

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2024Domestic 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.

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2024Option-implied bond spread risk. (2024). Onofri, Marco ; Moshammer, Edmund ; Hudecz, Gergely. In: Working Papers. RePEc:stm:wpaper:66.

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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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2024Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension. (2024). Brooks, Robert ; Abrorov, Sirojiddin ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1403-1407.

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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]		paper1
2024Foreign 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
2015Mortgage risk and the yield curve In: BIS Working Papers.
[Full Text][Citation analysis]		paper33
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: 33		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: 33		article
2017Exchange Rates and Monetary Policy Uncertainty In: Journal of Finance.
[Full Text][Citation analysis]		article103
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: 103		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: 103		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: 103		paper
2016Exchange Rates and Monetary Policy Uncertainty.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		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]		paper45
2021Market-Based Monetary Policy Uncertainty.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2022Market-Based Monetary Policy Uncertainty.(2022) In: The Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2019Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		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]		paper158
2012The term structure of inflation expectations.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		article
2008The Term Structure of Inflation Expectations.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2017International correlation risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article57
2013International correlation risk.(2013) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2014International correlation risk.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2017International correlation risk.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2012International Correlation Risk.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2023Priced risk in corporate bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article8
2013Mortgage hedging in fixed income markets In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012Bond variance risk premia In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper27
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2011Short run bond risk premia In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper13
.() In: .
[Full Text][Citation analysis]
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]		article34
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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