LSE creators

Number of items: 14.
Finance
  • Mueller, Philippe, Stathopoulos, Andreas, Vedolin, Andrea (2017). International correlation risk. Journal of Financial Economics, 126(2), 270-299. https://doi.org/10.1016/j.jfineco.2016.09.012
  • Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea (2017). Exchange rates and monetary policy uncertainty. Journal of Finance, 72(3), 1213 - 1252. https://doi.org/10.1111/jofi.12499
  • Choi, Hoyong, Mueller, Philippe, Vedolin, Andrea (2016). Bond variance risk premiums. Social Science Research Network (SSRN).
  • Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea, Venter, Gyuri (2016). Mortgage risk and the yield curve. Review of Financial Studies, 29(5), 1220 - 1253. https://doi.org/10.1093/rfs/hhw003
  • Tahbaz-Salehi, Alireza, Vedolin, Andrea, Mueller, Philippe (2016). Some currency trading positions yield increased returns around Fed announcements.
  • Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea (2016). Exchange rates and monetary policy uncertainty. (Systemic Risk Centre Discussion Papers 54). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea, Venter, Gyuri (2013). Mortgage hedging in fixed income markets. (Financial Markets Group Discussion Papers 722). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Mueller, Philippe, Stathopoulos, Andreas, Vedolin, Andrea (2013). International correlation risk. (Financial Markets Group Discussion Papers 716). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chernov, Mikhail, Mueller, Philippe (2012). The term structure of inflation expectations. Journal of Financial Economics, 106(2), 367-394. https://doi.org/10.1016/j.jfineco.2012.06.004
  • Mueller, Philippe, Vedolin, Andrea, Yen, Yu-Min (2012). Bond variance risk premia. (Financial Markets Group Discussion Papers 699). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Mueller, Philippe, Vedolin, Andrea, Zhou, Hao (2011). Short run bond risk premia. (Financial Markets Group Discussion Papers 686). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Mueller, Philippe, Vedolin, Andrea, Zhou, Hao (2011). Short-run bond risk premia. (AFA 2013 San Diego Meetings Paper).
  • Systemic Risk Centre
  • Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea (2016). Exchange rates and monetary policy uncertainty. (Systemic Risk Centre Discussion Papers 54). Systemic Risk Centre, The London School of Economics and Political Science.
  • Mueller, Philippe, Stathopoulos, Andreas, Vedolin, Andrea (2014). International correlation risk. (Systemic Risk Centre Discussion Papers 26). Systemic Risk Centre, The London School of Economics and Political Science.