Philippe Mueller
Economics and Econometrics · 2012–2017
A researcher in the Science corpus: 3 papers; trusts 28 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 69 citations into it; #15,580 of 23,481 by trust here, #14,505 by citations
- Finance — 68 citations into it; #7,166 of 10,518 by trust here, #6,162 by citations
Whom Philippe Mueller trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Fulvio Corsi
- Sydney C. Ludvigson
- Peter P. Carr
- Anders B. Trolle
- G. Duffee
- Hanno Lustig
- Jose A. Scheinkman
- Suleyman Basak
- Scott R. Baker
- T. Busch
Who trusts Philippe Mueller overall
Papers from Philippe Mueller's perspective
Ordered by how strongly the researchers Philippe Mueller trusts endorse each paper. Same corpus, a different order for every researcher.
- Term premia and interest rate forecasts in affine models
- Specification Analysis of Affine Term Structure Models
- Measuring Economic Policy Uncertainty
- A Simple Approximate Long-Memory Model of Realized Volatility
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Variance Risk Premiums
- Post-'87 crash fears in the S&P 500 futures option market
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Why Has U.S. Inflation Become Harder to Forecast
- Common Risk Factors in Currency Markets
Their papers
- The Term Structure of Inflation Expectations (2012) — 243 citations
- Exchange Rates and Monetary Policy Uncertainty (2017) — 200 citations
- Bond Variance Risk Premia (2012) — 111 citations