Philippe Mueller

Professor of Finance, Warwick Business School


Discussion Papers
Jan 2016
DP 54
Philippe Mueller, Alireza Tahbaz-Salehi and Andrea Vedolin
We document that a trading strategy that is short the U.S. dollar and long other currencies exhibits significantly larger excess returns on days with scheduled Federal Open Market Committee (FOMC) announcements. We also show that these excess...
Discussion Papers
Dec 2014
DP 26
Philippe Mueller, Andreas Stathopoulos and Andrea Vedolin
We document that cross-sectional FX correlation disparity is countercyclical, as exchange rate pairs with high average correlation become more correlated in bad times whereas pairs with low average correlation become less correlated. We show that...