Carolin Pflueger

University of British Columbia
Sauder School of Business

Carolin Pflueger

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Working Papers

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy, with Wenxin Du and Jesse Schreger (2017) 

        Revise and resubmit Journal of Finance

Monetary Policy Drivers of Bond and Equity Riskswith  John Y. Campbell and Luis M. Viceira (2015)

        Revise and resubmit Journal of Political Economy, Winner of the Arthur Warga Award for the Best                       Paper in Fixed Income at the SFS Cavalcade 2014

Does Precautionary Savings Drive the Real Interest Rate? Evidence from the Stock Market, with Emil Siriwardane and Adi Sunderam (2017)


Flexible Prices and Leverage, with Francesco D'Acunto, Ryan Liu and Michael Weber (2017)

Journal of Financial Economics, forthcoming.

Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquiditywith Luis M. Viceira, 2016, Chapter 10 in Pietro Veronesi (ed.) Handbook of Fixed-Income Securities, Wiley, NJ.  Data

Comment on 'Monetary Policy, Bond Returns and Debt Dynamics' by Antje Berndt and Sevin Yeltekin, Journal of Monetary Economics, 2015, 73:137-140.

A Robust Test for Weak Instruments in Stata, with Su Wang, Stata Journal, 2015, 15(1):216-225.

Inflation Risk in Corporate Bonds, with Johnny Kang, Journal of Finance, 2015, 70(1):115-162.

A Robust Test for Weak Instruments, with Jose Luis Montiel Olea,  Journal of Business and Economic Statistics, 2013, 31(3):358-369.

Inflation-Indexed Bonds and the Expectations Hypothesis, with Luis M. Viceira,  Annual Review of Financial Economics, 2011, 3:139-158.

Modeling Dependencies Between Rating Categories and Their Effects on Prediction in a Credit Risk Portfolio, with Claudia Czado, Applied Stochastic Models in Business and Industry, 2008, 24(3):237-259.

  Henry Angus 867 
   Henry Angus 864