Carolin Pflueger

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 (2019) 

        Revise and resubmit Journal of Finance


Publications

Financial Market Risk Perceptions and the Macroeconomywith Emil Siriwardane and Adi Sunderam, 2019, Quarterly Journal of Economics, conditionally accepted

        AQR Insight Award Finalist 2018

        Data


Macroeconomic Drivers of Bond and Equity Risks, with John Y. Campbell and Luis M. Viceira, 2019,

Journal of Political Economy, forthcoming 

         Winner of the Arthur Warga Award for the Best Paper in Fixed Income at the SFS Cavalcade 2014


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

Journal of Financial Economics2018, 129(1):46-48.


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 Finance2015, 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 
 
 
University of Chicago
Harris School of Public Policy

Faculty Research Fellow, NBER