Assistant Professor

University of Chicago

Harris School of Public Policy

NBER Faculty Research Fellow

CEPR Research Affiliate 

<[email protected]>

https://harris.uchicago.edu/directory/carolin-pflueger

Financial Market Risk Perceptions and the Macroeconomy, with Emil Siriwardane and Adi Sunderam, 2020

Quarterly Journal of Economics, 135(3):1443-1491. Updated Data (Sept 2021)

AQR Insight Award Finalist 2018

Macroeconomic Drivers of Bond and Equity Risks, with John Y. Campbell and Luis M. Viceira, 2020

Journal of Political Economy, 128(8):3148-3185 .

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

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy, with Wenxin Du and Jesse Schreger, 2020

Journal of Finance, 75(6):3097-3138.

Flexible Prices and Leverage, with Francesco D'Acunto, Ryan Liu and Michael Weber, 2018

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

Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity, with 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, 2015

Journal of Monetary Economics, 73:137-140.

Inflation Risk in Corporate Bonds, with Johnny Kang, 2015

Journal of Finance, 70(1):115-162.

A Robust Test for Weak Instruments in Stata, with Su Wang, 2015

Stata Journal, 15(1):216-225.

A Robust Test for Weak Instruments, with Jose Luis Montiel Olea, 2013

Journal of Business and Economic Statistics, 31(3):358-369.

Inflation-Indexed Bonds and the Expectations Hypothesis, with Luis M. Viceira, 2011

Annual Review of Financial Economics, 3:139-158.

Modeling Dependencies Between Rating Categories and Their Effects on Prediction in a Credit Risk Portfolio, with Claudia Czado, 2008

Applied Stochastic Models in Business and Industry, 24(3):237-259.