Paul Whelan

Copenhagen Business School

Assistant Professor

Copenhagen Business School

Finance Department

Copenhagen, DC 1854

Denmark

  • Copenhagen Business School

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 25,874

SSRN RANKINGS

Top 25,874

in Total Papers Downloads

1,878

SSRN CITATIONS
Rank 21,878

SSRN RANKINGS

Top 21,878

in Total Papers Citations

7

CROSSREF CITATIONS

29

Scholarly Papers (7)

Actions:
Email selected abstracts
1.

Speculation, Sentiment, and Interest Rates

Downloads 736 ( 31,895)
Citation 19

Speculation, Sentiment, and Interest Rates

Number of pages: 57 Posted: 17 Jul 2011 Last Revised: 02 Nov 2018
Andrea Buraschi and Paul Whelan
Imperial College Business School and Copenhagen Business School
Downloads 736 (34,212)
Citation 19

Abstract:

Loading...

Fixed income, Bond Risk Premia, Heterogeneous Agents, Speculation

Macroeconomic Uncertainty, Difference in Beliefs, and Bond Risk Premia

CAREFIN Research Paper No. 27/2010
Posted: 05 Apr 2011
Andrea Buraschi and Paul Whelan
Imperial College Business School and Copenhagen Business School

Abstract:

Loading...

Fixed income, difference in beliefs, heterogeneous economies, term structure

2.

Central Bank Communication and the Yield Curve

Downloads 685 ( 38,271)
Citation 10

Central Bank Communication and the Yield Curve

Number of pages: 82 Posted: 22 Nov 2016 Last Revised: 17 Nov 2019
Matteo Leombroni, Andrea Vedolin, Gyuri Venter and Paul Whelan
Stanford University, Boston University - Department of Finance & Economics, Warwick Business School and Copenhagen Business School
Downloads 684 (37,764)
Citation 13

Abstract:

Loading...

interest rates, monetary policy, central bank communication, risk premia, Eurozone

Central Bank Communication and the Yield Curve

CEPR Discussion Paper No. DP12970
Number of pages: 63 Posted: 11 Jun 2018
Matteo Leombroni, Andrea Vedolin, Gyuri Venter and Paul Whelan
Stanford University, Boston University - Department of Finance & Economics, Warwick Business School and Copenhagen Business School
Downloads 1 (707,227)
  • Add to Cart

Abstract:

Loading...

central bank communication, Eurozone, interest rates, monetary policy, risk premia

3.

Bond Markets and Monetary Policy

Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. 2015 John Wiley Sons, Inc.
Number of pages: 25 Posted: 24 Jun 2015 Last Revised: 02 Jul 2015
Andrea Buraschi and Paul Whelan
Imperial College Business School and Copenhagen Business School
Downloads 196 (160,531)

Abstract:

Loading...

interest rates, conventional, monetary policy, taylor rules, FOMC, risk premia

4.

Bond Markets and Unconventional Monetary Policy

Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. c 2015 John Wiley Sons, Inc.
Number of pages: 40 Posted: 24 Jun 2015 Last Revised: 02 Jul 2015
Andrea Buraschi and Paul Whelan
Imperial College Business School and Copenhagen Business School
Downloads 162 (189,895)

Abstract:

Loading...

Interest Rates, Monetary Policy, Quantitative Easing, LSAPs, Financial Crisis

5.

Subjective Bond Risk Premia and Belief Aggregation

Saïd Business School WP 2019-06 [Updated version of SBS WP 2016-36]
Number of pages: 73 Posted: 25 Apr 2019 Last Revised: 07 Oct 2019
Andrea Buraschi, Ilaria Piatti and Paul Whelan
Imperial College Business School, University of Oxford - Said Business School and Copenhagen Business School
Downloads 79 (318,465)
Citation 1

Abstract:

Loading...

Bond Risk Premia, Rational Expectations, Heterogeneous Beliefs, Aggregation

6.

Foreign Exchange Fixings and Returns Around the Clock

Number of pages: 49 Posted: 11 Feb 2020
Ingomar Krohn, Philippe Mueller and Paul Whelan
Copenhagen Business School - Department of Finance, Warwick Business School Finance Group and Copenhagen Business School
Downloads 20 (546,708)

Abstract:

Loading...

foreign-exchange, intraday and overnight returns, high-frequency data, corporates, pension funds, insurance companies, intermediation

7.

Rationality and Subjective Bond Risk Premia

Saïd Business School WP 2016-36 [Previous version of SBS WP 2019-06]
Posted: 19 Jan 2017 Last Revised: 25 Apr 2019
Andrea Buraschi, Ilaria Piatti and Paul Whelan
Imperial College Business School, University of Oxford - Said Business School and Copenhagen Business School

Abstract:

Loading...

Rational Expectations, Cross-Section of Beliefs, Bond Risk Premia,