Paul Whelan

Copenhagen Business School

Associate Professor

Copenhagen Business School

Finance Department

Copenhagen, DC 1854

Denmark

  • Copenhagen Business School

SCHOLARLY PAPERS

7

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6,241

SSRN CITATIONS
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Top 16,333

in Total Papers Citations

42

CROSSREF CITATIONS

32

Scholarly Papers (7)

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1.

The Overnight Drift

Downloads 2,619 ( 8,436)
Citation 1

The Overnight Drift

FRB of New York Staff Report No. 917, February 2020, Rev. August 2022
Number of pages: 98 Posted: 02 Mar 2020 Last Revised: 16 Aug 2022
Nina Boyarchenko, Lars Christian Larsen and Paul Whelan
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School
Downloads 2,618 (8,310)
Citation 1

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overnight returns, immediacy, inventory risk, volatility risk

The Overnight Drift

CEPR Discussion Paper No. DP14462
Number of pages: 66 Posted: 25 Mar 2020
Nina Boyarchenko, Lars Christian Larsen and Paul Whelan
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School
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Equity Risk, Intraday Immediacy, Inventory management, Overnight Returns

2.

Central Bank Communication and the Yield Curve

Downloads 1,300 (25,203)
Citation 25

Central Bank Communication and the Yield Curve

Number of pages: 85 Posted: 22 Nov 2016 Last Revised: 15 Jun 2020
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 1,299 (24,804)
Citation 29

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

3.

Speculation, Sentiment, and Interest Rates

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Speculation, Sentiment, and Interest Rates

Number of pages: 47 Posted: 17 Jul 2011 Last Revised: 05 Dec 2020
Andrea Buraschi and Paul Whelan
Imperial College Business School and Copenhagen Business School
Downloads 859 (44,758)
Citation 19

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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

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

4.

Foreign Exchange Fixings and Returns Around the Clock

Journal of Finance forthcoming, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 53 Posted: 11 Feb 2020 Last Revised: 23 Jan 2023
Ingomar Krohn, Philippe Mueller and Paul Whelan
Bank of Canada, Warwick Business School Finance Group and Copenhagen Business School
Downloads 651 (65,790)

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foreign-exchange, fixings, high-frequency returns, inventory management, intermediation

5.

Subjective Bond Returns and Belief Aggregation

Saïd Business School WP 2016-36
Number of pages: 45 Posted: 25 Apr 2019 Last Revised: 11 Aug 2021
Andrea Buraschi, Ilaria Piatti and Paul Whelan
Imperial College Business School, Queen Mary University of London - School of Economics and Finance and Copenhagen Business School
Downloads 323 (150,709)
Citation 7

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Forecasting, Forecast Combinations, Heterogeneous Beliefs, Bond Returns.

6.

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 247 (198,550)

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

7.

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 242 (202,450)
Citation 1

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