Paul Whelan

Copenhagen Business School

Assistant Professor

Copenhagen Business School

Finance Department

Copenhagen, DC 1854

Denmark

  • Copenhagen Business School

SCHOLARLY PAPERS

6

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CITATIONS
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22

Scholarly Papers (6)

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1.

Speculation, Sentiment, and Interest Rates

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Citation 16

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 721 (33,610)
Citation 16

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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

2.

Central Bank Communication and the Yield Curve

Downloads 625 ( 41,304)
Citation 8

Central Bank Communication and the Yield Curve

Number of pages: 66 Posted: 22 Nov 2016 Last Revised: 02 Nov 2018
Matteo Leombroni, Andrea Vedolin, Gyuri Venter and Paul Whelan
Stanford University, Boston University - Department of Finance & Economics, Copenhagen Business School and Copenhagen Business School
Downloads 624 (40,813)
Citation 10

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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, Copenhagen Business School and Copenhagen Business School
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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 191 (157,550)

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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 152 (192,350)

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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: 64 Posted: 25 Apr 2019
Andrea Buraschi, Ilaria Piatti and Paul Whelan
Imperial College Business School, University of Oxford - Said Business School and Copenhagen Business School
Downloads 46 (400,127)

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Bond Risk Premia, Rational Expectations, Heterogeneous Beliefs, Aggregation

6.

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

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