Paul Whelan

Copenhagen Business School

Associate Professor

Copenhagen Business School

Finance Department

Copenhagen, DC 1854

Denmark

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 12,770

in Total Papers Downloads

6,241

SSRN CITATIONS
Rank 16,333

SSRN RANKINGS

Top 16,333

in Total Papers Citations

42

CROSSREF CITATIONS

32

Scholarly Papers (7)

1.
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
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
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.
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
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
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

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