Paul Whelan

Copenhagen Business School

Assistant Professor

Copenhagen Business School

Finance Department

Copenhagen, DC 1854

Denmark

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 14,507

SSRN RANKINGS

Top 14,507

in Total Papers Downloads

4,117

SSRN CITATIONS
Rank 22,400

SSRN RANKINGS

Top 22,400

in Total Papers Citations

11

CROSSREF CITATIONS

33

Scholarly Papers (8)

1.
Downloads 1,533 ( 14,301)
Citation 1

The Overnight Drift

FRB of New York Staff Report No. 917, February 2020, Rev. February 2021
Number of pages: 68 Posted: 02 Mar 2020 Last Revised: 19 Feb 2021
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School
Downloads 1,532 (14,056)
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 1,001 ( 27,233)
Citation 13

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 1,000 (26,859)
Citation 16

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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 781 (37,965)
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

Number of pages: 52 Posted: 11 Feb 2020 Last Revised: 24 May 2021
Ingomar Krohn, Philippe Mueller and Paul Whelan
Bank of Canada, Warwick Business School Finance Group and Copenhagen Business School
Downloads 228 (163,602)

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foreign-exchange, fixings, high-frequency returns, intermediation.

5.

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 214 (172,971)

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

6.

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 202 (182,664)
Citation 1

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

7.

Subjective Bond Returns and Belief Aggregation

Saïd Business School WP 2016-36
Number of pages: 86 Posted: 25 Apr 2019 Last Revised: 13 Apr 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 158 (226,333)
Citation 2

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Forecasting, Forecast Combinations, Heterogeneous Beliefs, Bond Returns.

8.

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, Queen Mary University of London - School of Economics and Finance and Copenhagen Business School

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