Paul Whelan

Copenhagen Business School

Assistant Professor

Copenhagen Business School

Finance Department

Copenhagen, DC 1854

Denmark

  • Copenhagen Business School

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 22,400

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11

CROSSREF CITATIONS

33

Scholarly Papers (8)

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1.

The Overnight Drift

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
Nina Boyarchenko, Lars Christian Larsen and Paul Whelan
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
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

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Citation 13

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 1,000 (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
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 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,