Paul Whelan

Copenhagen Business School

Assistant Professor

Copenhagen Business School

Finance Department

Copenhagen, DC 1854

Denmark

SCHOLARLY PAPERS

8

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CITATIONS
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8

Scholarly Papers (8)

Speculation, Hedging, and Interest Rates

Number of pages: 67 Posted: 17 Jul 2011 Last Revised: 04 Jan 2017
Andrea Buraschi and Paul Whelan
The University of Chicago and Copenhagen Business School
Downloads 644 (32,494)
Citation 7

Abstract:

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
The University of Chicago and Copenhagen Business School

Abstract:

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

2.

Monetary Policy and Treasury Risk Premia

Number of pages: 41 Posted: 21 Mar 2014
Andrea Buraschi, Andrea Carnelli and Paul Whelan
The University of Chicago, Imperial College London and Copenhagen Business School
Downloads 294 (86,301)

Abstract:

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
The University of Chicago and Copenhagen Business School
Downloads 30 (187,300)

Abstract:

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

4.

Believe It or Not: Taylor Rule Uncertainty

Developments in Macro-Finance Yield Curve Modelling, edited by Jagjit S. Chadha, Alain Durré, Michael A. S. Joyce, Lucio Sarno, 2013,
Number of pages: 38 Posted: 03 Apr 2013 Last Revised: 19 Oct 2014
Andrea Buraschi, Andrea Carnelli and Paul Whelan
The University of Chicago, Imperial College London and Copenhagen Business School
Downloads 29 (310,557)

Abstract:

Monetary Policy, Taylor Rules, Uncertainty, Differences in Beliefs

5.

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
The University of Chicago and Copenhagen Business School
Downloads 16 (211,316)

Abstract:

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

6.

Expected Term Structures

Saïd Business School WP 2016-36,
Number of pages: 57 Posted: 19 Jan 2017 Last Revised: 08 Feb 2017
Andrea Buraschi, Ilaria Piatti and Paul Whelan
The University of Chicago, University of Oxford - Said Business School and Copenhagen Business School
Downloads 0 (227,534)

Abstract:

Rational Expectations, Cross-Section of Beliefs, Bond Risk Premia, Spanning, Expectation Formation

7.

Variance Risk Premia on Stocks and Bonds

Number of pages: 47 Posted: 05 Jan 2017 Last Revised: 13 Jan 2017
Warwick Business School, London School of Economics & Political Science (LSE), Boston University - Department of Finance & Economics and Copenhagen Business School
Downloads 0 (103,670)
Citation 1

Abstract:

Variance Risk Premia, Implied Volatility, Realized Volatility, Covariation, Stocks, Bonds

8.

Central Bank Communication and the Yield Curve

Number of pages: 57 Posted: 22 Nov 2016 Last Revised: 07 Jun 2017
Stanford University, Boston University - Department of Finance & Economics, Copenhagen Business School and Copenhagen Business School
Downloads 0 (92,590)

Abstract:

Interest Rates, Monetary Policy, Sovereign Bonds, Home bias, Reaching for Yield