Paul Whelan

Copenhagen Business School

Assistant Professor

Copenhagen Business School

Finance Department

Copenhagen, DC 1854

Denmark

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 14,725

SSRN RANKINGS

Top 14,725

in Total Papers Downloads

4,021

SSRN CITATIONS
Rank 21,479

SSRN RANKINGS

Top 21,479

in Total Papers Citations

11

CROSSREF CITATIONS

35

Scholarly Papers (8)

1.
Downloads 1,493 ( 14,724)
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 1,492 (14,468)
Citation 1

Abstract:

Loading...

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
Downloads 1 (799,116)
  • Add to Cart

Abstract:

Loading...

Equity Risk, Intraday Immediacy, Inventory management, Overnight Returns

2.
Downloads 987 ( 27,432)
Citation 14

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 986 (27,056)
Citation 16

Abstract:

Loading...

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
Downloads 1 (799,116)
  • Add to Cart

Abstract:

Loading...

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 775 (37,896)
Citation 19

Abstract:

Loading...

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

Abstract:

Loading...

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

4.

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 211 (173,375)

Abstract:

Loading...

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

5.

Foreign Exchange Fixings and Returns Around the Clock

WBS Finance Group Research Paper
Number of pages: 49 Posted: 11 Feb 2020
Ingomar Krohn, Philippe Mueller and Paul Whelan
Copenhagen Business School - Department of Finance, Warwick Business School Finance Group and Copenhagen Business School
Downloads 203 (179,803)

Abstract:

Loading...

foreign-exchange, intraday and overnight returns, high-frequency data, corporates, pension funds, insurance companies, intermediation

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 200 (182,345)
Citation 1

Abstract:

Loading...

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 152 (231,157)
Citation 2

Abstract:

Loading...

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

Abstract:

Loading...

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