Author

Paul Whelan

Observed names: PAUL WHELAN, Whelan, Paul

Institution: Chinese University of Hong Kong

Observed institutions: Chinese University of Hong Kong, Copenhagen Business School, University of Warwick, Imperial College London

ORCID: 0000-0002-5613-7271

Observed ORCID: 0000-0002-5613-7271

OpenAlex ID: A5101767497

Central Bank Communication and the Yield Curve

2016 · Matteo Leombroni, Andrea Vedolin, et al. · Journal of Financial Economics · 134

The Overnight Drift

2020 · Nina Boyarchenko, Lars C Larsen, et al. · Review of Financial Studies · 27

Subjective Bond Returns and Belief Aggregation

2019 · Andrea Buraschi, Ilaria Piatti, et al. · Review of Financial Studies · 26

Foreign Exchange Fixings and Returns around the Clock

2023 · INGOMAR KROHN, PHILIPPE MUELLER, et al. · The Journal of Finance · 19

Macroeconomic Uncertainty, Difference in Beliefs, and Bond Risk Premia

2010 · Andrea Buraschi, Paul Whelan · SSRN Electronic Journal · 11

Variance Risk Premia on Stocks and Bonds

2017 · Philippe Mueller, Petar Sabtchevsky, et al. · SSRN Electronic Journal · 9

Bond Markets and Unconventional Monetary Policy

2016 · Andrea Buraschi, Paul Whelan · Wiley eBooks · 9

Central Bank Communication and the Yield Curve

2018 · Matteo Leombroni, Andrea Vedolin, et al. · CBS Research Portal (Copenhagen Business School) · 8

Speculation, Hedging, and Interest Rates

2016 · Andrea Buraschi, Paul Whelan · 3

Rationality and Subjective Bond Risk Premia

2018 · Buraschi, Andrea, Piatti, Ilaria, et al. · CBS Research Portal (Copenhagen Business School) · 2

Expected Term Structures

2017 · Andrea Buraschi, Ilaria Piatti, et al. · SSRN Electronic Journal · 2

Variance Risk Premia on Stocks and Bonds

2017 · Petar Sabtchevsky, Paul Whelan, et al. · RePEc: Research Papers in Economics · 2

Bond Markets and Monetary Policy

2016 · Andrea Buraschi, Paul Whelan · Wiley eBooks · 2

PDF

Believe It or Not: Taylor Rule Uncertainty

2013 · Andrea Buraschi, Andrea Carnelli Dompé, et al. · SSRN Electronic Journal · 2

Subjective Risk Premia in Bond and FX Markets

2024 · Ilaria Piatti, Paul Whelan, et al. · SSRN Electronic Journal · 1

The Derivative Payoff Bias

2023 · Guido Baltussen, Julian Terstegge, et al. · SSRN Electronic Journal · 1

Uncovered Interest Parity in High Frequency

2025 · Philippe Mueller, Paul Whelan, et al. · SSRN Electronic Journal

Money as Options

2024 · Paul Whelan, Carsten Sørensen · SSRN Electronic Journal

Foreign Exchange Fixings and Returns Around the Clock

2023 · Ingomar Krohn, Philippe Mueller, et al.

Subjective Risk Premia in Bond and FX Markets

2023 · Pesch, Daniel, Piatti, Ilaria, et al. · CBS Research Portal (Copenhagen Business School)

Replication Code and Data for The Overnight Drift

2022 · Whelan, Paul · Harvard Dataverse

The Overnight Drift in U.S. Equity Returns

2021 · Nina Boyarchenko, Lars Christian Larsen, et al. · Liberty Street Economics

FX Premia Around the Clock

2020 · Ingomar Krohn, Philippe Mueller, et al. · CBS Research Portal (Copenhagen Business School)

Taylor rule uncertainty: believe it or not

2014 · Andrea Buraschi, Andrea Carnelli, et al. · Cambridge University Press eBooks

Bond Risk Premia: A New Perspective

2013 · Andrea Carnelli Dompé, Paul Whelan · SSRN Electronic Journal

Works count: 28

Citation count: 258

H-index: 8

I10-index: 5