pawhfi

Department of Finance

  • Center for Financial Frictions
Paul
Whelan
Assistant professor


Room: SOL/A5.11
Tel:
+4538152410
E-mail: pawh.fi@cbs.dk
Presentation

Paul Whelan's research interests are in the areas of theoretical and empirical asset pricing with a specific focus in fixed income markets. Paul has presented at American Finance Association, Western Finance Association, and European Finance Association meetings, and has received several awards for his research, including GARP Risk Management Research Award (2013), AFA Doctoral Student Travel Grant (2013), Q-Group Grant Award (2011), and Carefin-Bocconi Research in Finance Grant Award (2010). 

Primary research areas
  1. Theoretical Asset Pricing
  2. Empirical Asset Pricing
  3. Fixed Income
  4. Monetary Policy
Link to this homepage
www.cbs.dk/en/staff/pawhfi
Courses

Asset Pricing

Selected publications
  1. Bond Markets and Monetary Policy, with Andrea Buraschi (2015), forthcoming in the ‘Handbook of Fixed Income’ edited by Pietro Veroniesi.
  2. Bond Markets and Unconventional Monetary Policy, with Andrea Buraschi (2015), forthcoming in the ‘Handbook of Fixed Income’ edited by Pietro Veroniesi.
Publications sorted by:
2020
Ingomar Krohn; Philippe Mueller; Paul Whelan / FX Premia Around the Clock
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020
Paper > peer review
Nina Boyarchenko; Lars C. Larsen; Paul Whelan / The Overnight Drift
New York : Federal Reserve Bank of New York 2020, 62 p. (Federal Reserve Bank of New York Staff Reports, No. 917)
Working paper
2019
Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at 2019 China International Conference in Finance, 2019
Paper > peer review
Ingomar Krohn; Philippe Mueller; Paul Whelan / FX Premia Around The Clock
Poster session presented at The 79th Annual Meeting of American Finance Association. AFA 2019, 2019
Poster > peer review
2018
Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
London : Centre for Economic Policy Research 2018, 59 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12970)
Working paper
Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at The 78th Annual Meeting of American Finance Association. AFA 2018, 2018
Paper > peer review
Ingomar Krohn; Philippe Mueller; Paul Whelan / FX Premia Around the Clock
Paper presented at 13th Annual Hedge Fund Conference, 2018
Paper
Andrea Buraschi; Ilaria Piatti; Paul Whelan / Rationality and Subjective Bond Risk Premia
Paper presented at SFS Cavalcade North America 2018, 2018
Paper > peer review
2017
Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at 2017 Annual Meeting of the Society for Economic Dynamics , 2017
Paper > peer review
Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at The 15th International Paris December Finance Meeting, 2017
Paper > peer review
More results... (total 19 results)
Research Projects
Outside activities

I teach an elective course at Imperial College Business School: Credit Risk