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 published articles in the Journal of Financial Economics, Review of Financial Studies and Management Science, and has received several awards for his research, including (most recently) a DKK 1.67 mill. grant from The Danish Council for Independent Research to project titled 'Foreign Exchange Dynamics Around the Clock'.

 

 

 

Primary research areas
  1. Theoretical Asset Pricing
  2. Empirical Asset Pricing
  3. Fixed Income
  4. Monetary Policy
Links
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:
2022
Andrea Buraschi; Paul Whelan / Speculation, Sentiment, and Interest Rates
In: Management Science, Vol. 68, No. 3, 3.2022, p. 2308-2329
Journal article > peer review
2021
Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
In: Journal of Financial Economics, Vol. 141, No. 3, 9.2021, p. 860-880
Journal article > peer review
Andrea Buraschi; Ilaria Piatti; Paul Whelan / Subjective Bond Returns and Belief Aggregation
In: Review of Financial Studies, 20.10.2021
Journal article > peer review
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
Nina Boyarchenko; Lars C. Larsen; Paul Whelan / The Overnight Drift
London : Centre for Economic Policy Research 2020, 62 p. (Centre for Economic Policy Research. Discussion Papers, No. DP14462)
Working paper
Nina Boyarchenko; Lars C. Larsen; Paul Whelan / The Overnight Drift
Paper presented at The 47th European Finance Association Annual Meeting. EFA 2020, 2020
Paper > peer review
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
Ingomar Krohn; Philippe Mueller; Paul Whelan / Foreign Exchange Fixings and Returns Around the Clock
Warwick : Warwick Finance Group. Warwick Business School. University of Warwick 2019, 48 p. (WBS Finance Group Research Paper)
Working paper
More results... (total 26 results)
Research Projects
Outside activities

I’m a visiting lecturer at Imperial college where I teach credit risk.