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Research Output

FX Premia Around the Clock

Krohn, I., Mueller, P. & Whelan, P., 2020. 48 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

The Overnight Drift

Boyarchenko, N., Larsen, L. C. & Whelan, P., Mar 2020, London: Centre for Economic Policy Research, 62 p. (Centre for Economic Policy Research. Discussion Papers; No. DP14462).

Research output: Working paperResearch

The Overnight Drift

Boyarchenko, N., Larsen, L. C. & Whelan, P., Feb 2020, New York: Federal Reserve Bank of New York, 62 p. (Federal Reserve Bank of New York Staff Reports; No. 917).

Research output: Working paperResearch

Open Access

Central Bank Communication and the Yield Curve

Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2019. 66 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Foreign Exchange Fixings and Returns Around the Clock

Krohn, I., Mueller, P. & Whelan, P., Dec 2019, Warwick: Warwick Finance Group. Warwick Business School. University of Warwick, 48 p. (WBS Finance Group Research Paper).

Research output: Working paperResearch