Paul Whelan

Search results

• 2023

  Subjective Risk Premia in Bond and FX Markets

  Pesch, D., Piatti, I. & Whelan, P., 2023.

  Research output: Contribution to conference › Conference abstract for conference › Research › peer-review

  Open Access

• The Overnight Drift

  Boyarchenko, N., Larsen, L. C. & Whelan, P., Sept 2023, In: Review of Financial Studies. 36, 9, p. 3502-3547 46 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2022

  Speculation, Sentiment, and Interest Rates

  Buraschi, A. & Whelan, P., Mar 2022, In: Management Science. 68, 3, p. 2308-2329 22 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File
  191 Downloads (Pure)

• Subjective Bond Returns and Belief Aggregation

  Buraschi, A., Piatti, I. & Whelan, P., Aug 2022, In: Review of Financial Studies. 35, 8, p. 3710-3741 32 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File
  79 Downloads (Pure)
• 2021

  Central Bank Communication and the Yield Curve

  Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., Sept 2021, In: Journal of Financial Economics. 141, 3, p. 860-880 21 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File
  152 Downloads (Pure)

• The Overnight Drift in U.S. Equity Returns

  Boyarchenko, N., Larsen, L. C. & Whelan, P., 26 May 2021, New York : Federal Reserve Bank of New York.

  Research output: Other contribution › Net publication - Internet publication › Communication

  Open Access
• 2020

  FX Premia Around the Clock

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

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• 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 paper › Research

  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 paper › Research

• The Overnight Drift

  Boyarchenko, N., Larsen, L. C. & Whelan, P., 2020. 53 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access
• 2019

  Central Bank Communication and the Yield Curve

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

  Research output: Contribution to conference › Paper › Research › peer-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 paper › Research

• FX Premia Around The Clock

  Krohn, I., Mueller, P. & Whelan, P., 2019.

  Research output: Contribution to conference › Poster › Research › peer-review

  Open Access
• 2018

  Central Bank Communication and the Yield Curve

  Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2018. 51 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• Central Bank Communication and the Yield Curve

  Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., Jun 2018, London: Centre for Economic Policy Research, 59 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12970).

  Research output: Working paper › Research

• FX Premia Around the Clock

  Krohn, I., Mueller, P. & Whelan, P., 2018. 49 p.

  Research output: Contribution to conference › Paper › Research

  Open Access

• Rationality and Subjective Bond Risk Premia

  Buraschi, A., Piatti, I. & Whelan, P., 2018. 65 p.

  Research output: Contribution to conference › Paper › Research › peer-review
• 2017

  Central Bank Communication and the Yield Curve

  Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2017. 56 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• Central Bank Communication and the Yield Curve

  Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2017. 56 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• Central Bank Communication and the Yield Curve

  Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2017. 52 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• Expected Term Structures

  Buraschi, A., Piatti, I. & Whelan, P., 2017. 55 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• Expected Term Structures

  Buraschi, A., Piatti, I. & Whelan, P., 2017. 60 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• Variance Risk Premia on Stocks and Bonds

  Mueller, P., Sabtchevsky, P., Vedolin, A. & Whelan, P., 2017. 42 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access
• 2016

  Bond Markets and Monetary Policy

  Buraschi, A. & Whelan, P., 2016, Handbook of Fixed-income Securities. Verones, P. (ed.). Hobroken, N.J: Wiley, p. 77-92

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

• Bond Markets and Unconventional Monetary Policy

  Buraschi, A. & Whelan, P., 2016, Handbook of Fixed-income Securities. Verones, P. (ed.). Hobroken, N.J: Wiley, p. 93-116

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

• Central Bank Communication and the Yield Curve

  Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2016. 51 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• Speculation, Hedging, and Interest Rates

  Buraschi, A. & Whelan, P., 2016. 58 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access

• Variance Risk Premia on Stocks and Bonds

  Mueller, P., Sabtchevsky, P., Vedolin, A. & Whelan, P., 2016. 48 p.

  Research output: Contribution to conference › Paper › Research › peer-review

  Open Access
• 2014

  Taylor Rule Uncertainty: Believe It or Not

  Buraschi, A., Carnelli, A. & Whelan, P., 2014, Developments in Macro-finance Yield Curve Modelling. Chadha, J. S., Durré, A. C. J., Joyce, M. A. S. & Sarno, L. (eds.). Cambridge: Cambridge University Press, p. 326-358 33 p.

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review