When I copy keys in the graph editor, this is what I do;

assume you want to copy the ROTATE Y key located at frame 5 and you want to paste it at frame 10.

1. go to frame five and select the key then copy the value that is displayed above the graph (above and to the left).

2. Go to frame 10 and create a new key. Use the "add keys" icon located top-left for adding keys. Once you click on the "add keys" icon just left click on the graph at frame 10 (Rotate Y graph). Then, middle click on the same spot and you will have a new key.

3. Paste the value from frame 5 into the value for frame 10.. That's it!